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        <fairValLevel>2</fairValLevel>
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        <name>ADVANCED MICRO DEVICES</name>
        <lei>R2I72C950HOYXII45366</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AERCAP HOLDINGS NV</name>
        <lei>549300SZYINBBLJQU475</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AES CORP/THE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AES CORP/THE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OPENAI GROUP PBC CLASS A COMMON PP</name>
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        <name>AFRMT 2026-2A A 144A</name>
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          <isin value="US00833KAA60"/>
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        <fairValLevel>2</fairValLevel>
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        <name>AGILENT TECHNOLOGIES INC 144A</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>AGILENT TECHNOLOGIES INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AGL 2021-10A A1R2 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-04-15</maturityDt>
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      <invstOrSec>
        <name>AGL 2021-13A A1R 144A</name>
        <lei>254900DIJ0G5TXNJMM06</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AGNICO EAGLE MINES LTD</name>
        <lei>254900BFJ2DOHPMEXN45</lei>
        <title>AGNICO EAGLE MINES LTD</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>AHS HOSPITAL CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AIA GROUP LTD</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
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        <name>AIB GROUP PLC 144A</name>
        <lei>635400AKJBGNS5WNQL34</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIR LIQUIDE SA</name>
        <lei>969500MMPQVHK671GT54</lei>
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        <name>AIRBNB INC-CLASS A</name>
        <lei>549300HMUDNO0RY56D37</lei>
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        <name>AIRBUS SE</name>
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        <name>AJINOMOTO CO INC</name>
        <lei>353800UT0TLROREPIC92</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AKER BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ALIBABA GROUP HOLDING LTD</name>
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        <name>ABCLN 2026-A B 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABCLN 2026-A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
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      <invstOrSec>
        <name>AMEREN CORP</name>
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      <invstOrSec>
        <name>AMERICA MOVIL SA DE CV</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN INTERNATIONAL</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN INTERNATIONAL GROUP</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AMETEK INC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMGEN INC</name>
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        <title>AMGEN INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC</title>
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        <name>AMPHENOL CORP</name>
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        <name>AMPHENOL CORP-CL A</name>
        <lei>549300D3L3G0R4U4VT04</lei>
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        <name>ANALOG DEVICES INC</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
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        <name>ANCHC 2026-22A AR4 144A</name>
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        <title>ANCHORAGE CAPITAL CLO 2026-22 LTD</title>
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        <name>AOMT 2020-6 A2 144A</name>
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        <name>AOMT 2021-1 A1 144A</name>
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        <name>ANGLO AMERICAN CAPITAL 144A</name>
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        <name>Anthropic PBC SER H-1 CVT PFD PP</name>
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        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>ANTOFAGASTA PLC</title>
        <cusip>YL8307156</cusip>
        <identifiers>
          <isin value="USG0399BAC12"/>
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        <balance>820000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831440.650000</valUSD>
        <pctVal>0.0157543647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ANZ GROUP HOLDINGS LTD</name>
        <lei>9845005D9C6BAA10BK72</lei>
        <title>ANZ GROUP HOLDINGS LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU000000ANZ3"/>
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        <balance>375633.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.444356"/>
        <valUSD>9167098.530000</valUSD>
        <pctVal>0.1737006883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AON PLC-CLASS A</name>
        <lei>635400FALWQYX5E6QC64</lei>
        <title>AON PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BLP1HW54"/>
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        <balance>5945.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1971897.050000</valUSD>
        <pctVal>0.0373640442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>API GROUP CORP</name>
        <lei>213800NZT1VX6PZ7BT53</lei>
        <title>API GROUP CORP</title>
        <cusip>00187Y100</cusip>
        <identifiers>
          <isin value="US00187Y1001"/>
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        <balance>6539.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276926.650000</valUSD>
        <pctVal>0.0052472818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APOLLO GLOBAL MANAGEMENT INC</name>
        <lei>254900LMFT1CY9IYB476</lei>
        <title>APOLLO GLOBAL MANAGEMENT INC</title>
        <cusip>03769M106</cusip>
        <identifiers>
          <isin value="US03769M1062"/>
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        <balance>6314.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>747009.340000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APPALACHIAN POWER CO</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>APPALACHIAN POWER CO</title>
        <cusip>037735CV7</cusip>
        <identifiers>
          <isin value="US037735CV70"/>
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        <balance>2450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2043724.150000</valUSD>
        <pctVal>0.0387250437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="83417.300000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
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        <balance>417354.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120765553.440000</valUSD>
        <pctVal>2.2882987115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLIED MATERIALS INC</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC</title>
        <cusip>038222105</cusip>
        <identifiers>
          <isin value="US0382221051"/>
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        <balance>37307.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26972961.000000</valUSD>
        <pctVal>0.5110910367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLOVIN CORP-CLASS A</name>
        <lei>549300LLVXMUAOL3SQ07</lei>
        <title>APPLOVIN CORP</title>
        <cusip>03831W108</cusip>
        <identifiers>
          <isin value="US03831W1080"/>
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        <balance>3508.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1807426.840000</valUSD>
        <pctVal>0.0342476177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCELORMITTAL SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL SA</title>
        <cusip>03938LBE3</cusip>
        <identifiers>
          <isin value="US03938LBE39"/>
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        <balance>160000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163851.450000</valUSD>
        <pctVal>0.0031047021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ARES CAPITAL CORP</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>ARES CAPITAL CORP</title>
        <cusip>04010LBC6</cusip>
        <identifiers>
          <isin value="US04010LBC63"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87735.340000</valUSD>
        <pctVal>0.0016624332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ARES 2025-ALF9A A1 144A</name>
        <lei>N/A</lei>
        <title>ARES LOAN FUNDING IX LTD</title>
        <cusip>03990HAA6</cusip>
        <identifiers>
          <isin value="US03990HAA68"/>
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        <balance>885000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886808.060000</valUSD>
        <pctVal>0.0168034815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.8530000000</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>ARES MANAGEMENT CORP</name>
        <lei>529900JUV61FH7B8VW38</lei>
        <title>ARES MANAGEMENT CORP</title>
        <cusip>03990B101</cusip>
        <identifiers>
          <isin value="US03990B1017"/>
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        <balance>5287.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>588495.970000</valUSD>
        <pctVal>0.0111509825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARGENX SE - ADR</name>
        <lei>7245009C5FZE6G9ODQ71</lei>
        <title>ARGENX SE</title>
        <cusip>04016X101</cusip>
        <identifiers>
          <isin value="US04016X1019"/>
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        <balance>8001.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7423087.770000</valUSD>
        <pctVal>0.1406546958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARIFL 2026-A A2 144A</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2026-A</title>
        <cusip>04033DAB0</cusip>
        <identifiers>
          <isin value="US04033DAB01"/>
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        <balance>460000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457668.080000</valUSD>
        <pctVal>0.0086720199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9600000000</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>ARIFL 2026-A A3 144A</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2026-A</title>
        <cusip>04033DAC8</cusip>
        <identifiers>
          <isin value="US04033DAC83"/>
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        <balance>170000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167991.260000</valUSD>
        <pctVal>0.0031831443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0900000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARISTA NETWORKS INC</name>
        <lei>635400H1WKBLOQERUU95</lei>
        <title>ARISTA NETWORKS INC</title>
        <cusip>040413205</cusip>
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          <isin value="US0404132054"/>
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        <balance>30143.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5120692.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARTHUR J GALLAGHER &amp; CO</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>ARTHUR J GALLAGHER &amp; CO</title>
        <cusip>04316JAL3</cusip>
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          <isin value="US04316JAL35"/>
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        <balance>360000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>362605.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8500000000</annualizedRt>
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      <invstOrSec>
        <name>ARTHUR J GALLAGHER &amp; CO</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>ARTHUR J GALLAGHER &amp; CO</title>
        <cusip>363576109</cusip>
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          <isin value="US3635761097"/>
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        <balance>600.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137742.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASICS CORP</name>
        <lei>3538002LJMRZ83SU0B85</lei>
        <title>ASICS CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3118000003"/>
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        <balance>285200.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="162.595000"/>
        <valUSD>7757072.090000</valUSD>
        <pctVal>0.1469831219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASML HOLDING NV</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML HOLDING NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
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        <balance>18829.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.875197"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASML HOLDING NV NY</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ASTERA LABS INC</name>
        <lei>529900LJL8TUEGF7HG20</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AT&amp;T INC</name>
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        <name>ATHENE GLOBAL FUNDING 144A</name>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING 144A</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING</title>
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      <invstOrSec>
        <name>ATCLO 2023-22A A1R 144A</name>
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        <name>ATMOS ENERGY CORP</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
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        <name>ATMOS ENERGY CORP</name>
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        <name>AUGUSTA SPINCO CORPORATI</name>
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        <name>AUTODESK INC</name>
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      <invstOrSec>
        <name>AUTOLIV INC SDR</name>
        <lei>A23RUXWKASG834LTMK28</lei>
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        <name>AUTORIDAD CANAL DE PANAM 144A</name>
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        <name>AESOP 2026-1A B 144A</name>
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        <name>AESOP 2025-3A A 144A</name>
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        <name>AXIS CAPITAL HOLDINGS LTD</name>
        <lei>635400VD2NQBYAHMEM55</lei>
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        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <name>BANK OF NY MELLON CORP</name>
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        <name>BANK OF NY MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <name>BANK5 2024-5YR12 A3</name>
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        <name>BANK5 2024-5YR8 AS</name>
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          <couponKind>Variable</couponKind>
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        <name>BANK5 2025-5YR14 A3</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK5 2026-5YR20 A3</name>
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        <name>BANNER HEALTH</name>
        <lei>PLD0E0WJKFN8IZJ2WD85</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BARC 2021-NQM1 A3 144A</name>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <name>BARCLAYS PLC</name>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>BABSN 2021-3A B1R 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BATLN 2024-25A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BAYVIEW FINANCING TRUST 2024-2F A PP</name>
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        <name>BVCLN 2024-CAR1 A 144A</name>
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        <name>BVCLN 2025-EDU1 A 144A</name>
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        <name>BBCMS 2019-BWAY D 144A</name>
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      <invstOrSec>
        <name>BMARK 2025-V16 A3</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BMARK 2025-V19 A3</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BMARK 2026-B42 A5</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMARK 2026-V21 A3</name>
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      <invstOrSec>
        <name>MIDAMERICAN ENERGY HLDGS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY INC-CL B</name>
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      <invstOrSec>
        <name>BHP BILLITON FIN USA LTD</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BHP GROUP LTD</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
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        <name>BHP GROUP LTD-DI</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>1</fairValLevel>
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        <name>BLACKROCK INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BLACKSTONE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BLOCK INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BMO 2025-C13 A5</name>
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        <name>BOEING CO/THE</name>
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        <name>BOOKING HOLDINGS INC</name>
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        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
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        <name>BOOZ ALLEN HAMILTON HOLDINGS</name>
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        <name>BOOZ ALLEN HAMILTON INC</name>
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        <name>BORGWARNER INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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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>BOSTON GAS COMPANY 144A</name>
        <lei>FN7P4E7K9JOBORDEUX61</lei>
        <title>BOSTON GAS CO</title>
        <cusip>100743AP8</cusip>
        <identifiers>
          <isin value="US100743AP84"/>
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        <balance>245000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254622.460000</valUSD>
        <pctVal>0.0048246560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8430000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORP</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP</title>
        <cusip>101137107</cusip>
        <identifiers>
          <isin value="US1011371077"/>
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        <balance>13794.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>588727.920000</valUSD>
        <pctVal>0.0111553775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLAST 2026-1 A3</name>
        <lei>N/A</lei>
        <title>BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1</title>
        <cusip>107927AC9</cusip>
        <identifiers>
          <isin value="US107927AC90"/>
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        <balance>610000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>607644.670000</valUSD>
        <pctVal>0.0115138173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0400000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIDGEPOINT GROUP-REGS</name>
        <lei>213800KFNMVI8PDZX472</lei>
        <title>BRIDGEPOINT GROUP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BND88V85"/>
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        <balance>702809.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.753892"/>
        <valUSD>2446437.170000</valUSD>
        <pctVal>0.0463557601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIGHTSPRING HEALTH SERVICES</name>
        <lei>N/A</lei>
        <title>BRIGHTSPRING HEALTH SERVICES INC</title>
        <cusip>10950A106</cusip>
        <identifiers>
          <isin value="US10950A1060"/>
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        <balance>5990.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417742.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
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        <balance>119684.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6896192.080000</valUSD>
        <pctVal>0.1306709322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRITISH AMERICAN TOBACCO PLC</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>BRITISH AMERICAN TOBACCO PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0002875804"/>
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        <balance>143416.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.753892"/>
        <valUSD>8875008.220000</valUSD>
        <pctVal>0.1681660813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
        <cusip>11120VAE3</cusip>
        <identifiers>
          <isin value="US11120VAE39"/>
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        <balance>565000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562466.320000</valUSD>
        <pctVal>0.0106577656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
        <cusip>11120VAP8</cusip>
        <identifiers>
          <isin value="US11120VAP85"/>
        </identifiers>
        <balance>315000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310144.870000</valUSD>
        <pctVal>0.0058767098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="294391.513000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
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        <balance>187053.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70659270.750000</valUSD>
        <pctVal>1.3388711732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC</title>
        <cusip>11135FDA6</cusip>
        <identifiers>
          <isin value="US11135FDA66"/>
        </identifiers>
        <balance>450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441596.930000</valUSD>
        <pctVal>0.0083674993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BROOKFIELD CORP</name>
        <lei>C6J3FGIWG6MBDGTE8F80</lei>
        <title>BROOKFIELD CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA11271J1075"/>
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        <balance>124446.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.418250"/>
        <valUSD>5309520.510000</valUSD>
        <pctVal>0.1006062457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BT GROUP PLC</name>
        <lei>213800LRO7NS5CYQMN21</lei>
        <title>BT GROUP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0030913577"/>
        </identifiers>
        <balance>2447039.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.753892"/>
        <valUSD>6173333.540000</valUSD>
        <pctVal>0.1169740111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BUNZL PLC</name>
        <lei>213800Q1Q9DV4L78UM09</lei>
        <title>BUNZL PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B0744B38"/>
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        <balance>125702.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.753892"/>
        <valUSD>4386850.820000</valUSD>
        <pctVal>0.0831232483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON NORTH SANTA FE</name>
        <lei>N/A</lei>
        <title>BURLINGTON NORTHERN SANTA FE LLC</title>
        <cusip>12189TAZ7</cusip>
        <identifiers>
          <isin value="US12189TAZ75"/>
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        <balance>650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708957.740000</valUSD>
        <pctVal>0.0134335250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.1500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX 2026-CSMO A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2026-CSMO</title>
        <cusip>12433LAA3</cusip>
        <identifiers>
          <isin value="US12433LAA35"/>
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        <balance>2560000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2565600.000000</valUSD>
        <pctVal>0.0486136900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.0250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BX 2025-ROIC A 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2025-ROIC</title>
        <cusip>05593VAA1</cusip>
        <identifiers>
          <isin value="US05593VAA17"/>
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        <balance>3084654.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3078871.130000</valUSD>
        <pctVal>0.0583392916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.7690000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BX 2025-VOLT A 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2025-VOLT</title>
        <cusip>05619PAA4</cusip>
        <identifiers>
          <isin value="US05619PAA49"/>
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        <balance>3270000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3273065.630000</valUSD>
        <pctVal>0.0620189421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.3250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BX 2026-CLS B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2026-CLS</title>
        <cusip>123915AC4</cusip>
        <identifiers>
          <isin value="US123915AC42"/>
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        <balance>335000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335725.480000</valUSD>
        <pctVal>0.0063614181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.3250000000</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>BXP Inc</name>
        <lei>549300OF70FSEUQBT254</lei>
        <title>BXP INC</title>
        <cusip>101121101</cusip>
        <identifiers>
          <isin value="US1011211018"/>
        </identifiers>
        <balance>4184.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>277441.040000</valUSD>
        <pctVal>0.0052570286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9700000000</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>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
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          <isin value="US14448C1045"/>
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        <curCd>USD</curCd>
        <valUSD>804576.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2021-P4 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2021-P4</title>
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          <isin value="US14687KAF30"/>
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        <curCd>USD</curCd>
        <valUSD>1681445.510000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CRVNA 2024-N1 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-N1</title>
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          <isin value="US14687QAD51"/>
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        <curCd>USD</curCd>
        <valUSD>199652.780000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CRVNA 2025-P2 A4</name>
        <lei>N/A</lei>
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          <isin value="US14688YAD76"/>
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        <curCd>USD</curCd>
        <valUSD>1056967.150000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CRVNA 2025-P4 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P4</title>
        <cusip>14689AAD8</cusip>
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          <isin value="US14689AAD81"/>
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        <balance>1385000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1370095.600000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CRVNA 2026-P1 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P1</title>
        <cusip>14689FAD7</cusip>
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          <isin value="US14689FAD78"/>
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        <balance>3040000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3002870.960000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CRVNA 2026-P1 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P1</title>
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          <isin value="US14689FAE51"/>
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        <balance>675000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CRVNA 2026-P2 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
        <cusip>14689CAD4</cusip>
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          <isin value="US14689CAD48"/>
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        <curCd>USD</curCd>
        <valUSD>1967616.360000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9100000000</annualizedRt>
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      <invstOrSec>
        <name>CRVNA 2026-P2 A3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
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          <isin value="US14689CAC64"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CRVNA 2026-P2 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CARVANA CO 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CBRE SERVICES INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENCORA INC</name>
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      <invstOrSec>
        <name>CENCORA INC</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
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          <isin value="US03073E1055"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>254900LJGL2N2XEMD470</lei>
        <title>CENOVUS ENERGY INC</title>
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          <isin value="CA15135U1093"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CENT 2025-CITY A 144A</name>
        <lei>N/A</lei>
        <title>CENT 2025-CITY</title>
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          <isin value="US12517TAA51"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-07-10</maturityDt>
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      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP</title>
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        <balance>1120000.000000</balance>
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        <curCd>USD</curCd>
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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>2030-02-15</maturityDt>
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      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
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      <invstOrSec>
        <name>TX ST TRNPRTN COMM 1ST TR SR C</name>
        <lei>N/A</lei>
        <title>CENTRAL TEXAS TURNPIKE SYSTEM</title>
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          <isin value="US88283KBL17"/>
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        <balance>1820000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CERB 2023-5AR AR 144A</name>
        <lei>6354005DPIRML7EMPA20</lei>
        <title>CERBERUS LOAN FUNDING XLIV LLC</title>
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        <balance>900000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>900000.000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CEREBRAS SYSTEMS INC - A</name>
        <lei>N/A</lei>
        <title>CEREBRAS SYSTEMS INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CF INDUSTRIES HOLDINGS INC</name>
        <lei>529900CG8YAQFZ2JMV97</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>C.H. ROBINSON WORLDWIDE INC</name>
        <lei>529900WNWN5L0OVDHA79</lei>
        <title>CH ROBINSON WORLDWIDE INC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CHARLES RIVER LABORATORIES</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>CHARLES RIVER LABORATORIES INTERNATIONAL INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SCHWAB (CHARLES) CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>CHARLES SCHWAB CORP/THE</title>
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        <balance>148395.000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
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      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHPRK 2018-1A A2R 144A</name>
        <lei>N/A</lei>
        <title>CHENANGO PARK CLO LTD</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHENIERE ENERGY INC 144A</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>CHENIERE ENERGY INC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CHENIERE ENERGY PARTNERS 144A</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>CHENIERE ENERGY PARTNERS LP</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHEVRON CORP</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP</title>
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      <invstOrSec>
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        <name>CHUGAI PHARMACEUTIC-UNSP ADR</name>
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        <name>CITIGROUP INC</name>
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        <name>CMS ENERGY CORP</name>
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        <name>CMS ENERGY CORP</name>
        <lei>549300IA9XFBAGNIBW29</lei>
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      <invstOrSec>
        <name>CMS ENERGY CORP</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNA FINANCIAL CORP</name>
        <lei>549300YX2GSZD7YG1R84</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-15</maturityDt>
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      <invstOrSec>
        <name>CNH INDUSTRIAL CAP LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNH INDUSTRIAL CAP LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-07</maturityDt>
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      <invstOrSec>
        <name>CNO GLOBAL FUNDING 144A</name>
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          <isin value="US18977W2C32"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-06</maturityDt>
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      <invstOrSec>
        <name>COCA-COLA CO/THE</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>COCA-COLA EUROPEAN PARTN 144A</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-15</maturityDt>
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      <invstOrSec>
        <name>COHERENT CORP</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>COHERENT CORP</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>COLES GROUP LTD</name>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>COLGATE-PALMOLIVE CO</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>COLT 2025-8 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COLUMBIA PIPELINE HOLDCO 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COMCAST CORP 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COMFORT SYSTEMS USA INC</name>
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        <name>COMMONSPIRIT HEALTH</name>
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        <name>COMPASS GROUP PLC</name>
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        <name>CONAGRA BRANDS INC</name>
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        <name>CONOCOPHILLIPS</name>
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        <name>CONSOLIDATED EDISON INC</name>
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        <name>CONSTELLATION ENERGY</name>
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        <title>CONSTELLATION ENERGY CORP</title>
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        <name>COREBRIDGE FINANCIAL INC</name>
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        <name>CORNING INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CODELCO INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CORPAY INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CORTEVA INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>COSTCO WHOLESALE CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FULTON CNTY GA BABS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA 144A</name>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CREDO TECHNOLOGY GROUP HOLDI</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CRH AMERICA FINANCE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CRH PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CROSS 2024-H4 A1 144A</name>
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        <title>CROSS 2024-H4 MORTGAGE TRUST</title>
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        <name>CROWDSTRIKE HOLDINGS INC - A</name>
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        <name>CROWN CASTLE INTL CORP</name>
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        <name>CROWN CASTLE INTL CORP</name>
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        <name>CROWN CASTLE INC</name>
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        <name>CSX CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CUBESMART</name>
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        <title>CUBESMART</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CVS HEALTH CORP</name>
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        <name>CVS HEALTH CORP</name>
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        <name>CVS HEALTH CORP</name>
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        <name>CVS HEALTH CORP</name>
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        <name>CYRUS 2024-2A A2 144A</name>
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        <name>DAIMLER TRUCKS FINAN NA 144A</name>
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        <name>DALLAS FT WORTH TX ARPT TXBL SER A</name>
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        <name>DANAHER CORP</name>
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        <name>DANSKE BANK A/S 144A</name>
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        <name>DATABRICKS SER G CVT PFD STCK PP</name>
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        <name>DBC 2025-DBC A 144A</name>
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        <name>DBS GROUP HOLDINGS LTD</name>
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        <name>DEERE &amp; CO</name>
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        <name>DETROIT MI CITY SD QSCB</name>
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        <name>DEXT 2025-2 A3 144A</name>
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      <invstOrSec>
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        <name>EAGLE FUNDING LUXCO SARL 144A</name>
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        <name>EATON CORP PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>EFMT 2026-NQM1 A1F 144A</name>
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        <name>EHGVT 2023-A A 144A</name>
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        <name>ELEMENT FLEET MANAGEMENT CORP</name>
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        <name>ANTHEM INC</name>
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        <name>ELEVANCE HEALTH INC</name>
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        <name>ELI LILLY &amp; CO</name>
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        <name>ELI LILLY &amp; CO</name>
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        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EFMT 2019-2 A3 144A</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2</title>
        <cusip>31573TAC2</cusip>
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          <isin value="US31573TAC27"/>
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        <balance>53817.910000</balance>
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        <curCd>USD</curCd>
        <valUSD>52408.660000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0460000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EFMT 2020-2 A1 144A</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2</title>
        <cusip>31573WAA9</cusip>
        <identifiers>
          <isin value="US31573WAA99"/>
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        <balance>308884.020000</balance>
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        <curCd>USD</curCd>
        <valUSD>294557.450000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.1780000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EFMT 2021-2 A1 144A</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2</title>
        <cusip>31572LAA4</cusip>
        <identifiers>
          <isin value="US31572LAA44"/>
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        <balance>395314.560000</balance>
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        <curCd>USD</curCd>
        <valUSD>335380.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.9310000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ELM20 2022-7A AR2 144A</name>
        <lei>N/A</lei>
        <title>ELMWOOD CLO 20 LTD</title>
        <cusip>29002AAW4</cusip>
        <identifiers>
          <isin value="US29002AAW45"/>
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        <balance>1385000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1385290.850000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.8280000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EMERSON ELECTRIC CO</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMERSON ELECTRIC CO</title>
        <cusip>291011104</cusip>
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          <isin value="US2910111044"/>
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        <balance>33128.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4742273.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENACT HOLDINGS INC</name>
        <lei>9845003CA5664B741N19</lei>
        <title>ENACT HOLDINGS INC</title>
        <cusip>29249EAA7</cusip>
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          <isin value="US29249EAA73"/>
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        <balance>365000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>375821.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.2500000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENBRIDGE ENERGY PARTNERS</name>
        <lei>CZ6VG2MNE1J6YDI02G48</lei>
        <title>ENBRIDGE ENERGY PARTNERS LP</title>
        <cusip>29250RAT3</cusip>
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          <isin value="US29250RAT32"/>
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        <balance>245000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>240425.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
        <cusip>29250NBY0</cusip>
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          <isin value="US29250NBY04"/>
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        <balance>345000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>362878.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.2000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
        <cusip>29250NCM5</cusip>
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          <isin value="US29250NCM56"/>
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        <balance>1535000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1520995.690000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2000000000</annualizedRt>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
        <cusip>29250NCH6</cusip>
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          <isin value="US29250NCH61"/>
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        <balance>245000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245015.920000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6000000000</annualizedRt>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
        <cusip>29250NAL9</cusip>
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        <balance>590000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>589579.610000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-05</maturityDt>
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        <name>ENEL SPA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>ENEL SPA</title>
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          <isin value="IT0003128367"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENERGY TRANSFER PARTNERS</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP</title>
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          <isin value="US29273RAR03"/>
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        <balance>190000.000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP</title>
        <cusip>29273VBK5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3500000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENGIE</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA</title>
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          <isin value="FR0010208488"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENI SPA 144A</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>ENI SPA</title>
        <cusip>26874RAN8</cusip>
        <identifiers>
          <isin value="US26874RAN89"/>
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        <balance>735000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>745615.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      <invstOrSec>
        <name>ENTEGRIS INC</name>
        <lei>IYX6OWO7BT5DKO3BYG52</lei>
        <title>ENTEGRIS INC</title>
        <cusip>29362U104</cusip>
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        <balance>2000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>359720.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>EQT CORP</name>
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        <name>EART 2026-3A A3</name>
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        <name>ESA 2025-ESH A 144A</name>
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        <name>EXXON MOBIL CORP</name>
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        <name>FAIR ISAAC CORP</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
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        <assetCat>EC</assetCat>
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        <name>FNMA 15 YR TBA JUL</name>
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        <name>FNMA 30 YR TBA JUL</name>
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        <name>FNMA 30 YR TBA JUL</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>378.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140F5TN36"/>
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        <curCd>USD</curCd>
        <valUSD>108152.340000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140W4AB3</cusip>
        <identifiers>
          <isin value="US3140W4AB37"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3494410.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>99904.990000</balance>
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        <curCd>USD</curCd>
        <valUSD>95586.130000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418C4X92"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81709.710000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31416BRY64"/>
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        <curCd>USD</curCd>
        <valUSD>43930.390000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 15YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QCKG01"/>
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        <balance>1528231.060000</balance>
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        <curCd>USD</curCd>
        <valUSD>1353213.270000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EMNX5</cusip>
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          <isin value="US3138EMNX52"/>
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        <balance>302083.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>275253.010000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138A2GV5</cusip>
        <identifiers>
          <isin value="US3138A2GV54"/>
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        <balance>167946.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162268.990000</valUSD>
        <pctVal>0.0030747172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EHP8</cusip>
        <identifiers>
          <isin value="US31418EHP88"/>
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        <balance>309429.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306168.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31412XEK6</cusip>
        <identifiers>
          <isin value="US31412XEK63"/>
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        <balance>643.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637.370000</valUSD>
        <pctVal>0.0000120771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418DH54</cusip>
        <identifiers>
          <isin value="US31418DH543"/>
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        <balance>8479.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8264.730000</valUSD>
        <pctVal>0.0001566024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XJKB8</cusip>
        <identifiers>
          <isin value="US3140XJKB83"/>
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        <balance>549542.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500835.780000</valUSD>
        <pctVal>0.0094899732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y7JH2</cusip>
        <identifiers>
          <isin value="US3140Y7JH27"/>
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        <balance>400218.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416661.700000</valUSD>
        <pctVal>0.0078950198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J8UK7</cusip>
        <identifiers>
          <isin value="US3140J8UK76"/>
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        <balance>310863.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306068.410000</valUSD>
        <pctVal>0.0057994679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EGTC8</cusip>
        <identifiers>
          <isin value="US3138EGTC83"/>
        </identifiers>
        <balance>77652.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78168.170000</valUSD>
        <pctVal>0.0014811518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EPW34</cusip>
        <identifiers>
          <isin value="US3138EPW343"/>
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        <balance>69570.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72405.350000</valUSD>
        <pctVal>0.0013719564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X6BM2</cusip>
        <identifiers>
          <isin value="US3140X6BM21"/>
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        <balance>1272489.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1228976.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EPSG0</cusip>
        <identifiers>
          <isin value="US3138EPSG06"/>
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        <balance>153279.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151695.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EJ7F9</cusip>
        <identifiers>
          <isin value="US3138EJ7F91"/>
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        <balance>489787.060000</balance>
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        <curCd>USD</curCd>
        <valUSD>473262.120000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X6Z46</cusip>
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          <isin value="US3140X6Z464"/>
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        <balance>301850.740000</balance>
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        <curCd>USD</curCd>
        <valUSD>294630.390000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J9WH0</cusip>
        <identifiers>
          <isin value="US3140J9WH03"/>
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        <balance>55583.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53045.510000</valUSD>
        <pctVal>0.0010051208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418CS47</cusip>
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          <isin value="US31418CS476"/>
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        <balance>929431.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856501.430000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418FAW7</cusip>
        <identifiers>
          <isin value="US31418FAW77"/>
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        <balance>2312299.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2326310.230000</valUSD>
        <pctVal>0.0440795620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X7VE6</cusip>
        <identifiers>
          <isin value="US3140X7VE67"/>
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        <balance>77296.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77887.290000</valUSD>
        <pctVal>0.0014758297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EP38</cusip>
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        <curCd>USD</curCd>
        <valUSD>1032645.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140MAXK55"/>
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        <curCd>USD</curCd>
        <valUSD>307082.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XQXX00"/>
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        <balance>330579.350000</balance>
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        <curCd>USD</curCd>
        <valUSD>338537.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56356.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140NGTB6</cusip>
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          <isin value="US3140NGTB63"/>
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        <balance>749636.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741259.170000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EH7F3</cusip>
        <identifiers>
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        <balance>17219.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17983.630000</valUSD>
        <pctVal>0.0003407587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X4DE3</cusip>
        <identifiers>
          <isin value="US3140X4DE39"/>
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        <balance>202594.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181212.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XDGT7</cusip>
        <identifiers>
          <isin value="US3140XDGT77"/>
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        <balance>565406.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502192.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418C2A1</cusip>
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          <isin value="US31418C2A18"/>
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        <balance>4796.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4678.910000</valUSD>
        <pctVal>0.0000886573</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X6WA5</cusip>
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          <isin value="US3140X6WA53"/>
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        <balance>197339.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191673.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138YWJZ19"/>
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        <balance>13096.790000</balance>
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        <curCd>USD</curCd>
        <valUSD>12520.060000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ELN416"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31388MWB08"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31407CB71</cusip>
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          <isin value="US31407CB715"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418DYX47"/>
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        <balance>7380873.830000</balance>
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        <curCd>USD</curCd>
        <valUSD>5952229.920000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XHHS9</cusip>
        <identifiers>
          <isin value="US3140XHHS99"/>
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        <balance>1226567.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986158.090000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418CJA3</cusip>
        <identifiers>
          <isin value="US31418CJA36"/>
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        <balance>158027.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141349.320000</valUSD>
        <pctVal>0.0026783255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402RFV69"/>
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        <curCd>USD</curCd>
        <valUSD>27714.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>34472.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39327.870000</valUSD>
        <pctVal>0.0007451952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418D4Y57"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685207.640000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31419AVS31"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170098.510000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EMWT4</cusip>
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          <isin value="US3138EMWT40"/>
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        <balance>194536.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187959.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140Y72T49"/>
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        <balance>3372227.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3332482.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EB825"/>
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        <balance>1982208.380000</balance>
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        <curCd>USD</curCd>
        <valUSD>1587805.260000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ERNP16"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31384VQK16"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XHXF94"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138WJMV74"/>
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        <curCd>USD</curCd>
        <valUSD>356131.160000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402CV748"/>
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        <balance>21830.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21957.170000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <valUSD>113305.970000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1241995.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>948478.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR MODIFIED STEP RATE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140FXGC09"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299577.040000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>6977.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140MAYW84"/>
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        <curCd>USD</curCd>
        <valUSD>526137.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416BLD8</cusip>
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          <isin value="US31416BLD81"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48800.300000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X9DE2</cusip>
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          <isin value="US3140X9DE26"/>
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        <balance>443954.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401862.330000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140JAP369"/>
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        <balance>1103354.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1036071.030000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1212669.330000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XHHT72"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140X9DD43"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31371GEG10"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QS4E88"/>
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        <balance>476033.960000</balance>
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        <curCd>USD</curCd>
        <valUSD>489706.780000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402CVY55"/>
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        <balance>22336.930000</balance>
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        <curCd>USD</curCd>
        <valUSD>22466.460000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125223.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WGDE1</cusip>
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          <isin value="US3138WGDE12"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16807.870000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XCV21</cusip>
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          <isin value="US3140XCV216"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384952.400000</valUSD>
        <pctVal>0.0072941833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417DQW6</cusip>
        <identifiers>
          <isin value="US31417DQW64"/>
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        <balance>340927.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311539.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERN71</cusip>
        <identifiers>
          <isin value="US3138ERN710"/>
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        <balance>119502.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113076.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31419A3K1</cusip>
        <identifiers>
          <isin value="US31419A3K17"/>
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        <balance>12360.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12908.220000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y6MZ0</cusip>
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          <isin value="US3140Y6MZ05"/>
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        <balance>1371045.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408325.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410K5N02"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31368HMT76"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QVGT5</cusip>
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          <isin value="US3140QVGT58"/>
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        <balance>621318.700000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EAQ35"/>
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        <curCd>USD</curCd>
        <valUSD>1034402.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410LHS4</cusip>
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          <isin value="US31410LHS43"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9090.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EZM5</cusip>
        <identifiers>
          <isin value="US31418EZM55"/>
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        <balance>512626.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524668.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ETJ98</cusip>
        <identifiers>
          <isin value="US3138ETJ987"/>
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        <balance>43562.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41644.410000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <valUSD>10385.760000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402DGM65"/>
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        <curCd>USD</curCd>
        <valUSD>456875.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QEAQ58"/>
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        <curCd>USD</curCd>
        <valUSD>349559.420000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>26252.520000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138A46Y6</cusip>
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          <isin value="US3138A46Y62"/>
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        <balance>157003.810000</balance>
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        <curCd>USD</curCd>
        <valUSD>151695.880000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XGYQ6</cusip>
        <identifiers>
          <isin value="US3140XGYQ67"/>
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        <balance>782200.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632049.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418BWU6</cusip>
        <identifiers>
          <isin value="US31418BWU69"/>
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        <balance>16809.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16068.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416CJV9</cusip>
        <identifiers>
          <isin value="US31416CJV90"/>
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        <balance>52674.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55010.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410KJ392"/>
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        <balance>1337.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348.060000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>1615500.330000</balance>
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        <curCd>USD</curCd>
        <valUSD>1440753.460000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31417SBL34"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>18755.360000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EGK0</cusip>
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          <isin value="US31418EGK01"/>
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        <curCd>USD</curCd>
        <valUSD>897882.650000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J6C479"/>
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        <balance>165635.650000</balance>
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        <curCd>USD</curCd>
        <valUSD>160225.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31385XAS6</cusip>
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          <isin value="US31385XAS62"/>
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        <balance>9800.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10043.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31419BBT1</cusip>
        <identifiers>
          <isin value="US31419BBT17"/>
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        <balance>228000.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220291.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31371JWB69"/>
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        <curCd>USD</curCd>
        <valUSD>94.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>667286.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604285.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336680.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J7XP53"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619051.350000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417CGZ2</cusip>
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          <isin value="US31417CGZ23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17903.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J9CU3</cusip>
        <identifiers>
          <isin value="US3140J9CU34"/>
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        <balance>492719.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458827.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XDUQ7</cusip>
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          <isin value="US3140XDUQ72"/>
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        <balance>577822.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542587.000000</valUSD>
        <pctVal>0.0102810868</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EE30</cusip>
        <identifiers>
          <isin value="US31418EE308"/>
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        <balance>435444.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381109.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QT2Q19"/>
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        <balance>440805.640000</balance>
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        <curCd>USD</curCd>
        <valUSD>444684.150000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J7MP72"/>
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        <curCd>USD</curCd>
        <valUSD>2815.560000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QVLJ12"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138XMF543"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FXGG1</cusip>
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          <isin value="US3140FXGG13"/>
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        <curCd>USD</curCd>
        <valUSD>418237.890000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418DVA70"/>
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        <curCd>USD</curCd>
        <valUSD>7832419.720000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WH6D9</cusip>
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          <isin value="US3138WH6D90"/>
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        <balance>385509.860000</balance>
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        <curCd>USD</curCd>
        <valUSD>345912.800000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J5UV9</cusip>
        <identifiers>
          <isin value="US3140J5UV92"/>
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        <balance>157747.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152510.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>8711.090000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1290355.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>3834.200000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J95H03"/>
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        <curCd>USD</curCd>
        <valUSD>496184.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DBY40"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40521.190000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418CEH3</cusip>
        <identifiers>
          <isin value="US31418CEH34"/>
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        <balance>52733.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50229.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140JLY73</cusip>
        <identifiers>
          <isin value="US3140JLY731"/>
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        <balance>38137.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36164.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WGA20</cusip>
        <identifiers>
          <isin value="US3138WGA209"/>
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        <balance>260737.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241799.220000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QCCH7</cusip>
        <identifiers>
          <isin value="US3140QCCH75"/>
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        <balance>205966.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195086.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140LVQG7</cusip>
        <identifiers>
          <isin value="US3140LVQG72"/>
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        <balance>752267.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>686047.790000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31384VQL98"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QM4V31"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402RJV24"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140BE7L62"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410KJT25"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QMTP90"/>
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        <balance>1128217.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>914802.060000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ENF871"/>
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        <balance>1526.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1559.820000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417KXK8</cusip>
        <identifiers>
          <isin value="US31417KXK86"/>
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      </invstOrSec>
      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>471257.210000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FXSG8</cusip>
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        <curCd>USD</curCd>
        <valUSD>664493.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DWU98"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>4199951.650000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <debtSec>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>2761940.300000</valUSD>
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      </invstOrSec>
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        <name>FNMA 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      <invstOrSec>
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        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31417VN669"/>
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        <curCd>USD</curCd>
        <valUSD>105312.420000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417DF99</cusip>
        <identifiers>
          <isin value="US31417DF994"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37163.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418B6G6</cusip>
        <identifiers>
          <isin value="US31418B6G69"/>
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        <balance>772192.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690694.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FGMN6</cusip>
        <identifiers>
          <isin value="US3140FGMN66"/>
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        <balance>223233.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200517.940000</valUSD>
        <pctVal>0.0037994687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EPW42</cusip>
        <identifiers>
          <isin value="US3138EPW426"/>
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        <balance>85938.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90874.620000</valUSD>
        <pctVal>0.0017219171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ELB36</cusip>
        <identifiers>
          <isin value="US3138ELB361"/>
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        <balance>72299.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68066.180000</valUSD>
        <pctVal>0.0012897366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417CNZ4</cusip>
        <identifiers>
          <isin value="US31417CNZ40"/>
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        <balance>44596.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41877.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138YGXF4</cusip>
        <identifiers>
          <isin value="US3138YGXF49"/>
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        <balance>190396.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176552.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416BL89</cusip>
        <identifiers>
          <isin value="US31416BL899"/>
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        <balance>61157.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63418.090000</valUSD>
        <pctVal>0.0012016633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERJM3</cusip>
        <identifiers>
          <isin value="US3138ERJM31"/>
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        <balance>1500151.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346065.920000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EDG26"/>
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        <curCd>USD</curCd>
        <valUSD>2006650.360000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31417YQR17"/>
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        <curCd>USD</curCd>
        <valUSD>29871.340000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418CJD74"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FQT23</cusip>
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          <isin value="US3140FQT233"/>
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        <balance>474262.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>453581.870000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EAN04"/>
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        <curCd>USD</curCd>
        <valUSD>1034746.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WFK39</cusip>
        <identifiers>
          <isin value="US3138WFK390"/>
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        <balance>636544.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592575.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QUNB8</cusip>
        <identifiers>
          <isin value="US3140QUNB84"/>
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        <balance>554606.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559785.650000</valUSD>
        <pctVal>0.0106069715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>114023.680000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>3451015.080000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>754167.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744116.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>778461.510000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QEYY2</cusip>
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          <isin value="US3140QEYY27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1967155.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J8VP5</cusip>
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          <isin value="US3140J8VP54"/>
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        <balance>262265.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238971.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WJNB0</cusip>
        <identifiers>
          <isin value="US3138WJNB02"/>
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        <balance>628447.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564983.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EDF4</cusip>
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          <isin value="US31418EDF43"/>
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        <balance>1341903.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1196750.990000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138E2MC6</cusip>
        <identifiers>
          <isin value="US3138E2MC69"/>
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        <balance>6570.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6532.740000</valUSD>
        <pctVal>0.0001237841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y7D21</cusip>
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          <isin value="US3140Y7D211"/>
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        <balance>2728161.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>2746317.540000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31416TMF39"/>
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        <balance>20320.510000</balance>
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        <curCd>USD</curCd>
        <valUSD>20108.740000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QNS296"/>
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        <curCd>USD</curCd>
        <valUSD>591902.880000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418ES431"/>
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        <curCd>USD</curCd>
        <valUSD>2632490.060000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EKAT22"/>
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        <curCd>USD</curCd>
        <valUSD>6454.680000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EE63</cusip>
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          <isin value="US31418EE639"/>
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        <balance>394623.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>381366.010000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138X0Y36</cusip>
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          <isin value="US3138X0Y365"/>
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        <balance>28618.440000</balance>
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        <curCd>USD</curCd>
        <valUSD>25905.100000</valUSD>
        <pctVal>0.0004908569</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31368HMH3</cusip>
        <identifiers>
          <isin value="US31368HMH39"/>
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        <balance>89000.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89680.630000</valUSD>
        <pctVal>0.0016992931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>23907.380000</valUSD>
        <pctVal>0.0004530036</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EDE7</cusip>
        <identifiers>
          <isin value="US31418EDE77"/>
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        <balance>2374652.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2164164.250000</valUSD>
        <pctVal>0.0410071757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418ECY41"/>
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        <balance>2299211.080000</balance>
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        <curCd>USD</curCd>
        <valUSD>1981378.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31408JR78</cusip>
        <identifiers>
          <isin value="US31408JR789"/>
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        <balance>30019.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31636.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X7A82</cusip>
        <identifiers>
          <isin value="US3140X7A820"/>
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        <balance>54027.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51432.890000</valUSD>
        <pctVal>0.0009745645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QNEW8</cusip>
        <identifiers>
          <isin value="US3140QNEW89"/>
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        <balance>1775745.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1438605.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410GRD7</cusip>
        <identifiers>
          <isin value="US31410GRD78"/>
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        <balance>537805.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549601.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QVAM6</cusip>
        <identifiers>
          <isin value="US3140QVAM69"/>
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        <balance>1326670.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363412.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WJC89</cusip>
        <identifiers>
          <isin value="US3138WJC894"/>
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        <balance>45118.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43425.440000</valUSD>
        <pctVal>0.0008228371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31412P2U4</cusip>
        <identifiers>
          <isin value="US31412P2U43"/>
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        <balance>14126.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13978.840000</valUSD>
        <pctVal>0.0002648749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140E0E358"/>
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        <balance>117880.070000</balance>
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        <curCd>USD</curCd>
        <valUSD>109317.820000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QNM828"/>
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        <balance>1844480.200000</balance>
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        <curCd>USD</curCd>
        <valUSD>1687002.680000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31419AXG74"/>
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        <balance>61191.790000</balance>
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        <curCd>USD</curCd>
        <valUSD>61546.640000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QUNX05"/>
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        <curCd>USD</curCd>
        <valUSD>1158250.990000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EAV20"/>
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        <curCd>USD</curCd>
        <valUSD>1529380.020000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140W5EL48"/>
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        <balance>1073891.610000</balance>
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        <curCd>USD</curCd>
        <valUSD>1037516.830000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QCXQ4</cusip>
        <identifiers>
          <isin value="US3140QCXQ46"/>
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        <balance>45972.270000</balance>
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        <curCd>USD</curCd>
        <valUSD>44729.720000</valUSD>
        <pctVal>0.0008475510</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QNCC4</cusip>
        <identifiers>
          <isin value="US3140QNCC44"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
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      </invstOrSec>
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      <invstOrSec>
        <name>FNMA 20YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>670223.190000</balance>
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        <curCd>USD</curCd>
        <valUSD>602023.310000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <valUSD>560936.010000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>86229.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1215593.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158742.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Q9NZ2</cusip>
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        <curCd>USD</curCd>
        <valUSD>62191.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403C6L0</cusip>
        <identifiers>
          <isin value="US31403C6L05"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139634.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31413QQE16"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6164.860000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EHVS8</cusip>
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          <isin value="US3138EHVS80"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91049.320000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DBD03"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138A8YF72"/>
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        <balance>4603.110000</balance>
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        <curCd>USD</curCd>
        <valUSD>4549.420000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XFY700"/>
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        <curCd>USD</curCd>
        <valUSD>1232398.380000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807068.220000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QLPR1</cusip>
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          <isin value="US3140QLPR10"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1185445.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FGML0</cusip>
        <identifiers>
          <isin value="US3140FGML01"/>
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        <balance>421987.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378643.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138E2LR4</cusip>
        <identifiers>
          <isin value="US3138E2LR48"/>
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        <balance>388273.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375173.320000</valUSD>
        <pctVal>0.0071088866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XHHP5</cusip>
        <identifiers>
          <isin value="US3140XHHP50"/>
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        <balance>74615.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66544.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416CHP4</cusip>
        <identifiers>
          <isin value="US31416CHP41"/>
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        <balance>22999.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23594.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XH4E4</cusip>
        <identifiers>
          <isin value="US3140XH4E46"/>
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        <balance>313065.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310231.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QNDJ8</cusip>
        <identifiers>
          <isin value="US3140QNDJ87"/>
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        <balance>1795547.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1527043.640000</valUSD>
        <pctVal>0.0289348402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J5SM2</cusip>
        <identifiers>
          <isin value="US3140J5SM22"/>
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        <balance>204989.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197276.030000</valUSD>
        <pctVal>0.0037380401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31371GJW1</cusip>
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          <isin value="US31371GJW15"/>
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        <balance>46.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46.800000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J93L33"/>
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        <curCd>USD</curCd>
        <valUSD>274525.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QRKQ51"/>
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        <curCd>USD</curCd>
        <valUSD>1600633.610000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418DWR96"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <identifiers>
          <isin value="US31403DWG05"/>
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        <balance>1379.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1453.540000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J9VD08"/>
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        <balance>171933.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166016.650000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERTY6</cusip>
        <identifiers>
          <isin value="US3138ERTY68"/>
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        <balance>189491.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176794.580000</valUSD>
        <pctVal>0.0033499520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416XJ76</cusip>
        <identifiers>
          <isin value="US31416XJ764"/>
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        <balance>352423.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340509.050000</valUSD>
        <pctVal>0.0064520585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>FNMA 30 YR</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <name>FANNIE MAE</name>
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        <name>FISERV INC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>312941NS2</cusip>
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          <isin value="US312941NS20"/>
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        <balance>55390.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55869.160000</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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US312942UJ21"/>
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        <balance>1654.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M75Q5</cusip>
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          <isin value="US3128M75Q56"/>
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        <balance>83848.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84572.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3128LXE978"/>
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        <balance>9700.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9787.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC 15YR GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3128MMRT23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57974.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US312938PU11"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86529.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128MJMS6</cusip>
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          <isin value="US3128MJMS65"/>
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        <balance>170706.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169137.820000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128MJS68</cusip>
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          <isin value="US3128MJS686"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275519.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312940JV2</cusip>
        <identifiers>
          <isin value="US312940JV22"/>
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        <balance>43456.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44066.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31283HS97</cusip>
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          <isin value="US31283HS978"/>
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        <balance>3534.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3675.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <balance>180990.930000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3132HQ4K56"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US31335ABF49"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <curCd>USD</curCd>
        <valUSD>53391.640000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <balance>8432.870000</balance>
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        <curCd>USD</curCd>
        <valUSD>8505.770000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128M75T9</cusip>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US31288ALH67"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128MJQ94</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLM GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3132GK2F27"/>
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        <balance>15472.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14969.290000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3128LXFP03"/>
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        <curCd>USD</curCd>
        <valUSD>3193.440000</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLM GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC 15YR GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <name>FHLMC GOLD</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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        <name>FHLMC GOLD</name>
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        <name>FHMS K546 A2</name>
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        <name>FHMS K753 A2</name>
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      <invstOrSec>
        <name>FHMS K137 A2</name>
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        <name>FHMS K558 A2</name>
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        <cusip>3137HQSV4</cusip>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHMS K068 A1</name>
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        <cusip>3137FBBW5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FHMS K550 A2</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137HNWH7</cusip>
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        <name>FHMS K-173 A2</name>
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        <name>FHMS K517 A2</name>
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        <name>FHLMC ARM</name>
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        <name>FHLMC ARM</name>
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        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHMS K560 A2</name>
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        <name>GFMT 2018-1 A23 144A</name>
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        <name>GENERAL MOTORS FINL CO</name>
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        <debtSec>
          <maturityDt>2028-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.4000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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          <isin value="US37045XEZ50"/>
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        <balance>80000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80212.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERALI</name>
        <lei>549300X5UKJVE386ZB61</lei>
        <title>GENERALI</title>
        <cusip>000000000</cusip>
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          <isin value="IT0000062072"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GEORGE WASHINGTON UNIVER</name>
        <lei>5493002S4P5IVD462L47</lei>
        <title>GEORGE WASHINGTON UNIVERSITY/THE</title>
        <cusip>372546AT8</cusip>
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          <isin value="US372546AT84"/>
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        <balance>975000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>826424.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GILEAD SCIENCES INC</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC</title>
        <cusip>375558103</cusip>
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          <isin value="US3755581036"/>
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        <balance>116152.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14674643.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA II TBA JUL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H050672</cusip>
        <identifiers>
          <isin value="US21H0506723"/>
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        <balance>4570000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4505393.910000</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>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA II TBA JUL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H060671</cusip>
        <identifiers>
          <isin value="US21H0606713"/>
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        <balance>845000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>862381.650000</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>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II TBA JUL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H042679</cusip>
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          <isin value="US21H0426799"/>
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        <balance>4180000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4013903.520000</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>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II TBA JUL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H052678</cusip>
        <identifiers>
          <isin value="US21H0526788"/>
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        <balance>6720000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6753600.000000</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>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36178NF87</cusip>
        <identifiers>
          <isin value="US36178NF871"/>
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        <balance>222381.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202579.810000</valUSD>
        <pctVal>0.0038385376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36241LX84</cusip>
        <identifiers>
          <isin value="US36241LX841"/>
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        <balance>409228.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383630.350000</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>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>3620AR3K5</cusip>
        <identifiers>
          <isin value="US3620AR3K54"/>
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        <balance>331314.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319703.550000</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>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 15 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36297FWP3</cusip>
        <identifiers>
          <isin value="US36297FWP34"/>
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        <balance>225092.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227274.290000</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>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>3620A9S44</cusip>
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          <isin value="US3620A9S444"/>
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        <balance>44385.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44822.580000</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>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36184BZ34</cusip>
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          <isin value="US36184BZ344"/>
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        <balance>25904.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23993.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MTG ASSN PLATINUM</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <identifiers>
          <isin value="US36225APN45"/>
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        <balance>2.520000</balance>
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        <curCd>USD</curCd>
        <valUSD>2.520000</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>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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          <isin value="US36297FYY23"/>
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        <balance>28064.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28337.590000</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>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36241LUN4</cusip>
        <identifiers>
          <isin value="US36241LUN45"/>
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        <balance>72513.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71649.550000</valUSD>
        <pctVal>0.0013576353</pctVal>
        <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>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>3622A2MG4</cusip>
        <identifiers>
          <isin value="US3622A2MG41"/>
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        <balance>3890.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4010.820000</valUSD>
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        <name>GNMA 15 YR</name>
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      </invstOrSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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      </invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA II 30 YR</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA II 30 YR</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <curCd>USD</curCd>
        <valUSD>252389.840000</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>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
        <cusip>36179UH70</cusip>
        <identifiers>
          <isin value="US36179UH706"/>
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        <balance>278741.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284636.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
        <cusip>36202FMB9</cusip>
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          <isin value="US36202FMB93"/>
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        <balance>345568.290000</balance>
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        <curCd>USD</curCd>
        <valUSD>341512.190000</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>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLENCORE PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>GLENCORE PLC</title>
        <cusip>000000000</cusip>
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          <isin value="JE00B4T3BW64"/>
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        <balance>914172.000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.753892"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL NET LEASE/GLOBAL 144A</name>
        <lei>N/A</lei>
        <title>GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP</title>
        <cusip>37892AAA8</cusip>
        <identifiers>
          <isin value="US37892AAA88"/>
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        <balance>150000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>146873.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7500000000</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>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC</title>
        <cusip>37940XAB8</cusip>
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          <isin value="US37940XAB82"/>
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        <balance>190000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>179410.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC</title>
        <cusip>37940X102</cusip>
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          <isin value="US37940X1028"/>
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        <balance>2555.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185390.800000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GLOBALFOUNDRIES INC</name>
        <lei>549300BA76VK784VMX48</lei>
        <title>GLOBALFOUNDRIES INC</title>
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          <isin value="KYG393871085"/>
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        <balance>14600.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GLP CAPITAL LP / FIN II</name>
        <lei>N/A</lei>
        <title>GLP CAPITAL LP / GLP FINANCING II INC</title>
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        <identifiers>
          <isin value="US361841AR08"/>
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        <balance>180000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160952.340000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.2500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
        <cusip>38141GC51</cusip>
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          <isin value="US38141GC514"/>
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        <balance>1325000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1304285.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-01-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.7340000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
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          <isin value="US38141GYK48"/>
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        <balance>1710000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1237503.310000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.9080000000</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS GRP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
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        <curCd>USD</curCd>
        <valUSD>762790.460000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
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        <balance>460000.000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE</title>
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          <isin value="US38141G1040"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FOCUS 2026-1A A2 144A</name>
        <lei>N/A</lei>
        <title>GOTO FOODS FUNDING LLC</title>
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          <isin value="US38348UAB08"/>
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        <balance>2615000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2611780.260000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.8540000000</annualizedRt>
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      <invstOrSec>
        <name>GNR 2018-8 DA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</title>
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          <isin value="US38380UPK33"/>
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        <balance>41854.830000</balance>
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        <curCd>USD</curCd>
        <valUSD>39003.890000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNR 2017-184 JH</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</title>
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          <isin value="US38380H5W88"/>
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        <balance>57707.380000</balance>
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        <curCd>USD</curCd>
        <valUSD>51401.840000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GALC 2026-1 B 144A</name>
        <lei>N/A</lei>
        <title>GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2026-1</title>
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        <balance>245000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>246920.070000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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        <name>GRUPO MEXICO SAB DE CV-SER B</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>HA SUSTAINABLE INF CAP 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HCA INC</name>
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        <lei>PZ9HF5U52KPF0MH0QN75</lei>
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          <isin value="US42250PAD50"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HEALTHPEAK PROPERTIES</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
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          <isin value="US42250PAB94"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HEALTHPEAK OP LLC</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HEICO CORP</name>
        <lei>529900O1DTDLCJ7L0I14</lei>
        <title>HEICO CORP</title>
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          <isin value="US4228061093"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HEIDELBERG MATERIALS AG</name>
        <lei>LZ2C6E0W5W7LQMX5ZI37</lei>
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          <isin value="DE0006047004"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HGVT 2025-2A A 144A</name>
        <lei>N/A</lei>
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          <isin value="US43285JAA25"/>
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        <curCd>USD</curCd>
        <valUSD>182261.130000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-05-25</maturityDt>
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      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS INC</title>
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          <isin value="US43300A2033"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HITACHI LTD</name>
        <lei>549300T6IPOCDWLKC615</lei>
        <title>HITACHI LTD</title>
        <cusip>000000000</cusip>
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          <isin value="JP3788600009"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOLCIM LTD-REG</name>
        <lei>529900EHPFPYHV6IQO98</lei>
        <title>HOLCIM AG</title>
        <cusip>000000000</cusip>
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          <isin value="CH0012214059"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE</title>
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          <isin value="US4370761029"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HOMES 2025-NQM4 A1 144A</name>
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        <title>HOMES 2025-NQM4 TRUST</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-08-25</maturityDt>
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      <invstOrSec>
        <name>HOMES 2026-AFC1 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONEYWELL AEROSPACE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>HONEYWELL AEROSPACE INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTERNATIONAL INC</title>
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      <invstOrSec>
        <name>ARCONIC INC</name>
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        <title>HOWMET AEROSPACE INC</title>
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        <name>HOWMET AEROSPACE INC</name>
        <lei>549300HO5WFZUT5N2T22</lei>
        <title>HOWMET AEROSPACE INC</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HOYA CORP</name>
        <lei>353800X4VR3BHEUCJB42</lei>
        <title>HOYA CORP</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC BANK USA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>HSBC BANK USA NA</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC</title>
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        <balance>1445000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-11-13</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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      <invstOrSec>
        <name>IDEXX LABORATORIES INC</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>IL TOLL HWY BUILD AMER TXBL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDRA SISTEMAS SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INFINEON TECHNOLOGIES AG</name>
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        <name>ING GROEP NV CVA NLG1</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INGERSOLL-RAND INC</name>
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        <assetCat>EC</assetCat>
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        <name>Innio NV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>INTEL CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INTEL CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INTEL CORP</name>
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        <name>INTERACTIVE BROKERS GRO-CL A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>INTERCONTINENTAL EXCHANGE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>INTERCONTINENTALEXCHANGE</name>
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        <name>INTERDIGITAL INC</name>
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        <name>INTL BUSINESS MACHINES CORP</name>
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        <name>INTERNATIONAL PAPER CO</name>
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        <name>INTESA SANPAOLO SPA 144A</name>
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        <invCountry>IT</invCountry>
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        <name>INTUIT INC</name>
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        <name>INTUITIVE SURGICAL INC</name>
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        <name>INVESCO LTD</name>
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        <assetCat>EC</assetCat>
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        <name>INVITATION HOMES OP</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>IQVIA HOLDINGS INC</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA HOLDINGS INC</title>
        <cusip>46266C105</cusip>
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          <isin value="US46266C1053"/>
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        <balance>279.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53908.380000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IQVIA INC</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA INC</title>
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          <isin value="US46266TAF57"/>
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        <balance>730000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>754779.730000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ISETAN MITSUKOSHI HOLDINGS L</name>
        <lei>529900SY5RZO92EFG035</lei>
        <title>ISETAN MITSUKOSHI HOLDINGS LTD</title>
        <cusip>000000000</cusip>
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          <isin value="JP3894900004"/>
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        <balance>252700.000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.595000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JABIL INC</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC</title>
        <cusip>466313103</cusip>
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          <isin value="US4663131039"/>
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        <balance>2479.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>955604.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JACKSON NATL LIFE GLOBAL 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING</title>
        <cusip>46849CJP7</cusip>
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          <isin value="US46849CJP77"/>
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        <balance>1485000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>JACKSON NATL LIFE GLOBAL 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING</title>
        <cusip>46849LVC2</cusip>
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          <isin value="US46849LVC26"/>
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        <balance>2915000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2919179.800000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-13</maturityDt>
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      <invstOrSec>
        <name>JTWN 2020-15A A1R2 144A</name>
        <lei>N/A</lei>
        <title>JAMESTOWN CLO XV LTD</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>JDE PEET'S NV 144A</name>
        <lei>724500EHG519SE5ZRT89</lei>
        <title>JDE PEET'S NV</title>
        <cusip>47216QAB9</cusip>
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          <isin value="US47216QAB95"/>
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        <balance>2240000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2198096.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.3750000000</annualizedRt>
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      <invstOrSec>
        <name>JOBSOHIO BEV-B-UNREF</name>
        <lei>N/A</lei>
        <title>JOBSOHIO BEVERAGE SYSTEM</title>
        <cusip>47770VCU2</cusip>
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          <isin value="US47770VCU26"/>
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        <curCd>USD</curCd>
        <valUSD>586904.680000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9850000000</annualizedRt>
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      <invstOrSec>
        <name>JOHN DEERE CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>JOHN DEERE CAPITAL CORP</title>
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          <isin value="US24422EXF14"/>
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        <balance>1330000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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        <name>JOHN DEERE CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JOHNSON &amp; JOHNSON</name>
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        <title>JOHNSON &amp; JOHNSON</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>JOHNSON CONTROLS INTERNATION</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JOHNSON CONTROLS INTERNATIONAL PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BY7QL619"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMMT 2019-HYB1 B4 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2019-HYB1</title>
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          <isin value="US46651FAU57"/>
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        <balance>758499.540000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
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      <invstOrSec>
        <name>JPMMT 2019-INV3 A3 144A</name>
        <lei>N/A</lei>
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        <cusip>46591LAC5</cusip>
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          <isin value="US46591LAC54"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-25</maturityDt>
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        <name>JPMMT 2019-INV3 A15 144A</name>
        <lei>N/A</lei>
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          <isin value="US46591LBH33"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMMT 2025-DSC2 A1 144A</name>
        <lei>529900SXYOW2J5ABY729</lei>
        <title>JP MORGAN MORTGAGE TRUST 2025-DSC2</title>
        <cusip>46659VAA6</cusip>
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          <isin value="US46659VAA61"/>
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        <balance>800706.180000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMMT 2025-NMQ3 A1 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3</title>
        <cusip>46659QAC3</cusip>
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          <isin value="US46659QAC33"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.4950000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO</title>
        <cusip>46625H100</cusip>
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          <isin value="US46625H1005"/>
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        <balance>109324.000000</balance>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-23</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>KDDI CORP</name>
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        <title>KDDI CORP</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KENVUE INC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-03-22</maturityDt>
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      <invstOrSec>
        <name>KERING</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC</name>
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      <invstOrSec>
        <name>KEYCORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>KEYSIGHT TECHNOLOGIES IN</name>
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        <name>KILROY REALTY LP</name>
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        <name>KINGSPAN GROUP PLC</name>
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        <name>KIOXIA HOLDINGS CORP</name>
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        <name>KKR &amp; CO INC</name>
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        <name>KLA CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>KONINKLIJKE PHILIPS NV</name>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO</title>
        <cusip>50076QAR7</cusip>
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          <isin value="US50076QAR74"/>
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        <balance>2650000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2903849.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.8750000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KRAFT FOODS GROUP INC</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO</title>
        <cusip>50076QAE6</cusip>
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          <isin value="US50076QAE61"/>
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        <balance>190000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>170133.180000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KROGER CO</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO/THE</title>
        <cusip>501044DV0</cusip>
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          <isin value="US501044DV05"/>
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        <balance>630000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>621038.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KT CORP</name>
        <lei>9884005ACF8449EANY26</lei>
        <title>KT CORP</title>
        <cusip>000000000</cusip>
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          <isin value="KR7030200000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>L OREAL</name>
        <lei>529900JI1GG6F7RKVI53</lei>
        <title>L'OREAL SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000120321"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>L3HARRIS TECHNOLOGIES INC</name>
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        <title>L3HARRIS TECHNOLOGIES INC</title>
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          <isin value="US5024311095"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LAM RESEARCH CORP</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP</title>
        <cusip>512807306</cusip>
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          <isin value="US5128073062"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP</title>
        <cusip>517834107</cusip>
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          <isin value="US5178341070"/>
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        <balance>6478.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP</title>
        <cusip>517834AF4</cusip>
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          <isin value="US517834AF40"/>
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        <balance>170000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164069.970000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LEIDOS INC</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>LEIDOS INC</title>
        <cusip>52532XAH8</cusip>
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          <isin value="US52532XAH89"/>
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        <balance>200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>177739.790000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.3000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LIBERTY MUTUAL GROUP INC 144A</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>LIBERTY MUTUAL GROUP INC</title>
        <cusip>53079EBF0</cusip>
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          <isin value="US53079EBF07"/>
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        <balance>1700000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-08-01</maturityDt>
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      <invstOrSec>
        <name>LINDE PLC</name>
        <lei>5299003QR1WT0EF88V51</lei>
        <title>LINDE PLC</title>
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        <balance>36024.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMENT INC</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>LIVE NATION ENTERTAINMENT INC</title>
        <cusip>538034109</cusip>
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        <balance>2700.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC</title>
        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LOWE S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWE'S COS INC</title>
        <cusip>548661107</cusip>
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        <balance>25448.000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>LOWE'S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWE'S COS INC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2062-04-01</maturityDt>
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      <invstOrSec>
        <name>LPL FINANCIAL HOLDINGS INC</name>
        <lei>549300XROQ4Y8G2L7682</lei>
        <title>LPL FINANCIAL HOLDINGS INC</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LUMENTUM HOLDINGS INC</title>
        <cusip>55024U109</cusip>
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        <balance>265.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227385.900000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MACQUARIE GROUP LTD</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD</title>
        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MAD 2025-11MD A 144A</name>
        <lei>N/A</lei>
        <title>MAD COMMERCIAL MORTGAGE TRUST 2025-11MD</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MADISON AIR SOLUTIONS CORP-A</name>
        <lei>529900S9J1ZIEU23PX82</lei>
        <title>MADISON AIR SOLUTIONS CORP</title>
        <cusip>55658T105</cusip>
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        <balance>4324.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168636.000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MDPK 2019-35A A1R2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAGNUM ICE CREAM CO NV/THE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MANDATUM OYJ</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MANUF &amp; TRADERS TRUST CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAPLE PARENT HLDS CO 144A</name>
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        <name>MARATHON PETROLEUM CORP</name>
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        <name>MARS INC 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MARSH &amp; MCLENNAN COS</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MARTIN MARIETTA MATERIALS</name>
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        <name>MARVELL TECHNOLOGY INC</name>
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        <name>MD ST HHEFA UNI MD MED SYS SR B</name>
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        <name>MASSMUTUAL GLOBAL FUNDIN 144A</name>
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        <name>MAYO CLINIC</name>
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        <name>MCDONALD S CORP</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
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        <name>MCKESSON CORP</name>
        <lei>549300WZWOM80UCFSF54</lei>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MEDLINE INC-CL A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MEDSTAR HEALTH INC</name>
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        <name>MEDTRONIC PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MERCK &amp; CO. INC.</name>
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        <name>MET TOWER GLOBAL FUNDING 144A</name>
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        <name>META PLATFORMS INC-CLASS A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>META PLATFORMS INC</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>METLIFE INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>MET TRANS AUTH NY DED TX BLD AMER</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
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        <name>UNITED MEXICAN STATES</name>
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        <name>MICRON TECHNOLOGY INC</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
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        <name>MICROSOFT CORP</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
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        <name>MID-ATLANTIC INTERSTATE 144A</name>
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        <name>MIDDLEBY CORP</name>
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        <name>MITSUBISHI CHEMICAL GROUP CORP</name>
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        <name>MITSUBISHI ELECTRIC CORP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>NESTLE SA-REG</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>NESTLE SA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NETFLIX INC</name>
        <lei>549300Y7VHGU0I7CE873</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NEUB 2022-48A A1R 144A</name>
        <lei>549300FC7JRIZ6YLHK36</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS CLO 48 LTD</title>
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          <isin value="US64135GAL23"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-25</maturityDt>
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      <invstOrSec>
        <name>NJ TPK TXBL BUILD AMERICA F</name>
        <lei>5493005YN67D71KSMI84</lei>
        <title>NEW JERSEY TURNPIKE AUTHORITY</title>
        <cusip>646139W35</cusip>
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          <isin value="US646139W353"/>
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        <balance>415000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>484321.190000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NRZT 2022-INV1 A4 144A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1</title>
        <cusip>64831DAD4</cusip>
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          <isin value="US64831DAD49"/>
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        <balance>1471273.050000</balance>
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        <curCd>USD</curCd>
        <valUSD>1252881.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      <invstOrSec>
        <name>NRZT 2025-NQM4 A1 144A</name>
        <lei>2138001CG5SYL78G3648</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4</title>
        <cusip>64832FAC0</cusip>
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          <isin value="US64832FAC05"/>
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        <balance>1937777.210000</balance>
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        <curCd>USD</curCd>
        <valUSD>1930881.240000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.3500000000</annualizedRt>
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      <invstOrSec>
        <name>NYC WTR BUILD AMERICA 2ND GEN EE</name>
        <lei>549300Q2EHQ6RJPQKP05</lei>
        <title>NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY</title>
        <cusip>64972FL20</cusip>
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          <isin value="US64972FL207"/>
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        <balance>245000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>246960.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0110000000</annualizedRt>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG 144A</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING</title>
        <cusip>64952WFS7</cusip>
        <identifiers>
          <isin value="US64952WFS70"/>
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        <balance>2905000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2866819.340000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NY ST DORM AUTH INC TX BUILD AMER</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>NEW YORK STATE DORMITORY AUTHORITY</title>
        <cusip>64990FMT8</cusip>
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          <isin value="US64990FMT83"/>
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        <balance>1190000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1208720.720000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6280000000</annualizedRt>
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      <invstOrSec>
        <name>NY STATE ELECTRIC &amp; GAS 144A</name>
        <lei>549300GEC6J0YHUXA160</lei>
        <title>NEW YORK STATE ELECTRIC &amp; GAS CORP</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3000000000</annualizedRt>
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      <invstOrSec>
        <name>NEXT PLC</name>
        <lei>213800WQD8ECPZP9PH98</lei>
        <title>NEXT PLC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDINGS INC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY INC</name>
        <lei>254900RHL9MEUS5NKX63</lei>
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        <name>NEXTPOWER INC</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>NIAGARA MOHAWK POWER 144A</name>
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        <title>NIAGARA MOHAWK POWER CORP</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NIAGARA MOHAWK POWER 144A</name>
        <lei>3T97Y9RR5EN5Y18QHB56</lei>
        <title>NIAGARA MOHAWK POWER CORP</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-01-12</maturityDt>
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        <name>NINTENDO CO LTD</name>
        <lei>353800FEEXU6I9M0ZF27</lei>
        <title>NINTENDO CO LTD</title>
        <cusip>000000000</cusip>
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          <isin value="JP3756600007"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NISOURCE FINANCE CORP</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC</title>
        <cusip>65473QBE2</cusip>
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        <balance>1730000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NISOURCE FINANCE CORP</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC</title>
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          <isin value="US65473QBG73"/>
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        <balance>1775000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9500000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NMEF 2025-A A2 144A</name>
        <lei>N/A</lei>
        <title>NMEF FUNDING 2025-A LLC</title>
        <cusip>62919VAB7</cusip>
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          <isin value="US62919VAB71"/>
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        <balance>498706.430000</balance>
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        <curCd>USD</curCd>
        <valUSD>499091.730000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7200000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NMEF 2026-A A3 144A</name>
        <lei>N/A</lei>
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        <cusip>62919FAC0</cusip>
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          <isin value="US62919FAC05"/>
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        <balance>150000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148411.680000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NMEF 2026-A B 144A</name>
        <lei>N/A</lei>
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          <isin value="US62919FAD87"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>98869.750000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4800000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORFOLK SOUTHERN CORP</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NORFOLK SOUTHERN CORP</title>
        <cusip>655844108</cusip>
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          <isin value="US6558441084"/>
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        <balance>12943.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHERN TRUST CORP</name>
        <lei>549300GLF98S992BC502</lei>
        <title>NORTHERN TRUST CORP</title>
        <cusip>665859AY0</cusip>
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          <isin value="US665859AY02"/>
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        <balance>1420000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1398357.840000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHROP GRUMMAN CORP</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP</title>
        <cusip>666807102</cusip>
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          <isin value="US6668071029"/>
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        <balance>7939.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTHWESTERN MUTUAL GLBL 144A</name>
        <lei>635400LZXFVELZDVP257</lei>
        <title>NORTHWESTERN MUTUAL GLOBAL FUNDING</title>
        <cusip>66815L3B3</cusip>
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          <isin value="US66815L3B38"/>
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        <balance>2075000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7400000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NOV INC</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NOV INC</title>
        <cusip>62955J103</cusip>
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          <isin value="US62955J1034"/>
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        <balance>78418.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1454653.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NOVARTIS AG-REG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>NOVARTIS AG</title>
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        <balance>75486.000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.808000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>NOVO NORDISK A/S-B</name>
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        <title>NOVO NORDISK A/S</title>
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        <currencyConditional curCd="DKK" exchangeRt="6.541650"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NTT FINANCE CORP 144A</name>
        <lei>3538007PR116187GD960</lei>
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          <isin value="US62954WAS44"/>
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        <balance>830000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-16</maturityDt>
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        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NUTRIEN LTD</title>
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        <invCountry>CA</invCountry>
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          <maturityDt>2026-12-15</maturityDt>
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        <name>NUTRIEN LTD</name>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NVIDIA CORP</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NXP BV/NXP FDG/NXP USA</name>
        <lei>N/A</lei>
        <title>NXP BV / NXP FUNDING LLC / NXP USA INC</title>
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        <balance>420000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NYC 2025-28L A 144A</name>
        <lei>N/A</lei>
        <title>NYC COMMERCIAL MORTGAGE TRUST 2025-28L</title>
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        <balance>105000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104146.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.8240000000</annualizedRt>
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        <name>NYMT 2025-INV1 A1 144A</name>
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        <title>NYMT LOAN TRUST 2025-INV1</title>
        <cusip>67120YAC3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>O REILLY AUTOMOTIVE INC</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>O'REILLY AUTOMOTIVE INC</title>
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      <invstOrSec>
        <name>PACIFIC LIFE GF II 144A</name>
        <lei>6354003EUPCHXTWUU869</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PACKAGING CORP OF AMERICA</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>PACKAGING CORP OF AMERICA</title>
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          <isin value="US6951561090"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PALANTIR TECHNOLOGIES INC-A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PALO ALTO NETWORKS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PANASONIC HOLDINGS CORP</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PARKER HANNIFIN CORP</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PARKER-HANNIFIN CORP</name>
        <lei>5493002CONDB4N2HKI23</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PATTERSON-UTI ENERGY INC</name>
        <lei>254900XGFBKIXD6G0697</lei>
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        <curCd>USD</curCd>
        <valUSD>150301.910000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>PAYCHEX INC</name>
        <lei>529900K900DW6SUBM174</lei>
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        <cusip>704326AB3</cusip>
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        <balance>160000.000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-15</maturityDt>
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        <name>PEAC 2026-1A A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-20</maturityDt>
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      <invstOrSec>
        <name>P11 2025-P11 A 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PENTAIR PLC</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PEPSICO INC</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>PERU</name>
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        <title>PERUVIAN GOVERNMENT INTERNATIONAL BOND</title>
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        <invCountry>PE</invCountry>
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        <name>PFIZER INC</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
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        <name>P G &amp; E CORP</name>
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        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
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        <name>PLAINS ALL AMERICAN PIPE</name>
        <lei>5521FA2ITF25TVH63740</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PNC FINANCIAL SERVICES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>POPULAR INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NY &amp; NJ PORT AUTH 229 TAXABLE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PREF 2024-1A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PRICOA GLOBAL FUNDING 1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PRINCIPAL FINANCIAL GRP 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PROCTER &amp; GAMBLE CO/THE</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PROG 2024-SFR5 A 144A</name>
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        <name>PROG 2025-SFR5 A 144A</name>
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        <name>PROGRESSIVE CORP</name>
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        <name>PROLOGIS INC</name>
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        <name>PSMC 2021-2 A3 144A</name>
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      <invstOrSec>
        <name>PUB FIN WI REV TXBL BAYHEALTH PROJ SR B</name>
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        <balance>2910000.000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PUBLIC SERVICE OKLAHOMA</name>
        <lei>F3TJNSIZRGXRH8GEIK79</lei>
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        <balance>200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>199155.810000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRIS</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
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        <balance>2235000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2229263.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>254900GLQZAD4N7N5Q19</lei>
        <title>PUBLIC STORAGE</title>
        <cusip>74460D109</cusip>
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          <isin value="US74460D1090"/>
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        <balance>28282.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9002443.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE OPERATING CO</title>
        <cusip>74460DAH2</cusip>
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          <isin value="US74460DAH26"/>
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        <balance>1210000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1141926.820000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.9500000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QNITY ELECTRONICS INC</name>
        <lei>254900RSUG4J9TFFZX53</lei>
        <title>QNITY ELECTRONICS INC</title>
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        <identifiers>
          <isin value="US74743L1008"/>
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        <balance>3100.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506261.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>QORVO INC</name>
        <lei>254900YAUJV2EUEVBR11</lei>
        <title>QORVO INC</title>
        <cusip>74736KAH4</cusip>
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          <isin value="US74736KAH41"/>
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        <balance>554000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534396.770000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3750000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>QUALCOMM INC</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
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        <balance>34199.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6319633.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUEST DIAGNOSTICS INC</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>QUEST DIAGNOSTICS INC</title>
        <cusip>74834L100</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
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        <balance>16644.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3527695.800000</valUSD>
        <pctVal>0.0668437441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RANGE RESOURCES CORP</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP</title>
        <cusip>75281A109</cusip>
        <identifiers>
          <isin value="US75281A1097"/>
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        <balance>216563.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8053977.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REALTY INCOME CORP</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>REALTY INCOME CORP</title>
        <cusip>756109BG8</cusip>
        <identifiers>
          <isin value="US756109BG81"/>
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        <balance>1490000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1482506.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9500000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>REALTY INCOME CORP</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>REALTY INCOME CORP</title>
        <cusip>756109BK9</cusip>
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          <isin value="US756109BK93"/>
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        <balance>2130000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2028436.570000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.1000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>RECRUIT HOLDINGS CO LTD</name>
        <lei>353800R2LRSMVVC4I806</lei>
        <title>RECRUIT HOLDINGS CO LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3970300004"/>
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        <balance>167900.000000</balance>
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        <pctVal>0.2213595937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGAL REXNORD CORP</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
        <title>REGAL REXNORD CORP</title>
        <cusip>758750AM5</cusip>
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          <isin value="US758750AM58"/>
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        <balance>150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153087.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>REG16 2019-2A A1R2 144A</name>
        <lei>254900XPJFGKL5R4O429</lei>
        <title>REGATTA XVI FUNDING LTD</title>
        <cusip>75888TAY1</cusip>
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          <isin value="US75888TAY10"/>
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        <balance>545000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>545141.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.8630000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGENERON PHARMACEUTICALS</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
        <title>REGENERON PHARMACEUTICALS INC</title>
        <cusip>75886F107</cusip>
        <identifiers>
          <isin value="US75886F1075"/>
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        <balance>599.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373500.460000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RELX CAPITAL INC</name>
        <lei>2R15C3RTKJN1RCBOV146</lei>
        <title>RELX CAPITAL INC</title>
        <cusip>74949LAD4</cusip>
        <identifiers>
          <isin value="US74949LAD47"/>
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        <balance>945000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>887025.770000</valUSD>
        <pctVal>0.0168076067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RELX CAPITAL INC</name>
        <lei>2R15C3RTKJN1RCBOV146</lei>
        <title>RELX CAPITAL INC</title>
        <cusip>74949LAF9</cusip>
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          <isin value="US74949LAF94"/>
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        <balance>160000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160278.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7500000000</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>RENAISSANCERE HOLDINGS L</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RENAISSANCERE HOLDINGS LTD</title>
        <cusip>75968NAE1</cusip>
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          <isin value="US75968NAE13"/>
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        <balance>150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153905.820000</valUSD>
        <pctVal>0.0029162495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.7500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>POLAND</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>731011AZ5</cusip>
        <identifiers>
          <isin value="US731011AZ55"/>
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        <balance>1540000.000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC SERVICES INC</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
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          <isin value="US760759BH28"/>
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        <curCd>USD</curCd>
        <valUSD>2255990.340000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-12-15</maturityDt>
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          <annualizedRt>5.0000000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC SERVICES INC</name>
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          <isin value="US7607591002"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RESONA HOLDINGS INC</name>
        <lei>52990067JE75XZCYYT81</lei>
        <title>RESONA HOLDINGS INC</title>
        <cusip>000000000</cusip>
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          <isin value="JP3500610005"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REVVITY INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC</title>
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          <isin value="US7140461093"/>
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        <curCd>USD</curCd>
        <valUSD>5773392.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REVVITY INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC</title>
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          <isin value="US714046AG46"/>
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        <curCd>USD</curCd>
        <valUSD>152799.300000</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>2029-09-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REXFORD INDUSTRIAL REALTY IN</name>
        <lei>549300MSLO0DF0EMX355</lei>
        <title>REXFORD INDUSTRIAL REALTY INC</title>
        <cusip>76169C100</cusip>
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          <isin value="US76169C1009"/>
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        <balance>4857.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAK9</cusip>
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          <isin value="US76209PAK93"/>
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        <balance>1085000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1069468.070000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAH6</cusip>
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          <isin value="US76209PAH64"/>
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        <balance>675000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>669523.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
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          <annualizedRt>4.3500000000</annualizedRt>
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      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAE3</cusip>
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          <isin value="US76209PAE34"/>
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        <balance>1630000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4480000000</annualizedRt>
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      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAJ2</cusip>
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          <isin value="US76209PAJ21"/>
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        <balance>160000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158466.490000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      <invstOrSec>
        <name>RHEINMETALL AG</name>
        <lei>5299001OU9CSE29O6S05</lei>
        <title>RHEINMETALL AG</title>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROBINHOOD MARKETS INC - A</name>
        <lei>213800FS5AO3YWIE6F63</lei>
        <title>ROBINHOOD MARKETS INC</title>
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        <balance>5735.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ROCHE HOLDING AG</name>
        <lei>549300U41AUUVOAAOB37</lei>
        <title>ROCHE HOLDING AG</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROCKT 2022-1A A1R 144A</name>
        <lei>N/A</lei>
        <title>ROCKFORD TOWER CLO 2022-1 LTD</title>
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          <isin value="US77340JAL98"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-20</maturityDt>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROLLS-ROYCE HOLDINGS PLC</name>
        <lei>213800EC7997ZBLZJH69</lei>
        <title>ROLLS-ROYCE HOLDINGS PLC</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>77586RAX8</cusip>
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          <isin value="US77586RAX89"/>
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        <balance>2200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2247950.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES INC</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROPER TECHNOLOGIES INC</title>
        <cusip>776743AD8</cusip>
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        <balance>1085000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1082125.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES INC</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROPER TECHNOLOGIES INC</title>
        <cusip>776696106</cusip>
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        <balance>5999.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2030001.610000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROSS STORES INC</name>
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        <name>ROSS STORES INC</name>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
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        <name>ROYAL CARIBBEAN CRUISES</name>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES 144A</name>
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        <name>ROYAL CARIBBEAN CRUISES LTD</name>
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        <name>ROYALTY PHARMA PLC- CL A</name>
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        <name>RPM INTERNATIONAL INC</name>
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        <name>RTX CORP</name>
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        <name>RTX CORP</name>
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      <invstOrSec>
        <name>RYANAIR HOLDINGS PLC-SP ADR</name>
        <lei>635400BR2ROC1FVEBQ56</lei>
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        <invCountry>IE</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>S&amp;P GLOBAL INC</name>
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        <name>SABINE PASS LIQUEFACTION</name>
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        <name>SABINE PASS LIQUEFACTION</name>
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        <name>SAFRAN SA</name>
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        <name>SAIA INC</name>
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        <name>SAMMONS FINANCIAL GROUP 144A</name>
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        <name>SAMPO OYJ-A SHS</name>
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        <name>SAMSUNG ELECTRONICS CO LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEA LTD ADR</name>
        <lei>529900OM6JLLW44YKI15</lei>
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          <isin value="US81141R1005"/>
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        <assetCat>EC</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEAGATE TECHNOLOGY HOLDINGS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEB4P 2024-1A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEB4P 2026-1A A2 144A</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEGRO PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SEMPRA</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SEMPRA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEMT 2018-CH2 A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEMT 2024-HYB1 A1A 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SERV 2021-1 A2I 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SERVICENOW INC</name>
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        <name>SEVEN &amp; I HOLDINGS CO LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SFAST 2026-1A B 144A</name>
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      <invstOrSec>
        <name>SFAST 2026-1A A4 144A</name>
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        <name>SHELL PLC-ADR</name>
        <lei>21380068P1DRHMJ8KU70</lei>
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        <assetCat>EC</assetCat>
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        <name>SHIMIZU CORP</name>
        <lei>353800BRAE0QFP3ZLY22</lei>
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        <name>SHIN-ETSU CHEMICAL CO LTD</name>
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        <name>SHOPIFY INC - CLASS A</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>SIEMENS AG-REG</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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      <invstOrSec>
        <name>SIEMENS ENERGY AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIEMENS HEALTHINEERS AG</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SRFC 2025-2A A 144A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SRFC 2025-3A A 144A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SPEAK 2016-3A A1R4 144A</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-04-23</maturityDt>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP INC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SITEONE LANDSCAPE SUPPLY INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SKANDINAVISKA ENSKILDA 144A</name>
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        <title>SKANDINAVISKA ENSKILDA BANKEN AB</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SLB LTD</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SMB 2020-BA A1A 144A</name>
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      <invstOrSec>
        <name>SMB 2018-B A2A 144A</name>
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      <invstOrSec>
        <name>SMB 2021-A APT1 144A</name>
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        <name>SMB 2026-A A1A 144A</name>
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        <name>SOCIETE GENERALE SA</name>
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        <invCountry>FR</invCountry>
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        <name>SOFTBANK GROUP CORP</name>
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        <name>SOLVENTUM CORP</name>
        <lei>254900I70403OSGY4M28</lei>
        <title>SOLVENTUM CORP</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SONY GROUP CORP</name>
        <lei>529900R5WX9N2OI2N910</lei>
        <title>SONY GROUP CORP</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOUTH BOW USA INFRA HLDS</name>
        <lei>254900Z1WAY7QFQ7O850</lei>
        <title>SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SC PUB SVC AUTH TXBL REV SR C</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CAL EDISON</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO GAS CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SPACE EXPLORATION TECH 144A</name>
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        <title>SPACE EXPLORATION TECHNOLOGIES CORP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SPACE EXPLORATION TECHN-CL A</name>
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        <name>SPACE EXPLORATION TECH 144A</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SPOTIFY TECHNOLOGY SA</name>
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        <invCountry>LU</invCountry>

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        <fairValLevel>1</fairValLevel>
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        <name>STANDARD CHARTERED PLC 144A</name>
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        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
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        <name>STANDARD CHARTERED PLC 144A</name>
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      <invstOrSec>
        <name>STEEL DYNAMICS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SFUEL 2025-BA B 144A</name>
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      <invstOrSec>
        <name>SFUEL 2026-AA A4 144A</name>
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      <invstOrSec>
        <name>SFUEL 2026-AA B 144A</name>
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        <name>SUMITOMO CORP</name>
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        <name>SYDNEY AIRPORT FINANCE 144A</name>
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        <name>SYMP 2023-30AR A1R2 144A</name>
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        <name>SYMP 2022-37A AR2 144A</name>
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        <name>SYMP 2022-31A AR 144A</name>
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        <name>SYNOPSYS INC</name>
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        <name>SYSCO CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>T ROWE PR REAL ASSETS-I</name>
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        <name>T-MOBILE USA INC</name>
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        <name>TAIWAN SEMICONDUCTOR-SP ADR</name>
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        <name>TARRANT CO TX CEFFC REV HLTH RES SR A</name>
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      <invstOrSec>
        <name>TE CONNECTIVITY PLC</name>
        <lei>6367003TB6K484NFHE54</lei>
        <title>TE CONNECTIVITY PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE000IVNQZ81"/>
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        <balance>23116.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4660416.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TEACHERS INSUR &amp; ANNUITY 144A</name>
        <lei>O06XD7BJ4EPXNABVFN69</lei>
        <title>TEACHERS INSURANCE &amp; ANNUITY ASSOCIATION OF AMERICA</title>
        <cusip>878091BD8</cusip>
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          <isin value="US878091BD86"/>
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        <balance>1800000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1602199.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-09-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TECHNIPFMC PLC</name>
        <lei>549300D5I93QWCJTCK36</lei>
        <title>TECHNIPFMC PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BDSFG982"/>
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        <balance>84565.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TECHTRONIC INDUSTRIES CO LTD</name>
        <lei>549300HZW2SBE758OK89</lei>
        <title>TECHTRONIC INDUSTRIES CO LTD</title>
        <cusip>000000000</cusip>
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          <isin value="HK0669013440"/>
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        <balance>350500.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELEDYNE TECHNOLOGIES INC</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>TELEDYNE TECHNOLOGIES INC</title>
        <cusip>879360105</cusip>
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          <isin value="US8793601050"/>
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        <balance>2258.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1505860.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ERICSSON LM-B SHS</name>
        <lei>549300W9JLPW15XIFM52</lei>
        <title>TELEFONAKTIEBOLAGET LM ERICSSON</title>
        <cusip>000000000</cusip>
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          <isin value="SE0000108656"/>
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        <balance>419475.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELEFONICA EUROPE BV</name>
        <lei>7245007FZS0M65WUGP67</lei>
        <title>TELEFONICA EUROPE BV</title>
        <cusip>879385AD4</cusip>
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          <isin value="US879385AD49"/>
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        <balance>150000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>168461.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TELSTRA GROUP LTD</name>
        <lei>894500WRW54CVN62K416</lei>
        <title>TELSTRA GROUP LTD</title>
        <cusip>000000000</cusip>
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          <isin value="AU000000TLS2"/>
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        <balance>1084407.000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.444356"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TENCENT HOLDINGS LTD</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG875721634"/>
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        <balance>36600.000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.842850"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP</title>
        <cusip>88033G407</cusip>
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          <isin value="US88033G4073"/>
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        <balance>54782.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10248616.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TERADYNE INC</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>TERADYNE INC</title>
        <cusip>880770102</cusip>
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        <balance>1919.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>928488.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TESLA INC</name>
        <lei>54930043XZGB27CTOV49</lei>
        <title>TESLA INC</title>
        <cusip>88160R101</cusip>
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        <balance>76657.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32241934.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEXAS INSTRUMENTS INC</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENTS INC</title>
        <cusip>882508104</cusip>
        <identifiers>
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        <balance>40103.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11953501.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TX ST PRIV ACT NTE MAN PROJ TAXABLE SR B</name>
        <lei>N/A</lei>
        <title>TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP</title>
        <cusip>882667AZ1</cusip>
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        <balance>1900000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1515545.260000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC</title>
        <cusip>883556DJ8</cusip>
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        <balance>1400000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1382980.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.9020000000</annualizedRt>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC</title>
        <cusip>883556102</cusip>
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          <isin value="US8835561023"/>
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        <balance>10614.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5321435.040000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TIME WARNER ENT</name>
        <lei>N/A</lei>
        <title>TIME WARNER CABLE ENTERPRISES LLC</title>
        <cusip>88731EAJ9</cusip>
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          <isin value="US88731EAJ91"/>
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        <balance>60000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66569.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.3750000000</annualizedRt>
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        <name>TIME WARNER CABLE INC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC</title>
        <cusip>88732JAJ7</cusip>
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          <isin value="US88732JAJ79"/>
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        <balance>640000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>634236.320000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-05-01</maturityDt>
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        <name>TIME WARNER CABLE INC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC</title>
        <cusip>88732JAU2</cusip>
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        <balance>530000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>518082.170000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
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      <invstOrSec>
        <name>TJX COS INC</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE</title>
        <cusip>872540AW9</cusip>
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        <balance>375000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>327279.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.6000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TJX COMPANIES INC</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE</title>
        <cusip>872540109</cusip>
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          <isin value="US8725401090"/>
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        <balance>34709.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5258413.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TKO Group Holdings Inc</name>
        <lei>N/A</lei>
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        <balance>4976.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TOKIO MARINE HOLDINGS INC</name>
        <lei>5299009QN2NZ191KLS29</lei>
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        <cusip>000000000</cusip>
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          <isin value="JP3910660004"/>
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        <balance>162900.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOKYO ELECTRON LTD</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
        <title>TOKYO ELECTRON LTD</title>
        <cusip>000000000</cusip>
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          <isin value="JP3571400005"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOLL BROTHERS INC</name>
        <lei>529900JB6IS9MSZGVR44</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOTALENERGIES CAPITAL SA</name>
        <lei>529900QI55ZLJVCMPA71</lei>
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          <isin value="US89157XAC56"/>
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        <balance>190000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOTALENERGI CAP USA LLC</name>
        <lei>9845000979865101C194</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-13</maturityDt>
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      <invstOrSec>
        <name>TOTALENERGIES SE</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>TOTALENERGIES SE</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPMT 2026-1 A1A 144A</name>
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          <isin value="US891959AA68"/>
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        <fairValLevel>2</fairValLevel>
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        <name>TPMT 2018-1 A1 144A</name>
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          <isin value="US89176EAA82"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPMT 2024-2 A1B 144A</name>
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        <name>TOWER SEMICONDUCTOR LTD</name>
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        <assetCat>EC</assetCat>
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        <invCountry>IL</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>TOYOTA MOTOR CORP</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>TPG INC</name>
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        <name>TPIC CLASS A SR TERM NOTES PP</name>
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        <name>TPIC SPV I LLC 2024-1 A1 Remaining PP</name>
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        <name>TRACTOR SUPPLY COMPANY</name>
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        <title>TRACTOR SUPPLY CO</title>
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        <fairValLevel>1</fairValLevel>
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        <name>TRADEWEB MARKETS INC-CLASS A</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>TRANE TECHNOLOGIES PLC</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>TRANE TECHNOLOGIES PLC</title>
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        <balance>1749.000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TRANSCONT GAS PIPE LINE</name>
        <lei>N/A</lei>
        <title>TRANSCONTINENTAL GAS PIPE LINE CO LLC</title>
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        <name>TRANSURBAN FINANCE CO 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TRAVELERS COS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>TSURUHA HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TX 2024-HOU A 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TYCO ELECTRONICS GROUP S</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBER TECHNOLOGIES INC</name>
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        <name>UBER TECHNOLOGIES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS GROUP AG-REG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UCB SA</name>
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        <name>ULTA BEAUTY INC</name>
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        <name>UNICREDIT SPA</name>
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        <name>UNILEVER PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNILEVER PLC-SPONSORED ADR</name>
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        <name>UNITED AIR 2019-1 AA PTT</name>
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        <name>UNITED AIRLINES HOLDINGS INC</name>
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        <name>UNITED RENTALS NORTH AM 144A</name>
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        <fairValLevel>2</fairValLevel>
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        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CPR6</cusip>
        <identifiers>
          <isin value="US91282CPR69"/>
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        <balance>6800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6640093.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMA6</cusip>
        <identifiers>
          <isin value="US91282CMA61"/>
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        <balance>22390000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22355015.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMT5</cusip>
        <identifiers>
          <isin value="US91282CMT52"/>
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        <balance>2165000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2151130.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UF3</cusip>
        <identifiers>
          <isin value="US912810UF39"/>
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        <balance>2295000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2212164.840000</valUSD>
        <pctVal>0.0419167040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CJJ1</cusip>
        <identifiers>
          <isin value="US91282CJJ18"/>
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        <balance>6450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6515003.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RP5</cusip>
        <identifiers>
          <isin value="US912810RP57"/>
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        <balance>11185000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8446422.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CPN5</cusip>
        <identifiers>
          <isin value="US91282CPN55"/>
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        <balance>9675000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9403646.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CLK5</cusip>
        <identifiers>
          <isin value="US91282CLK52"/>
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        <balance>12095000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11902235.940000</valUSD>
        <pctVal>0.2255268194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CPA3</cusip>
        <identifiers>
          <isin value="US91282CPA35"/>
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        <balance>6075000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5940685.550000</valUSD>
        <pctVal>0.1125657334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SP4</cusip>
        <identifiers>
          <isin value="US912810SP49"/>
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        <balance>2415000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1184859.380000</valUSD>
        <pctVal>0.0224510394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.3750000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMM0</cusip>
        <identifiers>
          <isin value="US91282CMM00"/>
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        <balance>2040000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2072512.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UQ9</cusip>
        <identifiers>
          <isin value="US912810UQ93"/>
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        <balance>10200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9799968.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMD0</cusip>
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          <isin value="US91282CMD01"/>
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        <balance>11660000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11734696.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3750000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CAV3</cusip>
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          <isin value="US91282CAV37"/>
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        <balance>5770000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5009982.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.8750000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TN8</cusip>
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          <isin value="US912810TN81"/>
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        <balance>1320000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1055793.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RV2</cusip>
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          <isin value="US912810RV26"/>
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        <balance>1150000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>855851.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMZ1</cusip>
        <identifiers>
          <isin value="US91282CMZ13"/>
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        <balance>11450000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11325660.160000</valUSD>
        <pctVal>0.2146017040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.8750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TV0</cusip>
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        <curCd>USD</curCd>
        <valUSD>8871975.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UR7</cusip>
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        <balance>2000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1943437.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TA6</cusip>
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          <isin value="US912810TA60"/>
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        <balance>4815000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3227554.690000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CEP2</cusip>
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          <isin value="US91282CEP23"/>
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        <balance>2930000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2720092.970000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8750000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CJZ5</cusip>
        <identifiers>
          <isin value="US91282CJZ59"/>
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        <balance>12480000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12193350.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CHK0</cusip>
        <identifiers>
          <isin value="US91282CHK09"/>
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        <balance>8590000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8563491.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RN0</cusip>
        <identifiers>
          <isin value="US912810RN00"/>
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        <balance>4185000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3105400.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8750000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CKX8</cusip>
        <identifiers>
          <isin value="US91282CKX82"/>
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        <balance>4835000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4846332.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TX6</cusip>
        <identifiers>
          <isin value="US912810TX63"/>
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        <balance>4025000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3592312.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TR9</cusip>
        <identifiers>
          <isin value="US912810TR95"/>
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        <balance>11785000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9420634.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RQ3</cusip>
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          <isin value="US912810RQ31"/>
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        <balance>2975000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2051355.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CKD2</cusip>
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          <isin value="US91282CKD29"/>
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        <balance>8065000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8082012.110000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912828ZQ6</cusip>
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          <isin value="US912828ZQ64"/>
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        <balance>16700000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14590320.310000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.6250000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UC0</cusip>
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          <isin value="US912810UC08"/>
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        <curCd>USD</curCd>
        <valUSD>4228207.030000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UM8</cusip>
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          <isin value="US912810UM89"/>
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        <balance>2700000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2620687.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7500000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RM2</cusip>
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          <isin value="US912810RM27"/>
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        <curCd>USD</curCd>
        <valUSD>8091387.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SX7</cusip>
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          <isin value="US912810SX72"/>
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        <balance>3665000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2291770.310000</valUSD>
        <pctVal>0.0434250902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.3750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CQJ3</cusip>
        <identifiers>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <title>UNITED STATES TREASURY NOTE/BOND</title>
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      <invstOrSec>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CNG2</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CLW9</cusip>
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          <isin value="US91282CLW90"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CPJ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>12188531.250000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CBJ9</cusip>
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          <isin value="US91282CBJ99"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.7500000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SA7</cusip>
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          <isin value="US912810SA79"/>
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        <curCd>USD</curCd>
        <valUSD>1472812.500000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SZ2</cusip>
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          <isin value="US912810SZ21"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <invCountry>US</invCountry>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CPP04"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CNC19"/>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CQK0</cusip>
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          <isin value="US91282CQK08"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SD1</cusip>
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          <isin value="US912810SD19"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-15</maturityDt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TJ7</cusip>
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          <isin value="US912810TJ79"/>
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        <valUSD>1109927.340000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UG1</cusip>
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          <isin value="US912810UG12"/>
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        <curCd>USD</curCd>
        <valUSD>8102746.090000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TD0</cusip>
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          <isin value="US912810TD00"/>
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        <balance>4225000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2544242.190000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2500000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TL2</cusip>
        <identifiers>
          <isin value="US912810TL26"/>
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        <balance>3985000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3409042.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMG3</cusip>
        <identifiers>
          <isin value="US91282CMG32"/>
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        <balance>12000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12026250.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CNT4</cusip>
        <identifiers>
          <isin value="US91282CNT44"/>
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        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5134187.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CDY4</cusip>
        <identifiers>
          <isin value="US91282CDY49"/>
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        <balance>7175000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6329134.770000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.8750000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UP1</cusip>
        <identifiers>
          <isin value="US912810UP11"/>
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        <balance>12100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11513906.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SL3</cusip>
        <identifiers>
          <isin value="US912810SL35"/>
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        <balance>28385000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16543132.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CHE4</cusip>
        <identifiers>
          <isin value="US91282CHE49"/>
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        <balance>26565000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26303500.780000</valUSD>
        <pctVal>0.4984059215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.6250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SR0</cusip>
        <identifiers>
          <isin value="US912810SR05"/>
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        <balance>1715000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1085005.470000</valUSD>
        <pctVal>0.0205589802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.1250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UL0</cusip>
        <identifiers>
          <isin value="US912810UL07"/>
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        <balance>4525000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4565300.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TQ1</cusip>
        <identifiers>
          <isin value="US912810TQ13"/>
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        <balance>1500000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1329140.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.8750000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CGP0</cusip>
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          <isin value="US91282CGP05"/>
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        <balance>2525000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2518292.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UN6</cusip>
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          <isin value="US912810UN62"/>
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        <balance>4015000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3985514.840000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8750000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UT3</cusip>
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          <isin value="US912810UT33"/>
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        <balance>3700000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3552578.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810SU3</cusip>
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          <isin value="US912810SU34"/>
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        <balance>8550000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4753265.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.8750000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CPT2</cusip>
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          <isin value="US91282CPT26"/>
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        <balance>6200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6100703.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UK2</cusip>
        <identifiers>
          <isin value="US912810UK24"/>
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        <balance>5910000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5733623.440000</valUSD>
        <pctVal>0.1086422639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERD 2025-1A B 144A</name>
        <lei>N/A</lei>
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          <isin value="US92340GAD25"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-12</maturityDt>
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      <invstOrSec>
        <name>VERISIGN INC</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERISK ANALYTICS INC</name>
        <lei>549300I1YSWNIRKBWP67</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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          <isin value="US92343VHF40"/>
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        <balance>960000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <balance>2000000.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-22</maturityDt>
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      <invstOrSec>
        <name>VERTEX PHARMACEUTICALS INC</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>VERTEX PHARMACEUTICALS INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VERTIV HOLDINGS CO-A</name>
        <lei>549300KTTIRAOGXCRV69</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VERUS 2021-1 A1 144A</name>
        <lei>N/A</lei>
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        <cusip>92537QAA9</cusip>
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          <isin value="US92537QAA94"/>
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        <balance>268464.530000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERUS 2024-INV1 A2 144A</name>
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        <cusip>92540FAB6</cusip>
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          <isin value="US92540FAB67"/>
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        <balance>925633.160000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VERUS 2025-7 A1F 144A</name>
        <lei>213800OVCAXDOBS94P47</lei>
        <title>VERUS SECURITIZATION TRUST 2025-7</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-08-25</maturityDt>
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      <invstOrSec>
        <name>VIATRIS INC</name>
        <lei>254900ZZTSW7NL773X71</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>VIAVI SOLUTIONS INC</name>
        <lei>5493006K3E3N1QOBF092</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>VICI PROPERTIES INC</name>
        <lei>254900RKH6RY9KCJQH63</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>VICI PROPERTIES / NOTE 144A</name>
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        <name>VICOR CORP</name>
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      <invstOrSec>
        <name>VIKING HOLDINGS LTD</name>
        <lei>52990032GOPN7BVQMN13</lei>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VINCI SA</name>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>VA PUB BLDG BUILD AMERICA</name>
        <lei>N/A</lei>
        <title>VIRGINIA PUBLIC BUILDING AUTHORITY</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VISA INC-CLASS A SHARES</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>VMWARE INC</name>
        <lei>549300BUDHS3LRWBE814</lei>
        <title>VMWARE LLC</title>
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        <name>WILLIS TOWERS WATSON PLC</name>
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        <name>WINDR 2022-1AR ARR 144A</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XCEL ENERGY INC</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
        </identifiers>
        <balance>26064.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2092939.200000</valUSD>
        <pctVal>0.0396575840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YUM  BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC</title>
        <cusip>988498101</cusip>
        <identifiers>
          <isin value="US9884981013"/>
        </identifiers>
        <balance>5400.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>863244.000000</valUSD>
        <pctVal>0.0163569832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOETIS INC</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC</title>
        <cusip>98978VAW3</cusip>
        <identifiers>
          <isin value="US98978VAW37"/>
        </identifiers>
        <balance>2695000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2676115.060000</valUSD>
        <pctVal>0.0507077595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOETIS INC</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC</title>
        <cusip>98978V103</cusip>
        <identifiers>
          <isin value="US98978V1035"/>
        </identifiers>
        <balance>1600.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114976.000000</valUSD>
        <pctVal>0.0021785967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-08-04</ncom:dateSigned>
      <ncom:nameOfApplicant>T. Rowe Price Balanced Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Alan Dupski</ncom:signature>
      <ncom:signerName>Alan Dupski</ncom:signerName>
      <ncom:title>Treasurer &amp; Vice President</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
