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  <headerData>
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    <isConfidential>false</isConfidential>
    <filerInfo>

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        <issuerCredentials>
          <cik>0000923084</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>


      <seriesClassInfo>
        <seriesId>S000002138</seriesId>
        <classId>C000005533</classId>
        <classId>C000169939</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
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      <regName>T. ROWE PRICE SPECTRUM FUNDS II, INC.</regName>
      <regFileNumber>811-07173</regFileNumber>
      <regCik>0000923084</regCik>
      <regLei>549300A8BZJXQVJCNM56</regLei>
      <regStreet1>1307 Point Street</regStreet1>
      <regCity>Baltimore</regCity>
      <regStateConditional regCountry="US" regState="US-MD"/>
      <regZipOrPostalCode>21231</regZipOrPostalCode>
      <regPhone>410-345-2000</regPhone>
      <seriesName>T. Rowe Price Spectrum Moderate Growth Allocation Fund</seriesName>
      <seriesId>S000002138</seriesId>
      <seriesLei>41BW0H24GD450ZU9LH35</seriesLei>
      <repPdEnd>2026-05-31</repPdEnd>
      <repPdDate>2026-05-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
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      <totLiabs>48133131.340000</totLiabs>
      <netAssets>4324171495.310000</netAssets>
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      <assetsInvested>0.000000</assetsInvested>
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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>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC</title>
        <cusip>00287YDS5</cusip>
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          <isin value="US00287YDS54"/>
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        <balance>315000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318508.690000</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>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC</title>
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          <isin value="US00287YDW66"/>
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        <balance>230000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220903.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Long Wall Co SER A-8 CVT PFD STOCK PP</name>
        <lei>N/A</lei>
        <title>ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="TC19J46O7"/>
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        <balance>3254.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195.240000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO BANK NV-CVA GDR</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0011540547"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ABU DHABI DEVELOPMENT HO 144A</name>
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          <isin value="US00402AAB70"/>
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        <balance>200000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-06</maturityDt>
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      <invstOrSec>
        <name>ABU DHABI DEVELOPMENT HO 144A</name>
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        <title>ABU DHABI DEVELOPMENTAL HOLDING CO PJSC</title>
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          <isin value="US00402AAA97"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>AE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-06</maturityDt>
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      <invstOrSec>
        <name>ADEIA INC</name>
        <lei>N/A</lei>
        <title>ADEIA INC</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ADMIRAL GROUP PLC</name>
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        <title>ADMIRAL GROUP PLC</title>
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          <isin value="GB00B02J6398"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ADVANCED MICRO DEVICES</name>
        <lei>R2I72C950HOYXII45366</lei>
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          <isin value="US0079031078"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ADYEN NV</name>
        <lei>724500973ODKK3IFQ447</lei>
        <title>ADYEN NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0012969182"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AEHR TEST SYSTEMS</name>
        <lei>529900A4GWWZFRU2RE97</lei>
        <title>AEHR TEST SYSTEMS</title>
        <cusip>00760J108</cusip>
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          <isin value="US00760J1088"/>
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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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      <invstOrSec>
        <name>AEP TRANSMISSION CO LLC</name>
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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>AERCAP HOLDINGS NV</name>
        <lei>549300SZYINBBLJQU475</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>AES CORP/THE</name>
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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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        <name>OPENAI GROUP PCB CLASS A COMMON PP</name>
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        <title>AESTAS LLC dba OPENAI LLC EV UNITS Class A</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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        <name>AFFRM 2026-X1 A 144A</name>
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        <name>AFFRM 2026-X1 B 144A</name>
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        <name>AFRMT 2026-1A A 144A</name>
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        <title>AFFIRM MASTER TRUST</title>
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        <name>AFRMT 2026-2A A 144A</name>
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        <title>AFFIRM MASTER TRUST</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AFRMT 2025-1A A 144A</name>
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        <title>AFFIRM MASTER TRUST</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AFRMT 2025-2A A 144A</name>
        <lei>N/A</lei>
        <title>AFFIRM MASTER TRUST</title>
        <cusip>00833BAG3</cusip>
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          <isin value="US00833BAG32"/>
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        <balance>435000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436764.320000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AFRMT 2025-3A A 144A</name>
        <lei>N/A</lei>
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        <cusip>00833BAN8</cusip>
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          <isin value="US00833BAN82"/>
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        <curCd>USD</curCd>
        <valUSD>99423.080000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AGL 2021-10A A1R2 144A</name>
        <lei>549300AEMLN0HO8ST474</lei>
        <title>AGL CLO 10 LTD</title>
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          <isin value="US00119YAN31"/>
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        <balance>250000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250460.500000</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>4.8430000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AGL 2021-13A BR 144A</name>
        <lei>254900DIJ0G5TXNJMM06</lei>
        <title>AGL CLO 13 LTD</title>
        <cusip>00120JAN3</cusip>
        <identifiers>
          <isin value="US00120JAN37"/>
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        <balance>250000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250157.250000</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>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AIA GROUP LTD</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD</title>
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          <isin value="HK0000069689"/>
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        <balance>449000.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIR LIQUIDE SA</name>
        <lei>969500MMPQVHK671GT54</lei>
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          <isin value="FR0000120073"/>
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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>AIRBNB INC</name>
        <lei>549300HMUDNO0RY56D37</lei>
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          <isin value="US009066AD31"/>
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        <balance>325000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AIRBNB INC-CLASS A</name>
        <lei>549300HMUDNO0RY56D37</lei>
        <title>AIRBNB INC</title>
        <cusip>009066101</cusip>
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          <isin value="US0090661010"/>
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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>AIRBUS SE</name>
        <lei>MINO79WLOO247M1IL051</lei>
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        <balance>41314.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AJINOMOTO CO INC</name>
        <lei>353800UT0TLROREPIC92</lei>
        <title>AJINOMOTO CO INC</title>
        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>AKER BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA</title>
        <cusip>000000000</cusip>
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          <isin value="NO0010345853"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AKTIS ONCOLOGY INC</name>
        <lei>N/A</lei>
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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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      <invstOrSec>
        <name>ALAMAR BIOSCIENCES INC</name>
        <lei>N/A</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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      <invstOrSec>
        <name>ALIBABA GROUP HOLDING LTD</name>
        <lei>5493001NTNQJDH60PM02</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALIGNMENT HEALTHCARE INC</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ALKERMES PLC</name>
        <lei>N/A</lei>
        <title>ALKERMES PLC</title>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ALLIANCE LAUNDRY HOLDINGS IN</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ALLSTATE CORP</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP/THE</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ABCLN 2025-A A2 144A</name>
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      <invstOrSec>
        <name>ABCLN 2025-B B 144A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABCLN 2025-B A2 144A</name>
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        <title>ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B</title>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>ABCLN 2026-A A2 144A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABCLN 2026-A B 144A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALMONTY INDUSTRIES INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ALPHABET INC CL C</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ALPHABET INC CL A</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMAZON.COM INC</name>
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        <fairValLevel>1</fairValLevel>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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>AMEREN CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AMEREN CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</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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        <name>AMERICAN HOMES 4 RENT</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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        <name>AMERICAN SUPERCONDUCTOR CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AMERICAN TOWER CORP</name>
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        <name>AMCAR 2023-1 C</name>
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        <name>AMCAR 2023-2 B</name>
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        <name>AMETEK INC</name>
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        <assetCat>EC</assetCat>
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        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMPHENOL CORP-CL A</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP</title>
        <cusip>032095101</cusip>
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          <isin value="US0320951017"/>
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        <balance>59047.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8783831.720000</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>AXIS 2024-2A A2 144A</name>
        <lei>254900VBZK8DVZNJFJ70</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC</title>
        <cusip>03238BAB9</cusip>
        <identifiers>
          <isin value="US03238BAB99"/>
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        <balance>174827.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176404.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1900000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANALOG DEVICES INC</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
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        <balance>37252.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15416740.200000</valUSD>
        <pctVal>0.3565247173</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>ANCHC 2026-22A AR4 144A</name>
        <lei>549300GQXKMJDZ17HU89</lei>
        <title>ANCHORAGE CAPITAL CLO 2026-22 LTD</title>
        <cusip>03333KAC1</cusip>
        <identifiers>
          <isin value="US03333KAC18"/>
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        <balance>420000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420716.940000</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>2039-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.8090000000</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>ANGLO AMERICAN CAPITAL 144A</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC</title>
        <cusip>034863BH2</cusip>
        <identifiers>
          <isin value="US034863BH21"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198906.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-21</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>
        <name>ANNALY CAPITAL MANAGEMENT IN</name>
        <lei>2DTL0G3FPRYUT58TI025</lei>
        <title>ANNALY CAPITAL MANAGEMENT INC</title>
        <cusip>035710839</cusip>
        <identifiers>
          <isin value="US0357108390"/>
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        <balance>29739.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649797.150000</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>ANTERIX INC</name>
        <lei>549300QIX2QHFGIEQG40</lei>
        <title>ANTERIX INC</title>
        <cusip>03676C100</cusip>
        <identifiers>
          <isin value="US03676C1009"/>
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        <balance>10047.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>643208.940000</valUSD>
        <pctVal>0.0148747324</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>Anthropic PBC SER H-1 CVT PFD PP</name>
        <lei>984500B6DEB8CEBC4Z70</lei>
        <title>ANTHROPIC PBC SER H-1 CVT PFD PP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="TC6YZZRT6"/>
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        <balance>4182.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2463237.730000</valUSD>
        <pctVal>0.0569643857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>ANTOFAGASTA PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0000456144"/>
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        <balance>74080.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>4080879.200000</valUSD>
        <pctVal>0.0943736668</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>
        <name>ANTOFAGASTA PLC</name>
        <lei>213800MY6QVH4FVLD628</lei>
        <title>ANTOFAGASTA PLC</title>
        <cusip>YL8307156</cusip>
        <identifiers>
          <isin value="USG0399BAC12"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202216.020000</valUSD>
        <pctVal>0.0046764107</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>
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          <isLoanByFund>N</isLoanByFund>
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      <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>271449.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.391304"/>
        <valUSD>6872887.360000</valUSD>
        <pctVal>0.1589411375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APA INFRASTRUCTURE LTD 144A</name>
        <lei>261700SS8OEHDOCOUJ33</lei>
        <title>APA INFRASTRUCTURE LTD</title>
        <cusip>00188LAB3</cusip>
        <identifiers>
          <isin value="US00188LAB36"/>
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        <balance>65000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64103.670000</valUSD>
        <pctVal>0.0014824498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-16</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>
        <name>APT PIPELINES LTD</name>
        <lei>261700SS8OEHDOCOUJ33</lei>
        <title>APA INFRASTRUCTURE LTD</title>
        <cusip>BO4852667</cusip>
        <identifiers>
          <isin value="XS2315784715"/>
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        <balance>125000.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
        <valUSD>136226.220000</valUSD>
        <pctVal>0.0031503427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.7500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APA INFRASTRUCTURE LTD 144A</name>
        <lei>261700SS8OEHDOCOUJ33</lei>
        <title>APA INFRASTRUCTURE LTD</title>
        <cusip>00188LAA5</cusip>
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          <isin value="US00188LAA52"/>
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        <balance>93000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91940.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1250000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>API GROUP CORP</name>
        <lei>213800NZT1VX6PZ7BT53</lei>
        <title>API GROUP CORP</title>
        <cusip>00187Y100</cusip>
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          <isin value="US00187Y1001"/>
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        <balance>60316.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2472956.000000</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>APOLLO GLOBAL MANAGEMENT INC</name>
        <lei>254900LMFT1CY9IYB476</lei>
        <title>APOLLO GLOBAL MANAGEMENT INC</title>
        <cusip>03769M106</cusip>
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          <isin value="US03769M1062"/>
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        <balance>7820.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1006512.200000</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>APPALACHIAN POWER CO</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>APPALACHIAN POWER CO</title>
        <cusip>037735DB0</cusip>
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          <isin value="US037735DB08"/>
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        <balance>60000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61680.380000</valUSD>
        <pctVal>0.0014264092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6500000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
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        <balance>370496.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115616981.760000</valUSD>
        <pctVal>2.6737371976</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>DIN 2023-1A A2 144A</name>
        <lei>N/A</lei>
        <title>APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC</title>
        <cusip>03789XAF5</cusip>
        <identifiers>
          <isin value="US03789XAF50"/>
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        <balance>210000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212085.850000</valUSD>
        <pctVal>0.0049046586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.8240000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>254900HTTDFIJZ32GX53</lei>
        <title>APTIV SWISS HOLDINGS LTD</title>
        <cusip>03835VAJ5</cusip>
        <identifiers>
          <isin value="US03835VAJ52"/>
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        <balance>385000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237156.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.1000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARCHROCK INC</name>
        <lei>549300K3RIHMHDVFTL28</lei>
        <title>ARCHROCK INC</title>
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          <isin value="US03957W1062"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARCOSA INC</name>
        <lei>549300WFHLTCZV7D6V29</lei>
        <title>ARCOSA INC</title>
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          <isin value="US0396531008"/>
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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>ARCUS BIOSCIENCES 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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      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
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          <isin value="US04010LBG77"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>ARES CAPITAL CORP</name>
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        <name>ARES STRATEGIC INCOME FU 144A</name>
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      <invstOrSec>
        <name>ARGENX SE - ADR</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>ARISTA NETWORKS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ASICS CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ASML HOLDING NV NY</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ASML HOLDING NV</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ASPEN INSURANCE HLDG LTD</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>BM</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
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        <name>AT&amp;T INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>ATHENE GLOBAL FUNDING 144A</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING</title>
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        <balance>265000.000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5260000000</annualizedRt>
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      <invstOrSec>
        <name>ATKORE INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ATLANTA BRAVES HOLDINGS IN-C</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ATLANTIC UNION BANKSHARES CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ATCLO 2023-22A A1R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATLAS WAREHOUSE LEND 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATMOS ENERGY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ATMUS FILTRATION TECHNOLOGIE</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AUGUSTA SPINCO CORPORATI</name>
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      <invstOrSec>
        <name>AUGUSTA SPINCO CORPORATI</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AURORA INNOVATION INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AUTOLIV INC SDR</name>
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        <title>AUTOLIV INC</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AUTOMATIC DATA PROCESSNG</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
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        <fairValLevel>2</fairValLevel>
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        <lei>GA3JGKJ41LJKXDN23E90</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>XCAP 2024-1A A3 144A</name>
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        <name>AVALYN PHARMA INC</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>AESOP 2025-3A A 144A</name>
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        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC</title>
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        <name>AESOP 2026-1A B 144A</name>
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        <name>AESOP 2022-1A A 144A</name>
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        <name>AXA SA</name>
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        <lei>549300M2142IVLVIJN37</lei>
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        <name>AZZ INC</name>
        <lei>549300HD1X2NFLWPYC83</lei>
        <title>AZZ INC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK5 2024-5YR10 AS</name>
        <lei>N/A</lei>
        <title>BANK5 2024-5YR10</title>
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          <isin value="US06604AAM62"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-10-15</maturityDt>
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      <invstOrSec>
        <name>BANK5 2024-5YR11 AS</name>
        <lei>N/A</lei>
        <title>BANK5 2024-5YR11</title>
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          <isin value="US06644WBL19"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-11-15</maturityDt>
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      <invstOrSec>
        <name>BANK5 2024-5YR12 A3</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-12-15</maturityDt>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC</title>
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          <isin value="US06738ECZ60"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-02-25</maturityDt>
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          <annualizedRt>5.7850000000</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BABSN 2023-4A A1R 144A</name>
        <lei>5493000KFDA0OKC5JK34</lei>
        <title>BARINGS CLO LTD 2023-IV</title>
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          <isin value="US06763MAL90"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAWAG GROUP AG</name>
        <lei>529900S9YO2JHTIIDG38</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYER US FINANCE LLC 144A</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BVCLN 2024-CAR1 C 144A</name>
        <lei>254900S53K9VTUR1UX42</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC</title>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BVCLN 2024-CAR1 A 144A</name>
        <lei>254900S53K9VTUR1UX42</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC</title>
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        <name>BVCLN 2025-EDU1 A 144A</name>
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        <title>BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC</title>
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        <name>BVCLN 2025-EDU1 C 144A</name>
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        <name>BBCMS 2019-BWAY D 144A</name>
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        <name>BE SEMICONDUCTOR INDUSTRIES</name>
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      <invstOrSec>
        <name>BEIGNET INVESTOR LLC 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BEL FUSE INC-CL B</name>
        <lei>2549009L4XYDBRRY6X39</lei>
        <title>BEL FUSE INC</title>
        <cusip>077347300</cusip>
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          <isin value="US0773473006"/>
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        <balance>5762.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1581784.240000</valUSD>
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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>
      <invstOrSec>
        <name>BMARK 2026-V21 A3</name>
        <lei>N/A</lei>
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        <cusip>08164HBA4</cusip>
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          <isin value="US08164HBA41"/>
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        <balance>410000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414874.490000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2059-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1270000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY INC-CL B</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BERKSHIRE HATHAWAY INC</title>
        <cusip>084670702</cusip>
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          <isin value="US0846707026"/>
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        <balance>40199.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19073621.520000</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>BETA TECHNOLOGIES INC -CL A</name>
        <lei>N/A</lei>
        <title>BETA TECHNOLOGIES INC</title>
        <cusip>086921103</cusip>
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          <isin value="US0869211039"/>
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        <balance>33788.000000</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>BETH ISRAEL LAHEY HEALTH</name>
        <lei>549300QPZ5W3279DU141</lei>
        <title>BETH ISRAEL LAHEY HEALTH INC</title>
        <cusip>08661UAC0</cusip>
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          <isin value="US08661UAC09"/>
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        <balance>100000.000000</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>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7170000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BFLD 2025-5MW A 144A</name>
        <lei>N/A</lei>
        <title>BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW</title>
        <cusip>088921AA9</cusip>
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          <isin value="US088921AA90"/>
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        <balance>185000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>183505.000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-10</maturityDt>
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          <annualizedRt>4.6740000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BHP GROUP LTD</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD</title>
        <cusip>000000000</cusip>
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          <isin value="AU000000BHP4"/>
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        <balance>82901.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BHP GROUP LTD-DI</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD</title>
        <cusip>000000000</cusip>
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          <isin value="AU000000BHP4"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BICARA THERAPEUTICS INC</name>
        <lei>N/A</lei>
        <title>BICARA THERAPEUTICS INC</title>
        <cusip>055477103</cusip>
        <identifiers>
          <isin value="US0554771032"/>
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        <balance>70969.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1543575.750000</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>BINOM 2026-NQM1 A1 144A</name>
        <lei>N/A</lei>
        <title>BINOM MORTGAGE LOAN TRUST 2026-NQM1</title>
        <cusip>09055CAE8</cusip>
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          <isin value="US09055CAE84"/>
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        <balance>138528.060000</balance>
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        <curCd>USD</curCd>
        <valUSD>137778.970000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIO-TECHNE CORP</name>
        <lei>54930073RLKQ51TILZ35</lei>
        <title>BIO-TECHNE CORP</title>
        <cusip>09073M104</cusip>
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          <isin value="US09073M1045"/>
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        <balance>14923.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>771220.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BIOLIFE SOLUTIONS INC</name>
        <lei>549300G2IVCMC2TJDW72</lei>
        <title>BIOLIFE SOLUTIONS INC</title>
        <cusip>09062W204</cusip>
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          <isin value="US09062W2044"/>
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        <balance>84775.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2112593.000000</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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      <invstOrSec>
        <name>BIRKENSTOCK HOLDING PLC</name>
        <lei>529900CQ8LQKQ7LIT631</lei>
        <title>BIRKENSTOCK HOLDING PLC</title>
        <cusip>M2029K104</cusip>
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          <isin value="JE00BS44BN30"/>
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        <balance>21090.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>950526.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>BJ S WHOLESALE CLUB HOLDINGS</name>
        <lei>549300UCIWH1C93V0J03</lei>
        <title>BJ'S WHOLESALE CLUB HOLDINGS INC</title>
        <cusip>05550J101</cusip>
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        <balance>8184.000000</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>BLACK DIAMOND THERAPEUTICS I</name>
        <lei>N/A</lei>
        <title>BLACK DIAMOND THERAPEUTICS INC</title>
        <cusip>09203E105</cusip>
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          <isin value="US09203E1055"/>
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        <balance>96029.000000</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>BLACKBERRY LTD</name>
        <lei>549300HJD8NEGT71RF07</lei>
        <title>BLACKBERRY LTD</title>
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        <balance>67956.000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BLACKSTONE DIGITAL INFRASTRU</name>
        <lei>N/A</lei>
        <title>BLACKSTONE DIGITAL INFRASTRUCTURE TRUST INC</title>
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        <fairValLevel>1</fairValLevel>
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        <name>BLACKSTONE PARTNERS OFFSHORE FD-E1</name>
        <lei>N/A</lei>
        <title>BLACKSTONE PARTNERS OFFSHORE FD-E1</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>BLACKSTONE PRIVATE CRE</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND</title>
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        <balance>130000.000000</balance>
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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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        <name>BLACKSTONE PRIVATE CRE</name>
        <lei>549300ORP3TTCNXSYO43</lei>
        <title>BLACKSTONE PRIVATE CREDIT FUND</title>
        <cusip>09261HBU0</cusip>
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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>2029-11-22</maturityDt>
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        <name>BLACKSTONE SECURED LEND</name>
        <lei>549300KM7KWQHVBNH962</lei>
        <title>BLACKSTONE SECURED LENDING FUND</title>
        <cusip>09261XAM4</cusip>
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        <balance>45000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44369.630000</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>2029-09-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2500000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-05-01</maturityDt>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-01</maturityDt>
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      <invstOrSec>
        <name>BOEING CO</name>
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          <isin value="US097023CV59"/>
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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>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOEING CO/THE</name>
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          <isin value="US097023DS12"/>
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        <balance>98000.000000</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>2034-05-01</maturityDt>
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      <invstOrSec>
        <name>BON SECOURS MERCY</name>
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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>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</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>BOOT BARN HOLDINGS INC</name>
        <lei>529900QE1BFMYA3N4E71</lei>
        <title>BOOT BARN HOLDINGS INC</title>
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          <isin value="US0994061002"/>
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        <balance>2515.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>427223.050000</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>BOOZ ALLEN HAMILTON HOLDINGS</name>
        <lei>529900JPV47PIUWMA015</lei>
        <title>BOOZ ALLEN HAMILTON HOLDING CORP</title>
        <cusip>099502106</cusip>
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          <isin value="US0995021062"/>
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        <balance>42725.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3382965.500000</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>BOOZ ALLEN HAMILTON INC</name>
        <lei>549300D7XCH2480XU542</lei>
        <title>BOOZ ALLEN HAMILTON INC</title>
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        <curCd>USD</curCd>
        <valUSD>444414.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOSTON GAS COMPANY 144A</name>
        <lei>FN7P4E7K9JOBORDEUX61</lei>
        <title>BOSTON GAS CO</title>
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        <balance>75000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74167.470000</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>2053-07-20</maturityDt>
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        <name>BRAVO 2026-NQM4 A1 144A</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>BRAVO 2026-NQMR1 A1 144A</name>
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        <name>BRAZIL</name>
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        <title>BRAZILIAN GOVERNMENT INTERNATIONAL BOND</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>BLAST 2026-1 A3</name>
        <lei>N/A</lei>
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        <name>BLAST 2026-2 A3</name>
        <lei>N/A</lei>
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        <cusip>10807VAC9</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>BLAST 2026-2 D</name>
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      <invstOrSec>
        <name>BRIDGEPOINT GROUP-REGS</name>
        <lei>213800KFNMVI8PDZX472</lei>
        <title>BRIDGEPOINT GROUP PLC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRIGHTSPRING HEALTH SERVICES</name>
        <lei>N/A</lei>
        <title>BRIGHTSPRING HEALTH SERVICES INC</title>
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        <balance>66652.000000</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>
        <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>
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          <isin value="GB0002875804"/>
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        <balance>91821.000000</balance>
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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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          <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>
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          <isin value="US11120VAP85"/>
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        <balance>35000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34437.940000</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>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
        <cusip>11120VAN3</cusip>
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          <isin value="US11120VAN38"/>
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        <balance>55000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55458.700000</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>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
        <cusip>11120VAQ6</cusip>
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          <isin value="US11120VAQ68"/>
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        <balance>185000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184430.870000</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>2036-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3750000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC</title>
        <cusip>11135F101</cusip>
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          <isin value="US11135F1012"/>
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        <balance>158736.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70918482.720000</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>BROOKFIELD CORP</name>
        <lei>C6J3FGIWG6MBDGTE8F80</lei>
        <title>BROOKFIELD CORP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA11271J1075"/>
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        <balance>86953.000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.378650"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROOKLYN UNION GAS CO 144A</name>
        <lei>83BQ1DXS6VA5GZFK8S35</lei>
        <title>BROOKLYN UNION GAS CO/THE</title>
        <cusip>114259AZ7</cusip>
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          <isin value="US114259AZ71"/>
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        <balance>280000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>277510.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.4560000000</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>BT GROUP PLC</name>
        <lei>213800LRO7NS5CYQMN21</lei>
        <title>BT GROUP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0030913577"/>
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        <balance>1697581.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>4760473.910000</valUSD>
        <pctVal>0.1100898499</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>
        <name>BUNZL PLC</name>
        <lei>213800Q1Q9DV4L78UM09</lei>
        <title>BUNZL PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B0744B38"/>
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        <balance>87203.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>2757029.140000</valUSD>
        <pctVal>0.0637585522</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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      <invstOrSec>
        <name>BURLINGTN NORTH SANTA FE</name>
        <lei>N/A</lei>
        <title>BURLINGTON NORTHERN SANTA FE LLC</title>
        <cusip>12189LBL4</cusip>
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          <isin value="US12189LBL45"/>
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        <balance>210000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>203649.900000</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>2055-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BURLINGTON STORES INC</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>BURLINGTON STORES INC</title>
        <cusip>122017106</cusip>
        <identifiers>
          <isin value="US1220171060"/>
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        <balance>2586.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>837424.380000</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>BX 2024-GPA3 A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2024-GPA3</title>
        <cusip>123910AA9</cusip>
        <identifiers>
          <isin value="US123910AA98"/>
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        <balance>219555.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219966.690000</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>2039-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.9200000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX 2024-MDHS A 144A</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2024-MDHS</title>
        <cusip>12433BAA5</cusip>
        <identifiers>
          <isin value="US12433BAA52"/>
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        <balance>348067.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348393.570000</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>2041-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.2680000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>115000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115287.500000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.0270000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>BX 2025-TAIL A 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2025-TAIL</title>
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          <isin value="US123912AA54"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100093.650000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.0270000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>BX 2026-CLS B 144A</name>
        <lei>N/A</lei>
        <title>BX TRUST 2026-CLS</title>
        <cusip>123915AC4</cusip>
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          <isin value="US123915AC42"/>
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        <balance>100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100062.420000</valUSD>
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        <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>
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      <invstOrSec>
        <name>CABALETTA BIO INC</name>
        <lei>N/A</lei>
        <title>CABALETTA BIO INC</title>
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          <isin value="US12674W1099"/>
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        <balance>47082.000000</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>CACTUS INC - A</name>
        <lei>549300J3T8C9F8QFKV08</lei>
        <title>CACTUS INC</title>
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        <balance>13906.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>807104.240000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STATE STREET GLOBAL MARKETS LLC</name>
        <lei>549300FDEDF5ORXCMQ56</lei>
        <title>CAD/USD FWD 20260724 SBOSGB2X</title>
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        <balance>1.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>482.950000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAIXABANK SA 144A</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAIXABANK SA 144A</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CALIFORNIA RESOURCES CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CALIFORNIA WATER SERVICE GRP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CANADIAN NATURAL RESOURCES</name>
        <lei>549300T15RIMIKZC5Q38</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CANADIAN NATURAL RESOURCES</name>
        <lei>549300T15RIMIKZC5Q38</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANVA CLASS B COMMON STOCK PP</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
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        <name>CANVA SERIES A CVT PFD STOCK PP</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CANVA SERIES A-3 CVT PFD STOCK PP</name>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>CAPITAL ONE FINANCIAL CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CAPITAL ONE FINANCIAL CO</name>
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        <name>CAPSTONE COPPER CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CARMX 2024-1 B</name>
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        <name>CARMX 2024-3 A3</name>
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        <name>CARMX 2025-4 A4</name>
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        <name>CARMX 2025-4 A3</name>
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        <name>CMXS 2024-A A3</name>
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        <name>CMXS 2024-A B</name>
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      <invstOrSec>
        <name>CARRIAGE SERVICES INC</name>
        <lei>N/A</lei>
        <title>CARRIAGE SERVICES INC</title>
        <cusip>143905107</cusip>
        <identifiers>
          <isin value="US1439051079"/>
        </identifiers>
        <balance>7719.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317945.610000</valUSD>
        <pctVal>0.0073527521</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>CRVNA 2022-P1 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2022-P1</title>
        <cusip>14688DAF8</cusip>
        <identifiers>
          <isin value="US14688DAF87"/>
        </identifiers>
        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197948.760000</valUSD>
        <pctVal>0.0045777269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2024-N1 B 144A</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-N1</title>
        <cusip>14687QAD5</cusip>
        <identifiers>
          <isin value="US14687QAD51"/>
        </identifiers>
        <balance>111887.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112431.550000</valUSD>
        <pctVal>0.0026000715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6300000000</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>CRVNA 2024-P2 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-P2</title>
        <cusip>14688PAD6</cusip>
        <identifiers>
          <isin value="US14688PAD69"/>
        </identifiers>
        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202443.600000</valUSD>
        <pctVal>0.0046816737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2100000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2025-P3 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P3</title>
        <cusip>14688AAE7</cusip>
        <identifiers>
          <isin value="US14688AAE73"/>
        </identifiers>
        <balance>45000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44565.140000</valUSD>
        <pctVal>0.0010306053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2025-P3 A3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P3</title>
        <cusip>14688AAC1</cusip>
        <identifiers>
          <isin value="US14688AAC18"/>
        </identifiers>
        <balance>215000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214381.980000</valUSD>
        <pctVal>0.0049577585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2025-P4 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P4</title>
        <cusip>14689AAD8</cusip>
        <identifiers>
          <isin value="US14689AAD81"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495975.450000</valUSD>
        <pctVal>0.0114698376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2025-P4 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P4</title>
        <cusip>14689AAE6</cusip>
        <identifiers>
          <isin value="US14689AAE64"/>
        </identifiers>
        <balance>35000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34672.750000</valUSD>
        <pctVal>0.0008018357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5900000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2026-P2 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
        <cusip>14689CAF9</cusip>
        <identifiers>
          <isin value="US14689CAF95"/>
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        <balance>280000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282283.010000</valUSD>
        <pctVal>0.0065280253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2026-P2 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
        <cusip>14689CAE2</cusip>
        <identifiers>
          <isin value="US14689CAE21"/>
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        <balance>65000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65486.340000</valUSD>
        <pctVal>0.0015144251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1900000000</annualizedRt>
          <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>CARVANA CO 144A</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO</title>
        <cusip>146869AN2</cusip>
        <identifiers>
          <isin value="US146869AN20"/>
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        <balance>456867.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473990.760000</valUSD>
        <pctVal>0.0109614237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA CO 144A</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO</title>
        <cusip>146869AM4</cusip>
        <identifiers>
          <isin value="US146869AM47"/>
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        <balance>625520.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691191.410000</valUSD>
        <pctVal>0.0159843663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA CO</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO</title>
        <cusip>146869102</cusip>
        <identifiers>
          <isin value="US1468691027"/>
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        <balance>331860.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24225780.000000</valUSD>
        <pctVal>0.5602409624</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>CASELLA WASTE SYSTEMS INC-A</name>
        <lei>8EU0XUFVJ48U37IIDH51</lei>
        <title>CASELLA WASTE SYSTEMS INC</title>
        <cusip>147448104</cusip>
        <identifiers>
          <isin value="US1474481041"/>
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        <balance>17654.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1450629.180000</valUSD>
        <pctVal>0.0335469854</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>CATERPILLAR FINL SERVICE</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINANCIAL SERVICES CORP</title>
        <cusip>14913V2C1</cusip>
        <identifiers>
          <isin value="US14913V2C17"/>
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        <balance>435000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435177.280000</valUSD>
        <pctVal>0.0100638303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3000000000</annualizedRt>
          <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>CATERPILLAR INC</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CATERPILLAR INC</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
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        <balance>18382.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16100242.340000</valUSD>
        <pctVal>0.3723312629</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>CAVA GROUP INC</name>
        <lei>N/A</lei>
        <title>CAVA GROUP INC</title>
        <cusip>148929102</cusip>
        <identifiers>
          <isin value="US1489291021"/>
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        <balance>502.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38985.320000</valUSD>
        <pctVal>0.0009015674</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>CBOE GLOBAL MARKETS INC</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>CBOE GLOBAL MARKETS INC</title>
        <cusip>12503M108</cusip>
        <identifiers>
          <isin value="US12503M1080"/>
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        <balance>2517.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>839570.520000</valUSD>
        <pctVal>0.0194157545</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>CBRE SERVICES INC</name>
        <lei>549300CTE3HOMEUMM603</lei>
        <title>CBRE SERVICES INC</title>
        <cusip>12505BAL4</cusip>
        <identifiers>
          <isin value="US12505BAL45"/>
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        <balance>55000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54262.490000</valUSD>
        <pctVal>0.0012548644</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>4.9000000000</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>CBRE SERVICES INC</name>
        <lei>549300CTE3HOMEUMM603</lei>
        <title>CBRE SERVICES INC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCHWAB (CHARLES) 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>CACLN 2025-1 B 144A</name>
        <lei>N/A</lei>
        <title>CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1</title>
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          <isin value="US46591HCS76"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHASE 2024-RPL4 A1B 144A</name>
        <lei>N/A</lei>
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          <isin value="US16160NAC56"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>CHECKR INC CVT PFD SR C PP</name>
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      <invstOrSec>
        <name>CHECKR INC COMMON STOCK PP</name>
        <lei>N/A</lei>
        <title>CHECKR INC COMMON STOCK PP</title>
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          <other otherDesc="Internal ID" value="3629319"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CHECKR INC CVT PFD SR D PP</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="TC5M7ARO0"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHENIERE ENERGY INC 144A</name>
        <lei>MIHC87W9WTYSYZWV1J40</lei>
        <title>CHENIERE ENERGY 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>2036-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS</name>
        <lei>5493005UEC8AZ34LDV29</lei>
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          <isin value="US16411QAS03"/>
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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>2034-08-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS 144A</name>
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        <title>CHENIERE ENERGY PARTNERS LP</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-30</maturityDt>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS 144A</name>
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        <title>CHENIERE ENERGY PARTNERS LP</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-11-30</maturityDt>
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        <name>CHENIERE ENERGY PARTNERS</name>
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        <name>CHENIERE ENERGY PARTNERS</name>
        <lei>5493005UEC8AZ34LDV29</lei>
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        <name>CHENIERE ENERGY PARTNERS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHESAPEAKE UTILITIES CORP</name>
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        <name>CHEVRON CORP</name>
        <lei>N/A</lei>
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        <name>CHILE ELECTRICITY LUX 144A</name>
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        <name>CHILE</name>
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        <name>CHIPOTLE MEXICAN GRILL INC</name>
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        <name>CHUBB LTD</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>CHUBB LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIFC 2018-1A A1R 144A</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIGNA GROUP/THE</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CISCO SYSTEMS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>CGCMT 2020-555 C 144A</name>
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        <name>CITIGROUP INC</name>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.8750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COHU INC</name>
        <lei>529900FJPORJ3JJ2XS33</lei>
        <title>COHU INC</title>
        <cusip>192576106</cusip>
        <identifiers>
          <isin value="US1925761066"/>
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        <balance>4119.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217277.250000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLES GROUP LTD</name>
        <lei>549300OHQRG2HN8LZ793</lei>
        <title>COLES GROUP LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU0000030678"/>
        </identifiers>
        <balance>141509.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.391304"/>
        <valUSD>2205112.200000</valUSD>
        <pctVal>0.0509950219</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>COLGATE-PALMOLIVE CO</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>COLGATE-PALMOLIVE CO</title>
        <cusip>194162103</cusip>
        <identifiers>
          <isin value="US1941621039"/>
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        <balance>66919.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6031409.470000</valUSD>
        <pctVal>0.1394812735</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>COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOMBIA GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>195325EP6</cusip>
        <identifiers>
          <isin value="US195325EP60"/>
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        <balance>260000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272221.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.7500000000</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>
      <invstOrSec>
        <name>COLT 2026-3 A1 144A</name>
        <lei>213800QYCRRUE6YO2512</lei>
        <title>COLT 2026-3 MORTGAGE LOAN TRUST</title>
        <cusip>19689GAF9</cusip>
        <identifiers>
          <isin value="US19689GAF90"/>
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        <balance>125000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124641.830000</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>2071-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.1190000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA BANKING SYSTEM INC</name>
        <lei>254900CTRJTQZ3BJ2V17</lei>
        <title>COLUMBIA BANKING SYSTEM INC</title>
        <cusip>197236102</cusip>
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          <isin value="US1972361026"/>
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        <balance>72353.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2144542.920000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA PIPELINE HOLDCO 144A</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES HOLDING CO LLC</title>
        <cusip>19828AAC1</cusip>
        <identifiers>
          <isin value="US19828AAC18"/>
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        <balance>134000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137528.520000</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>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6810000000</annualizedRt>
          <isDefault>N</isDefault>
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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>
        <name>COLUMBIA PIPELINES OPCO 144A</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES OPERATING CO LLC</title>
        <cusip>19828BAA3</cusip>
        <identifiers>
          <isin value="US19828BAA35"/>
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        <balance>95000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96025.310000</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>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5070000000</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>COMISION FEDERAL DE ELEC 144A</name>
        <lei>4469000001BFPONMPF32</lei>
        <title>COMISION FEDERAL DE ELECTRICIDAD</title>
        <cusip>200447AP5</cusip>
        <identifiers>
          <isin value="US200447AP57"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200152.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.4500000000</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>COMISION FEDERAL DE ELEC 144A</name>
        <lei>4469000001BFPONMPF32</lei>
        <title>COMISION FEDERAL DE ELECTRICIDAD</title>
        <cusip>200447AQ3</cusip>
        <identifiers>
          <isin value="US200447AQ31"/>
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        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196302.300000</valUSD>
        <pctVal>0.0045396511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0450000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH</title>
        <cusip>20268JAF0</cusip>
        <identifiers>
          <isin value="US20268JAF03"/>
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        <balance>21000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19342.850000</valUSD>
        <pctVal>0.0004473192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7820000000</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>COMMONWEALTH EDISON CO</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>COMMONWEALTH EDISON CO</title>
        <cusip>202795KD1</cusip>
        <identifiers>
          <isin value="US202795KD12"/>
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        <balance>120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120811.610000</valUSD>
        <pctVal>0.0027938672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8500000000</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>COMPASS GROUP PLC</name>
        <lei>2138008M6MH9OZ6U2T68</lei>
        <title>COMPASS GROUP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BD6K4575"/>
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        <balance>205262.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6582811.680000</valUSD>
        <pctVal>0.1522329003</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONE 2024-DFW1 A 144A</name>
        <lei>N/A</lei>
        <title>CONE TRUST 2024-DFW1</title>
        <cusip>20682AAA8</cusip>
        <identifiers>
          <isin value="US20682AAA88"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248984.380000</valUSD>
        <pctVal>0.0057579673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.2690000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAS 2025-R01 1A1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES SERIES 2025-R01</title>
        <cusip>20755JAA1</cusip>
        <identifiers>
          <isin value="US20755JAA16"/>
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        <balance>52238.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52291.090000</valUSD>
        <pctVal>0.0012092742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.5620000000</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>CAS 2024-R04 1A1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2024-R04</title>
        <cusip>20753GAA9</cusip>
        <identifiers>
          <isin value="US20753GAA94"/>
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        <balance>76574.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76692.800000</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>2044-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.6120000000</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>CAS 2024-R05 2A1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2024-R05</title>
        <cusip>20754XAA1</cusip>
        <identifiers>
          <isin value="US20754XAA19"/>
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        <balance>80773.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80885.330000</valUSD>
        <pctVal>0.0018705394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.6120000000</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>CAS 2025-R03 2A1 144A</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2025-R03</title>
        <cusip>20754VAA5</cusip>
        <identifiers>
          <isin value="US20754VAA52"/>
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        <balance>32691.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32864.050000</valUSD>
        <pctVal>0.0007600080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.0620000000</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>
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        <name>DATADOG INC - CLASS A</name>
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        <name>DBS GROUP HOLDINGS LTD</name>
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        <name>DEERE &amp; COMPANY</name>
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        <name>DEFT 2023-3 C 144A</name>
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        <name>DEFT 2024-2 A3 144A</name>
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        <name>DEFT 2025-2 A3 144A</name>
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        <name>DENALI THERAPEUTICS INC</name>
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        <name>DIAMONDBACK ENERGY INC</name>
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      <invstOrSec>
        <name>DIANTHUS THERAPEUTICS INC</name>
        <lei>549300Z3N6ODPCOFC890</lei>
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        <cusip>252828108</cusip>
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          <isin value="US2528281080"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DIME COMMUNITY BANCSHARES INC</name>
        <lei>N/A</lei>
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        <cusip>25432X102</cusip>
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          <isin value="US25432X1028"/>
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        <balance>33114.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1239125.880000</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>DIPLOMA PLC</name>
        <lei>2138008OGI7VYG8FGR19</lei>
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        <cusip>000000000</cusip>
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          <isin value="GB0001826634"/>
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        <balance>9869.000000</balance>
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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>DLLMT 2026-1A A3 144A</name>
        <lei>N/A</lei>
        <title>DLLMT 2026-1 LLC</title>
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          <isin value="US23347JAC62"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2000000000</annualizedRt>
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      <invstOrSec>
        <name>DLLMT 2026-1A A4 144A</name>
        <lei>N/A</lei>
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          <isin value="US23347JAD46"/>
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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>2033-09-20</maturityDt>
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      <invstOrSec>
        <name>DLLST 2024-1A A3 144A</name>
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          <isin value="US23346HAC16"/>
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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>2027-08-20</maturityDt>
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      <invstOrSec>
        <name>DLLST 2024-1A A4 144A</name>
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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>2030-04-22</maturityDt>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DOLLAR TREE 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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        <name>DOORDASH INC - A</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DRIVE 2021-3 D 144A</name>
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        <title>DRIVE AUTO RECEIVABLES TRUST 2021-3</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DRIVE 2025-2 B</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONK 2020-2A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HONK 2020-1A A2 144A</name>
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        <name>DUTCH BROS INC-CLASS A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DYNE THERAPEUTICS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>EAGLE FUNDING LUXCO SARL 144A</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EAST WEST BANCORP INC</name>
        <lei>254900O4X656YXFOYB11</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>EASTERN BANKSHARES INC</name>
        <lei>549300J245MBQU3DO403</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>EASTGROUP PROPERTIES INC</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>EATON CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EATON CORP PLC</name>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ECHOSTAR CORP-A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ECOLAB INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ECOLAB INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EFMT 2025-INV2 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EFMT 2025-NQM6 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EFMT 2026-INV2 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EFMT 2026-NQM4 A1 144A</name>
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        <name>ELANCO ANIMAL HEALTH INC</name>
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        <name>EHGVT 2023-A B 144A</name>
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        <name>ELD 2025-2A A1 144A</name>
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        <title>ELDRIDGE CLO 2025-2 LTD</title>
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        <name>ELEMENT FLEET MANAGEMENT CORP</name>
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        <name>ELEMENT SOLUTIONS INC</name>
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        <name>ELI LILLY &amp; CO</name>
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        <title>ELI LILLY &amp; CO</title>
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        <name>ELI LILLY &amp; CO</name>
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        <name>ELI LILLY &amp; CO</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>ELI LILLY &amp; CO</title>
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        <name>EMD FINANCE LLC 144A</name>
        <lei>529900C8KS5G529A0B76</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENCOMPASS HEALTH CORP</name>
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        <name>ENEL SPA</name>
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      <invstOrSec>
        <name>ENGIE</name>
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        <name>ENPHASE ENERGY INC</name>
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      <invstOrSec>
        <name>ENPRO INC</name>
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        <name>EFF 2024-3 A3 144A</name>
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        <name>EQT CORP</name>
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        <name>ESAB CORP SER A CVT PFD COMMIT PIPE PP</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ESART 2025-3 A3</name>
        <lei>N/A</lei>
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        <cusip>30185FAC4</cusip>
        <identifiers>
          <isin value="US30185FAC41"/>
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        <balance>175000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>174491.850000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ESART 2026-1 A2</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2026-1</title>
        <cusip>301868AB1</cusip>
        <identifiers>
          <isin value="US301868AB18"/>
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        <balance>80000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80053.340000</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>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ESART 2026-1 A3</name>
        <lei>N/A</lei>
        <title>EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2026-1</title>
        <cusip>301868AC9</cusip>
        <identifiers>
          <isin value="US301868AC90"/>
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        <balance>365000.000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BK INDIA 144A</name>
        <lei>335800OFZ8YEIVN1QI11</lei>
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        <identifiers>
          <isin value="US30218VAC00"/>
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        <balance>200000.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP</title>
        <cusip>30231G102</cusip>
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          <isin value="US30231G1022"/>
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        <balance>50132.000000</balance>
        <units>NS</units>
        <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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FABRINET</name>
        <lei>5493004TETZ6IYF7CV44</lei>
        <title>FABRINET</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG3323L1005"/>
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        <balance>2966.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1940238.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNS 435 C24</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE INTEREST STRIP</title>
        <cusip>31424UAZ9</cusip>
        <identifiers>
          <isin value="US31424UAZ93"/>
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        <balance>221406.120000</balance>
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        <curCd>USD</curCd>
        <valUSD>29157.820000</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>2052-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNS 319 2</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE INTEREST STRIP</title>
        <cusip>3136FAHB9</cusip>
        <identifiers>
          <isin value="US3136FAHB93"/>
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        <balance>338.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42.380000</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>2032-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F020661</cusip>
        <identifiers>
          <isin value="US01F0206619"/>
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        <balance>3485000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2788115.010000</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>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F022667</cusip>
        <identifiers>
          <isin value="US01F0226674"/>
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        <balance>1485000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1242998.460000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F062663</cusip>
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        <balance>340000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353280.400000</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>6.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F032666</cusip>
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        <balance>2625000.000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
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          <isin value="US01F0224695"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR TBA JUN</name>
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        <cusip>01F050668</cusip>
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        <balance>1740000.000000</balance>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
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        <name>FNMA 30 YR TBA JUN</name>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR TBA JUN</name>
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        <balance>360000.000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR TBA JUN</name>
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        <balance>610000.000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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 TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE OR FREDDIE MAC</title>
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        <curCd>USD</curCd>
        <valUSD>1427596.730000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FANNIE MAE OR FREDDIE MAC</title>
        <cusip>01F042467</cusip>
        <identifiers>
          <isin value="US01F0424675"/>
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        <balance>140000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138508.720000</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>2038-06-01</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>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE OR FREDDIE MAC</title>
        <cusip>01F042665</cusip>
        <identifiers>
          <isin value="US01F0426654"/>
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        <balance>645000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619072.290000</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>2035-01-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15 YR TBA JUN</name>
        <lei>N/A</lei>
        <title>FANNIE MAE OR FREDDIE MAC</title>
        <cusip>01F020463</cusip>
        <identifiers>
          <isin value="US01F0204630"/>
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        <balance>80000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73383.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</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>
          <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>3140X4TB2</cusip>
        <identifiers>
          <isin value="US3140X4TB26"/>
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        <balance>43285.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38789.870000</valUSD>
        <pctVal>0.0008970474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</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>3140XM5T9</cusip>
        <identifiers>
          <isin value="US3140XM5T97"/>
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        <balance>334856.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314935.540000</valUSD>
        <pctVal>0.0072831418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</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>3140XAB43</cusip>
        <identifiers>
          <isin value="US3140XAB436"/>
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        <balance>77280.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78094.170000</valUSD>
        <pctVal>0.0018059915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</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>31419DL74</cusip>
        <identifiers>
          <isin value="US31419DL741"/>
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        <balance>12856.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12759.940000</valUSD>
        <pctVal>0.0002950840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</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>3140JACW6</cusip>
        <identifiers>
          <isin value="US3140JACW69"/>
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        <balance>42842.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40823.450000</valUSD>
        <pctVal>0.0009440756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</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>3140QEYY2</cusip>
        <identifiers>
          <isin value="US3140QEYY27"/>
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        <balance>531622.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456274.870000</valUSD>
        <pctVal>0.0105517293</pctVal>
        <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>
          <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>31418EAN0</cusip>
        <identifiers>
          <isin value="US31418EAN04"/>
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        <balance>3653.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3078.380000</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>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31368HMQ3</cusip>
        <identifiers>
          <isin value="US31368HMQ38"/>
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        <balance>3509.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3606.330000</valUSD>
        <pctVal>0.0000833993</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>
          <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>3140W4E86</cusip>
        <identifiers>
          <isin value="US3140W4E861"/>
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        <balance>24634.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24338.890000</valUSD>
        <pctVal>0.0005628567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>3140XBDR8</cusip>
        <identifiers>
          <isin value="US3140XBDR82"/>
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        <balance>31160.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30457.280000</valUSD>
        <pctVal>0.0007043495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</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>31385W2S7</cusip>
        <identifiers>
          <isin value="US31385W2S74"/>
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        <balance>1191.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224.210000</valUSD>
        <pctVal>0.0000283109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QUZY5</cusip>
        <identifiers>
          <isin value="US3140QUZY59"/>
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        <balance>7922.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8147.460000</valUSD>
        <pctVal>0.0001884167</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>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402DC24</cusip>
        <identifiers>
          <isin value="US31402DC241"/>
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        <balance>9392.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9504.710000</valUSD>
        <pctVal>0.0002198042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6604.950000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <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>
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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>50557.500000</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>
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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>
          <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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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31416VKM53"/>
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        <balance>7955.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8272.400000</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>2037-02-01</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X6ST9</cusip>
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          <isin value="US3140X6ST90"/>
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        <balance>104261.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98097.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>3138ELB36</cusip>
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          <isin value="US3138ELB361"/>
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        <balance>13293.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12508.430000</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="US31417WUE91"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <valUSD>182488.460000</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140FPDG16"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38617.430000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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="US31418CQD91"/>
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        <balance>12574.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11787.220000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138X0Y365"/>
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        <balance>4752.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4323.910000</valUSD>
        <pctVal>0.0000999940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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      </invstOrSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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      </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>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>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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        <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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        <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>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>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264370.640000</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>2053-01-01</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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71990.760000</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>
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          <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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      </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>44830.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41606.350000</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>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <identifiers>
          <isin value="US3140X9DD43"/>
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        <balance>75011.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67327.850000</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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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140W3GH69"/>
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        <curCd>USD</curCd>
        <valUSD>120895.020000</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>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</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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          <couponKind>Fixed</couponKind>
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        <name>FNMA 15YR</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>
        <valUSD>2765.550000</valUSD>
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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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          <isin value="US3140XGEQ87"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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        <valUSD>199687.350000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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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        <curCd>USD</curCd>
        <valUSD>25128.200000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138W9C322"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6769.740000</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>3.5000000000</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>31418AK31</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23694.160000</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>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QMTP9</cusip>
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          <isin value="US3140QMTP90"/>
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        <balance>353657.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287231.310000</valUSD>
        <pctVal>0.0066424588</pctVal>
        <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>
          <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>3138LXQH5</cusip>
        <identifiers>
          <isin value="US3138LXQH57"/>
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        <balance>15064.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14169.230000</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>2042-06-01</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EAS90"/>
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        <balance>904982.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831036.570000</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>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>31417SBL3</cusip>
        <identifiers>
          <isin value="US31417SBL34"/>
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        <balance>2361.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2345.510000</valUSD>
        <pctVal>0.0000542418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140NGTB6</cusip>
        <identifiers>
          <isin value="US3140NGTB63"/>
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        <balance>143375.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142010.350000</valUSD>
        <pctVal>0.0032841054</pctVal>
        <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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <identifiers>
          <isin value="US31385JJC36"/>
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        <balance>3866.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4037.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <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>
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          <isin value="US31416BN531"/>
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        <curCd>USD</curCd>
        <valUSD>6409.250000</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>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J9VD08"/>
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        <curCd>USD</curCd>
        <valUSD>15003.630000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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="US31418EBR09"/>
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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="US31418DYY20"/>
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        <curCd>USD</curCd>
        <valUSD>401809.760000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <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="US31403C6U04"/>
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        <balance>2574.610000</balance>
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        <curCd>USD</curCd>
        <valUSD>2645.570000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</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>3138ARBE3</cusip>
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          <isin value="US3138ARBE33"/>
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        <balance>12013.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11621.180000</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>
          <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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        <identifiers>
          <isin value="US31418EMS62"/>
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        <balance>19498.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19352.250000</valUSD>
        <pctVal>0.0004475366</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</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>3140X9KW4</cusip>
        <identifiers>
          <isin value="US3140X9KW41"/>
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        <balance>44928.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44475.100000</valUSD>
        <pctVal>0.0010285230</pctVal>
        <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>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>3138ETLH7</cusip>
        <identifiers>
          <isin value="US3138ETLH73"/>
        </identifiers>
        <balance>47671.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48209.730000</valUSD>
        <pctVal>0.0011148894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>31402QYY1</cusip>
        <identifiers>
          <isin value="US31402QYY15"/>
        </identifiers>
        <balance>364.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374.420000</valUSD>
        <pctVal>0.0000086588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EG3M4</cusip>
        <identifiers>
          <isin value="US3138EG3M43"/>
        </identifiers>
        <balance>43285.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41976.520000</valUSD>
        <pctVal>0.0009707413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</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>3140LNFD4</cusip>
        <identifiers>
          <isin value="US3140LNFD45"/>
        </identifiers>
        <balance>68442.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58546.610000</valUSD>
        <pctVal>0.0013539382</pctVal>
        <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>
          <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 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XJB93</cusip>
        <identifiers>
          <isin value="US3140XJB932"/>
        </identifiers>
        <balance>57225.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49638.440000</valUSD>
        <pctVal>0.0011479295</pctVal>
        <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>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>3140QKN87</cusip>
        <identifiers>
          <isin value="US3140QKN871"/>
        </identifiers>
        <balance>10307.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8745.910000</valUSD>
        <pctVal>0.0002022563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138W9NY2</cusip>
        <identifiers>
          <isin value="US3138W9NY26"/>
        </identifiers>
        <balance>26841.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24534.230000</valUSD>
        <pctVal>0.0005673741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>31390MFQ2</cusip>
        <identifiers>
          <isin value="US31390MFQ24"/>
        </identifiers>
        <balance>984.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027.930000</valUSD>
        <pctVal>0.0000237717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</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>3138EG3S1</cusip>
        <identifiers>
          <isin value="US3138EG3S13"/>
        </identifiers>
        <balance>3431.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3644.950000</valUSD>
        <pctVal>0.0000842924</pctVal>
        <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>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>3140XMB62</cusip>
        <identifiers>
          <isin value="US3140XMB621"/>
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        <balance>52623.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54484.950000</valUSD>
        <pctVal>0.0012600090</pctVal>
        <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>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>3140QVGT5</cusip>
        <identifiers>
          <isin value="US3140QVGT58"/>
        </identifiers>
        <balance>30564.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30835.860000</valUSD>
        <pctVal>0.0007131045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XH2F3</cusip>
        <identifiers>
          <isin value="US3140XH2F39"/>
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        <balance>36028.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30790.320000</valUSD>
        <pctVal>0.0007120513</pctVal>
        <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>2.5000000000</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>31418DQ88</cusip>
        <identifiers>
          <isin value="US31418DQ882"/>
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        <balance>25788.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21869.600000</valUSD>
        <pctVal>0.0005057524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <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>31417GH25</cusip>
        <identifiers>
          <isin value="US31417GH258"/>
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        <balance>17372.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15809.550000</valUSD>
        <pctVal>0.0003656088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</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>31418CXN9</cusip>
        <identifiers>
          <isin value="US31418CXN90"/>
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        <balance>194746.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184779.950000</valUSD>
        <pctVal>0.0042731874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QCNB8</cusip>
        <identifiers>
          <isin value="US3140QCNB86"/>
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        <balance>48098.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46155.640000</valUSD>
        <pctVal>0.0010673869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <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>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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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>11104.290000</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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        <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>7075.430000</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>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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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          <isin value="US31419ADC80"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6838.700000</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>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WPEG5</cusip>
        <identifiers>
          <isin value="US3138WPEG59"/>
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        <balance>5428.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5105.750000</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>3.5000000000</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="US3138MBKY16"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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="US31417UEC53"/>
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        <balance>4608.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4577.560000</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>2039-12-01</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>3140XHXF9</cusip>
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        <balance>430169.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365696.880000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>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>3138ERDM9</cusip>
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          <isin value="US3138ERDM94"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24428.760000</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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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31417GFT85"/>
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        <balance>14883.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14003.700000</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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      <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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      </invstOrSec>
      <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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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140Y8MX13"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140QTTP44"/>
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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="US31402DJS09"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>20908.650000</balance>
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        <curCd>USD</curCd>
        <valUSD>20225.280000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</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="US31418D2M38"/>
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        <balance>177322.390000</balance>
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        <curCd>USD</curCd>
        <valUSD>149720.400000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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="US3140QLM608"/>
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        <balance>7382.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6257.410000</valUSD>
        <pctVal>0.0001447077</pctVal>
        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WAZC4</cusip>
        <identifiers>
          <isin value="US3138WAZC48"/>
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        <balance>18854.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18588.170000</valUSD>
        <pctVal>0.0004298666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QUM94</cusip>
        <identifiers>
          <isin value="US3140QUM948"/>
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        <balance>22656.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22919.930000</valUSD>
        <pctVal>0.0005300421</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>
          <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>3138ERCZ1</cusip>
        <identifiers>
          <isin value="US3138ERCZ17"/>
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        <balance>23685.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22907.700000</valUSD>
        <pctVal>0.0005297593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>3138WJGD4</cusip>
        <identifiers>
          <isin value="US3138WJGD41"/>
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        <balance>87444.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78887.020000</valUSD>
        <pctVal>0.0018243268</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>
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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>13925.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13504.110000</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>
          <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>31417KXK8</cusip>
        <identifiers>
          <isin value="US31417KXK86"/>
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        <balance>4197.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4168.940000</valUSD>
        <pctVal>0.0000964101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <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>31403DE70</cusip>
        <identifiers>
          <isin value="US31403DE708"/>
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        <balance>180.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187.290000</valUSD>
        <pctVal>0.0000043312</pctVal>
        <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>6.0000000000</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>31418ECD0</cusip>
        <identifiers>
          <isin value="US31418ECD04"/>
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        <balance>544588.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499773.440000</valUSD>
        <pctVal>0.0115576693</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>2.0000000000</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>3138ERTY6</cusip>
        <identifiers>
          <isin value="US3138ERTY68"/>
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        <balance>77278.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72058.900000</valUSD>
        <pctVal>0.0016664210</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>
          <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>31410LQQ8</cusip>
        <identifiers>
          <isin value="US31410LQQ85"/>
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        <balance>2118.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2142.500000</valUSD>
        <pctVal>0.0000495471</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XCV21</cusip>
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          <isin value="US3140XCV216"/>
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        <balance>100516.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92855.070000</valUSD>
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        <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>
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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>
        <cusip>3138YTK86</cusip>
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          <isin value="US3138YTK868"/>
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        <balance>10307.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10060.100000</valUSD>
        <pctVal>0.0002326480</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <identifiers>
          <isin value="US31403DRS08"/>
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        <balance>1534.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1553.100000</valUSD>
        <pctVal>0.0000359167</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>3140JACF3</cusip>
        <identifiers>
          <isin value="US3140JACF37"/>
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        <balance>30746.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27972.290000</valUSD>
        <pctVal>0.0006468821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</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>
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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>80374.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70403.260000</valUSD>
        <pctVal>0.0016281329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>31368HMU4</cusip>
        <identifiers>
          <isin value="US31368HMU40"/>
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        <balance>17369.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18352.870000</valUSD>
        <pctVal>0.0004244251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402RDG1</cusip>
        <identifiers>
          <isin value="US31402RDG11"/>
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        <balance>1492.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1545.430000</valUSD>
        <pctVal>0.0000357393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410KSS4</cusip>
        <identifiers>
          <isin value="US31410KSS41"/>
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        <balance>5237.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5301.240000</valUSD>
        <pctVal>0.0001225955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140W32X6</cusip>
        <identifiers>
          <isin value="US3140W32X69"/>
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        <balance>261923.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222748.040000</valUSD>
        <pctVal>0.0051512305</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>
        </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>3140XALH3</cusip>
        <identifiers>
          <isin value="US3140XALH36"/>
        </identifiers>
        <balance>242886.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237926.280000</valUSD>
        <pctVal>0.0055022397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31371LWU9</cusip>
        <identifiers>
          <isin value="US31371LWU96"/>
        </identifiers>
        <balance>2906.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3009.670000</valUSD>
        <pctVal>0.0000696011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EE63</cusip>
        <identifiers>
          <isin value="US31418EE639"/>
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        <balance>41347.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39984.680000</valUSD>
        <pctVal>0.0009246784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
        </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>31419JSV1</cusip>
        <identifiers>
          <isin value="US31419JSV16"/>
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        <balance>52127.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51735.140000</valUSD>
        <pctVal>0.0011964174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </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>31402RUW7</cusip>
        <identifiers>
          <isin value="US31402RUW77"/>
        </identifiers>
        <balance>1464.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1505.390000</valUSD>
        <pctVal>0.0000348134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </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>3140QCKG0</cusip>
        <identifiers>
          <isin value="US3140QCKG01"/>
        </identifiers>
        <balance>24374.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21609.980000</valUSD>
        <pctVal>0.0004997484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>31417VN66</cusip>
        <identifiers>
          <isin value="US31417VN669"/>
        </identifiers>
        <balance>7353.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7304.160000</valUSD>
        <pctVal>0.0001689147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>31416BLC0</cusip>
        <identifiers>
          <isin value="US31416BLC09"/>
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        <balance>563.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578.690000</valUSD>
        <pctVal>0.0000133827</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>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>
        </securityLending>
      </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>377027.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387874.020000</valUSD>
        <pctVal>0.0089699037</pctVal>
        <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31408GJG3</cusip>
        <identifiers>
          <isin value="US31408GJG38"/>
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        <balance>558.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570.010000</valUSD>
        <pctVal>0.0000131819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.0200000000</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>3138WFRH1</cusip>
        <identifiers>
          <isin value="US3138WFRH14"/>
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        <balance>4353.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4175.990000</valUSD>
        <pctVal>0.0000965732</pctVal>
        <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>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DWF2</cusip>
        <identifiers>
          <isin value="US31403DWF22"/>
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        <balance>6834.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7029.900000</valUSD>
        <pctVal>0.0001625722</pctVal>
        <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>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EMHW4</cusip>
        <identifiers>
          <isin value="US3138EMHW44"/>
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        <balance>1725.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1764.600000</valUSD>
        <pctVal>0.0000408078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402RFU8</cusip>
        <identifiers>
          <isin value="US31402RFU86"/>
        </identifiers>
        <balance>618.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626.260000</valUSD>
        <pctVal>0.0000144828</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>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 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J5UV9</cusip>
        <identifiers>
          <isin value="US3140J5UV92"/>
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        <balance>35402.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34226.790000</valUSD>
        <pctVal>0.0007915225</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>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31402RRN16"/>
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        <curCd>USD</curCd>
        <valUSD>7868.620000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38027.520000</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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          <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>173656.390000</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>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>
          <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>3140QWBA9</cusip>
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          <isin value="US3140QWBA95"/>
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        <balance>219832.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222027.640000</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>2055-02-01</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>3140J9HW4</cusip>
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          <isin value="US3140J9HW45"/>
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        <balance>38416.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34656.780000</valUSD>
        <pctVal>0.0008014664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</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>31406AUU4</cusip>
        <identifiers>
          <isin value="US31406AUU41"/>
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        <balance>1555.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1596.750000</valUSD>
        <pctVal>0.0000369261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410LUV2</cusip>
        <identifiers>
          <isin value="US31410LUV25"/>
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        <balance>65619.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61161.560000</valUSD>
        <pctVal>0.0014144111</pctVal>
        <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>3140N16U2</cusip>
        <identifiers>
          <isin value="US3140N16U22"/>
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        <balance>158176.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156990.080000</valUSD>
        <pctVal>0.0036305239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>31418CR97</cusip>
        <identifiers>
          <isin value="US31418CR973"/>
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        <balance>108413.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103305.570000</valUSD>
        <pctVal>0.0023890257</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>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>31410KWU4</cusip>
        <identifiers>
          <isin value="US31410KWU41"/>
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        <balance>5763.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5992.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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>
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          <isin value="US31371MNT08"/>
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        <curCd>USD</curCd>
        <valUSD>5918.650000</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>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XHK978"/>
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        <curCd>USD</curCd>
        <valUSD>32641.670000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J9LQ21"/>
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        <balance>112633.210000</balance>
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        <curCd>USD</curCd>
        <valUSD>102949.790000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>
        <cusip>31418CJA3</cusip>
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          <isin value="US31418CJA36"/>
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        <curCd>USD</curCd>
        <valUSD>56114.270000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <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>
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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="US3140QVLJ12"/>
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        <balance>144761.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146515.500000</valUSD>
        <pctVal>0.0033882907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31371KWK3</cusip>
        <identifiers>
          <isin value="US31371KWK32"/>
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        <balance>2631.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2747.760000</valUSD>
        <pctVal>0.0000635442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ENF87</cusip>
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          <isin value="US3138ENF871"/>
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        <balance>19767.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20288.460000</valUSD>
        <pctVal>0.0004691872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <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>3138WMW49</cusip>
        <identifiers>
          <isin value="US3138WMW490"/>
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        <balance>3157.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2971.180000</valUSD>
        <pctVal>0.0000687110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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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        <balance>17555.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17760.200000</valUSD>
        <pctVal>0.0004107191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31419ADK0</cusip>
        <identifiers>
          <isin value="US31419ADK07"/>
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        <balance>1949.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2003.240000</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>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410F5C5</cusip>
        <identifiers>
          <isin value="US31410F5C54"/>
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        <balance>13260.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13415.030000</valUSD>
        <pctVal>0.0003102335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>3140QUNB8</cusip>
        <identifiers>
          <isin value="US3140QUNB84"/>
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        <balance>106375.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107535.190000</valUSD>
        <pctVal>0.0024868392</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>
        </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>3140XLVH8</cusip>
        <identifiers>
          <isin value="US3140XLVH80"/>
        </identifiers>
        <balance>5160.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5204.250000</valUSD>
        <pctVal>0.0001203525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WKHN8</cusip>
        <identifiers>
          <isin value="US3138WKHN86"/>
        </identifiers>
        <balance>2641.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2488.530000</valUSD>
        <pctVal>0.0000575493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</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>3140J8GH0</cusip>
        <identifiers>
          <isin value="US3140J8GH04"/>
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        <balance>224849.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202565.490000</valUSD>
        <pctVal>0.0046844925</pctVal>
        <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>3.0000000000</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>3138WZWA6</cusip>
        <identifiers>
          <isin value="US3138WZWA69"/>
        </identifiers>
        <balance>9210.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8663.950000</valUSD>
        <pctVal>0.0002003609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QC4X1</cusip>
        <identifiers>
          <isin value="US3140QC4X14"/>
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        <balance>72377.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64173.300000</valUSD>
        <pctVal>0.0014840600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EQZU9</cusip>
        <identifiers>
          <isin value="US3138EQZU99"/>
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        <balance>19951.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20189.230000</valUSD>
        <pctVal>0.0004668924</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>
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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>3140XJKB8</cusip>
        <identifiers>
          <isin value="US3140XJKB83"/>
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        <balance>506003.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464363.150000</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>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>3138WJG44</cusip>
        <identifiers>
          <isin value="US3138WJG440"/>
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        <balance>70088.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62904.150000</valUSD>
        <pctVal>0.0014547099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WD5K3</cusip>
        <identifiers>
          <isin value="US3138WD5K34"/>
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        <balance>3522.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3401.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</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>31418ED64</cusip>
        <identifiers>
          <isin value="US31418ED649"/>
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        <balance>191301.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167569.900000</valUSD>
        <pctVal>0.0038751909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>31418ECP3</cusip>
        <identifiers>
          <isin value="US31418ECP34"/>
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        <balance>156757.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126216.390000</valUSD>
        <pctVal>0.0029188572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>3140FGMN6</cusip>
        <identifiers>
          <isin value="US3140FGMN66"/>
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        <balance>41616.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37491.940000</valUSD>
        <pctVal>0.0008670318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERT59</cusip>
        <identifiers>
          <isin value="US3138ERT592"/>
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        <balance>46079.600000</balance>
        <units>PA</units>
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        <valUSD>44566.010000</valUSD>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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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        <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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        <securityLending>
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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>763.980000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37924.830000</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>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QRKQ5</cusip>
        <identifiers>
          <isin value="US3140QRKQ51"/>
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        <balance>288695.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300067.480000</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>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402Q2V2</cusip>
        <identifiers>
          <isin value="US31402Q2V25"/>
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        <balance>15510.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15695.160000</valUSD>
        <pctVal>0.0003629634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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>
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        <identifiers>
          <isin value="US31417DF994"/>
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        <balance>15076.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13838.230000</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>
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          <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>
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        <identifiers>
          <isin value="US3138X53G00"/>
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        <balance>7645.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7192.360000</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>3.5000000000</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="US3140QEAQ58"/>
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        <curCd>USD</curCd>
        <valUSD>71326.860000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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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="US3140QDEN09"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31419AVS31"/>
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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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          <isin value="US3138EJ7F91"/>
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        <balance>59116.670000</balance>
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        <curCd>USD</curCd>
        <valUSD>57184.520000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QS4E88"/>
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        <curCd>USD</curCd>
        <valUSD>92849.090000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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="US3138MQX995"/>
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        <balance>27166.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25551.800000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</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>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EQCM2</cusip>
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          <isin value="US3138EQCM21"/>
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        <balance>7842.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7929.540000</valUSD>
        <pctVal>0.0001833771</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <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>3138ERA59</cusip>
        <identifiers>
          <isin value="US3138ERA592"/>
        </identifiers>
        <balance>4033.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3869.630000</valUSD>
        <pctVal>0.0000894884</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>4.0000000000</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>3140QT2Q1</cusip>
        <identifiers>
          <isin value="US3140QT2Q19"/>
        </identifiers>
        <balance>83916.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84817.410000</valUSD>
        <pctVal>0.0019614719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EPN91</cusip>
        <identifiers>
          <isin value="US3138EPN912"/>
        </identifiers>
        <balance>50863.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48686.720000</valUSD>
        <pctVal>0.0011259202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</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>3140W0BS3</cusip>
        <identifiers>
          <isin value="US3140W0BS31"/>
        </identifiers>
        <balance>12085.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12211.430000</valUSD>
        <pctVal>0.0002823993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31376KL53</cusip>
        <identifiers>
          <isin value="US31376KL532"/>
        </identifiers>
        <balance>876.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>901.010000</valUSD>
        <pctVal>0.0000208366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X7CA5</cusip>
        <identifiers>
          <isin value="US3140X7CA56"/>
        </identifiers>
        <balance>149257.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141619.680000</valUSD>
        <pctVal>0.0032750708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</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>31411ETV9</cusip>
        <identifiers>
          <isin value="US31411ETV91"/>
        </identifiers>
        <balance>276.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288.780000</valUSD>
        <pctVal>0.0000066783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WAFC6</cusip>
        <identifiers>
          <isin value="US3138WAFC67"/>
        </identifiers>
        <balance>2808.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2762.720000</valUSD>
        <pctVal>0.0000638902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</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>31416CJV9</cusip>
        <identifiers>
          <isin value="US31416CJV90"/>
        </identifiers>
        <balance>1310.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1373.050000</valUSD>
        <pctVal>0.0000317529</pctVal>
        <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>
          <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>3138ETGU4</cusip>
        <identifiers>
          <isin value="US3138ETGU40"/>
        </identifiers>
        <balance>20947.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19715.830000</valUSD>
        <pctVal>0.0004559447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QLPR1</cusip>
        <identifiers>
          <isin value="US3140QLPR10"/>
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        <balance>252507.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214019.210000</valUSD>
        <pctVal>0.0049493692</pctVal>
        <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>
          <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>3140XRP58</cusip>
        <identifiers>
          <isin value="US3140XRP588"/>
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        <balance>247410.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238882.620000</valUSD>
        <pctVal>0.0055243558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402DGM6</cusip>
        <identifiers>
          <isin value="US31402DGM65"/>
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        <balance>25956.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26764.920000</valUSD>
        <pctVal>0.0006189607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>3140J6C47</cusip>
        <identifiers>
          <isin value="US3140J6C479"/>
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        <balance>12021.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11624.160000</valUSD>
        <pctVal>0.0002688182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EJRA8</cusip>
        <identifiers>
          <isin value="US3138EJRA84"/>
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        <balance>6388.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6324.420000</valUSD>
        <pctVal>0.0001462574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402RFT1</cusip>
        <identifiers>
          <isin value="US31402RFT14"/>
        </identifiers>
        <balance>3781.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3825.920000</valUSD>
        <pctVal>0.0000884775</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>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>3140QCLD6</cusip>
        <identifiers>
          <isin value="US3140QCLD60"/>
        </identifiers>
        <balance>3428.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3248.500000</valUSD>
        <pctVal>0.0000751242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>39109.480000</valUSD>
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        <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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        <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>3140QEJ94</cusip>
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          <isin value="US3140QEJ948"/>
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        <balance>144672.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118312.490000</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>2050-08-01</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>
          <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>2917.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2759.100000</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>2041-12-01</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>3140XPBW8</cusip>
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          <isin value="US3140XPBW81"/>
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        <balance>82716.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81970.520000</valUSD>
        <pctVal>0.0018956353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</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>3140Y7JH2</cusip>
        <identifiers>
          <isin value="US3140Y7JH27"/>
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        <balance>437382.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457743.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DBD0</cusip>
        <identifiers>
          <isin value="US31403DBD03"/>
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        <balance>3955.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4002.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EDJ6</cusip>
        <identifiers>
          <isin value="US31418EDJ64"/>
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        <balance>221104.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210357.740000</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>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>3138EH7F3</cusip>
        <identifiers>
          <isin value="US3138EH7F38"/>
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        <balance>4182.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4381.580000</valUSD>
        <pctVal>0.0001013276</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>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J9YQ8</cusip>
        <identifiers>
          <isin value="US3140J9YQ83"/>
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        <balance>12324.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11594.090000</valUSD>
        <pctVal>0.0002681228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>3140J8ZH9</cusip>
        <identifiers>
          <isin value="US3140J8ZH92"/>
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        <balance>24880.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24440.090000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <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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          <isin value="US31418MWZ12"/>
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        <curCd>USD</curCd>
        <valUSD>25507.470000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EW300"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418FNJ20"/>
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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>
          <maturityDt>2055-08-01</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>
        <cusip>3138WPGW8</cusip>
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          <isin value="US3138WPGW81"/>
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        <balance>112010.150000</balance>
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        <curCd>USD</curCd>
        <valUSD>102345.130000</valUSD>
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        <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>
          <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>3140J6CR6</cusip>
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          <isin value="US3140J6CR65"/>
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        <balance>46491.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43743.430000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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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>
        <identifiers>
          <isin value="US31418EP387"/>
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        <balance>95820.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96776.120000</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>
          <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>3138WAXP7</cusip>
        <identifiers>
          <isin value="US3138WAXP78"/>
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        <balance>14808.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14599.720000</valUSD>
        <pctVal>0.0003376305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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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        <balance>1001301.860000</balance>
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        <curCd>USD</curCd>
        <valUSD>810624.230000</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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          <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>
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          <isin value="US3140FLK498"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13966.690000</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>
          <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>3138ELN41</cusip>
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          <isin value="US3138ELN416"/>
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        <balance>18379.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17334.000000</valUSD>
        <pctVal>0.0004008629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.5000000000</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>31418DYB2</cusip>
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          <isin value="US31418DYB27"/>
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        <balance>734327.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>593469.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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>31410LS37</cusip>
        <identifiers>
          <isin value="US31410LS375"/>
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        <balance>43390.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40825.580000</valUSD>
        <pctVal>0.0009441249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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>3140QTEF2</cusip>
        <identifiers>
          <isin value="US3140QTEF27"/>
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        <balance>130601.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132184.760000</valUSD>
        <pctVal>0.0030568806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <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>3140QUXA9</cusip>
        <identifiers>
          <isin value="US3140QUXA91"/>
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        <balance>69351.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71277.630000</valUSD>
        <pctVal>0.0016483534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <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>31418CYN8</cusip>
        <identifiers>
          <isin value="US31418CYN81"/>
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        <balance>145092.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141816.570000</valUSD>
        <pctVal>0.0032796241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XG3C1</cusip>
        <identifiers>
          <isin value="US3140XG3C17"/>
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        <balance>47773.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47098.130000</valUSD>
        <pctVal>0.0010891827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31412NBD7</cusip>
        <identifiers>
          <isin value="US31412NBD75"/>
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        <balance>6752.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7074.580000</valUSD>
        <pctVal>0.0001636054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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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="US31418DTQ50"/>
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        <balance>120913.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97972.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</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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          <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="US31417CGZ23"/>
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        <balance>8081.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7601.160000</valUSD>
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        <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>
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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>31400B5W2</cusip>
        <identifiers>
          <isin value="US31400B5W27"/>
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        <balance>50.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51.470000</valUSD>
        <pctVal>0.0000011903</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</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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          <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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          <isin value="US3140Q9NZ23"/>
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        <balance>10889.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10642.690000</valUSD>
        <pctVal>0.0002461209</pctVal>
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        <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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          <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>8554.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8342.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>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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          <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>3140XKQG8</cusip>
        <identifiers>
          <isin value="US3140XKQG89"/>
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        <balance>99681.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93864.970000</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>2038-02-01</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418C4W1</cusip>
        <identifiers>
          <isin value="US31418C4W10"/>
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        <balance>36920.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35030.650000</valUSD>
        <pctVal>0.0008101124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418NET3</cusip>
        <identifiers>
          <isin value="US31418NET37"/>
        </identifiers>
        <balance>6448.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6399.960000</valUSD>
        <pctVal>0.0001480043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WGJH8</cusip>
        <identifiers>
          <isin value="US3138WGJH88"/>
        </identifiers>
        <balance>23594.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21959.440000</valUSD>
        <pctVal>0.0005078300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EJXC7</cusip>
        <identifiers>
          <isin value="US3138EJXC76"/>
        </identifiers>
        <balance>7664.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7749.710000</valUSD>
        <pctVal>0.0001792184</pctVal>
        <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>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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138E2MC6</cusip>
        <identifiers>
          <isin value="US3138E2MC69"/>
        </identifiers>
        <balance>161.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160.880000</valUSD>
        <pctVal>0.0000037205</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>
          <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>31410FYT6</cusip>
        <identifiers>
          <isin value="US31410FYT64"/>
        </identifiers>
        <balance>9690.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10113.970000</valUSD>
        <pctVal>0.0002338938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EKS8</cusip>
        <identifiers>
          <isin value="US31418EKS80"/>
        </identifiers>
        <balance>38569.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36248.750000</valUSD>
        <pctVal>0.0008382820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <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>3140J9NN7</cusip>
        <identifiers>
          <isin value="US3140J9NN71"/>
        </identifiers>
        <balance>56979.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51838.440000</valUSD>
        <pctVal>0.0011988063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</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 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WJQE1</cusip>
        <identifiers>
          <isin value="US3138WJQE14"/>
        </identifiers>
        <balance>115220.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108637.990000</valUSD>
        <pctVal>0.0025123423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>3140QT2T5</cusip>
        <identifiers>
          <isin value="US3140QT2T57"/>
        </identifiers>
        <balance>211735.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214301.340000</valUSD>
        <pctVal>0.0049558936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X7VE6</cusip>
        <identifiers>
          <isin value="US3140X7VE67"/>
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        <balance>21563.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21814.880000</valUSD>
        <pctVal>0.0005044869</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>
          <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>31416BNN4</cusip>
        <identifiers>
          <isin value="US31416BNN46"/>
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        <balance>2612.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2768.860000</valUSD>
        <pctVal>0.0000640322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <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>3140XHHT7</cusip>
        <identifiers>
          <isin value="US3140XHHT72"/>
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        <balance>118184.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95390.870000</valUSD>
        <pctVal>0.0022059918</pctVal>
        <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>2.0000000000</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>31416TMF3</cusip>
        <identifiers>
          <isin value="US31416TMF39"/>
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        <balance>1593.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1582.640000</valUSD>
        <pctVal>0.0000365998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EAV2</cusip>
        <identifiers>
          <isin value="US31418EAV20"/>
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        <balance>236615.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198954.850000</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>2042-01-01</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>31402RSN0</cusip>
        <identifiers>
          <isin value="US31402RSN07"/>
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        <balance>8540.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8640.580000</valUSD>
        <pctVal>0.0001998205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</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>3138ELBQ5</cusip>
        <identifiers>
          <isin value="US3138ELBQ56"/>
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        <balance>3353.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3388.480000</valUSD>
        <pctVal>0.0000783614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EDF4</cusip>
        <identifiers>
          <isin value="US31418EDF43"/>
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        <balance>123686.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110992.510000</valUSD>
        <pctVal>0.0025667925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EAM2</cusip>
        <identifiers>
          <isin value="US31418EAM21"/>
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        <balance>109995.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88551.020000</valUSD>
        <pctVal>0.0020478147</pctVal>
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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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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </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>7784.830000</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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        <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>
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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="US31403DVZ94"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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>3140QS3D1</cusip>
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          <isin value="US3140QS3D15"/>
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        <balance>137122.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135886.610000</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>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X9DE2</cusip>
        <identifiers>
          <isin value="US3140X9DE26"/>
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        <balance>175823.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159961.220000</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>2046-09-01</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>3140NLSV2</cusip>
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          <isin value="US3140NLSV22"/>
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        <balance>62984.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62245.630000</valUSD>
        <pctVal>0.0014394811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <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>3138EPW34</cusip>
        <identifiers>
          <isin value="US3138EPW343"/>
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        <balance>5098.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5321.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140Y6W486"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31417GTZ99"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140BE7L62"/>
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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="US3138EJK804"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <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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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140X6XC01"/>
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        <balance>112110.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>105445.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140EU6Z75"/>
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        <curCd>USD</curCd>
        <valUSD>12898.850000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</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>3140QDKJ2</cusip>
        <identifiers>
          <isin value="US3140QDKJ23"/>
        </identifiers>
        <balance>21619.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21037.140000</valUSD>
        <pctVal>0.0004865011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</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>3138EPW42</cusip>
        <identifiers>
          <isin value="US3138EPW426"/>
        </identifiers>
        <balance>6298.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6674.870000</valUSD>
        <pctVal>0.0001543618</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>3138EMTQ4</cusip>
        <identifiers>
          <isin value="US3138EMTQ48"/>
        </identifiers>
        <balance>27815.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28681.270000</valUSD>
        <pctVal>0.0006632778</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>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y67K0</cusip>
        <identifiers>
          <isin value="US3140Y67K03"/>
        </identifiers>
        <balance>154389.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160977.270000</valUSD>
        <pctVal>0.0037227309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-01</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>3138WJNB0</cusip>
        <identifiers>
          <isin value="US3138WJNB02"/>
        </identifiers>
        <balance>57617.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51947.040000</valUSD>
        <pctVal>0.0012013178</pctVal>
        <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>
        </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>31368HMT7</cusip>
        <identifiers>
          <isin value="US31368HMT76"/>
        </identifiers>
        <balance>319.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333.640000</valUSD>
        <pctVal>0.0000077157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31408BQC5</cusip>
        <identifiers>
          <isin value="US31408BQC53"/>
        </identifiers>
        <balance>457.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468.470000</valUSD>
        <pctVal>0.0000108338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.3920000000</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>3140Y7EQ7</cusip>
        <identifiers>
          <isin value="US3140Y7EQ70"/>
        </identifiers>
        <balance>276282.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283185.280000</valUSD>
        <pctVal>0.0065488910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417DMU4</cusip>
        <identifiers>
          <isin value="US31417DMU45"/>
        </identifiers>
        <balance>10542.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9676.950000</valUSD>
        <pctVal>0.0002237874</pctVal>
        <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 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XLXV5</cusip>
        <identifiers>
          <isin value="US3140XLXV56"/>
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        <balance>22218.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19248.610000</valUSD>
        <pctVal>0.0004451398</pctVal>
        <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>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>3140QL6V3</cusip>
        <identifiers>
          <isin value="US3140QL6V31"/>
        </identifiers>
        <balance>480049.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407952.590000</valUSD>
        <pctVal>0.0094342371</pctVal>
        <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>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XGVC0</cusip>
        <identifiers>
          <isin value="US3140XGVC09"/>
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        <balance>38617.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39065.910000</valUSD>
        <pctVal>0.0009034311</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>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>3138WJMU9</cusip>
        <identifiers>
          <isin value="US3138WJMU91"/>
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        <balance>78288.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70529.730000</valUSD>
        <pctVal>0.0016310577</pctVal>
        <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>
        </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>3140QNEW8</cusip>
        <identifiers>
          <isin value="US3140QNEW89"/>
        </identifiers>
        <balance>229119.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185925.630000</valUSD>
        <pctVal>0.0042996822</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>2.0000000000</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XCBF4</cusip>
        <identifiers>
          <isin value="US3140XCBF46"/>
        </identifiers>
        <balance>88207.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85840.140000</valUSD>
        <pctVal>0.0019851234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31412P2U4</cusip>
        <identifiers>
          <isin value="US31412P2U43"/>
        </identifiers>
        <balance>1479.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1469.040000</valUSD>
        <pctVal>0.0000339728</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>
        </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>3140XCP51</cusip>
        <identifiers>
          <isin value="US3140XCP515"/>
        </identifiers>
        <balance>26812.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27088.750000</valUSD>
        <pctVal>0.0006264495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <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>31416XY95</cusip>
        <identifiers>
          <isin value="US31416XY953"/>
        </identifiers>
        <balance>16900.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16729.930000</valUSD>
        <pctVal>0.0003868933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</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>3140JACE6</cusip>
        <identifiers>
          <isin value="US3140JACE61"/>
        </identifiers>
        <balance>66353.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60649.450000</valUSD>
        <pctVal>0.0014025681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
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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>31402Q6T3</cusip>
        <identifiers>
          <isin value="US31402Q6T33"/>
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        <balance>1642.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1661.980000</valUSD>
        <pctVal>0.0000384346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <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>3138WFGZ3</cusip>
        <identifiers>
          <isin value="US3138WFGZ31"/>
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        <balance>8154.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7919.760000</valUSD>
        <pctVal>0.0001831509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QNS60</cusip>
        <identifiers>
          <isin value="US3140QNS601"/>
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        <balance>628767.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555220.400000</valUSD>
        <pctVal>0.0128399255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</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>3140XNHW7</cusip>
        <identifiers>
          <isin value="US3140XNHW79"/>
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        <balance>298900.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309471.000000</valUSD>
        <pctVal>0.0071567698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y7S82</cusip>
        <identifiers>
          <isin value="US3140Y7S821"/>
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        <balance>939519.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>948606.020000</valUSD>
        <pctVal>0.0219372895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <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>3140Y7D21</cusip>
        <identifiers>
          <isin value="US3140Y7D211"/>
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        <balance>495009.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499797.530000</valUSD>
        <pctVal>0.0115582264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>3140X9RS6</cusip>
        <identifiers>
          <isin value="US3140X9RS65"/>
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        <balance>33838.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33940.860000</valUSD>
        <pctVal>0.0007849101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</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>31402RFV6</cusip>
        <identifiers>
          <isin value="US31402RFV69"/>
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        <balance>3290.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3329.940000</valUSD>
        <pctVal>0.0000770076</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>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>31419A3K1</cusip>
        <identifiers>
          <isin value="US31419A3K17"/>
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        <balance>20956.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21953.300000</valUSD>
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        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410G2F9</cusip>
        <identifiers>
          <isin value="US31410G2F94"/>
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        <balance>1022.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1049.510000</valUSD>
        <pctVal>0.0000242708</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>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 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418ECG3</cusip>
        <identifiers>
          <isin value="US31418ECG35"/>
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        <balance>84890.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73634.980000</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>2.0000000000</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>31417CNZ4</cusip>
        <identifiers>
          <isin value="US31417CNZ40"/>
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        <balance>18429.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17334.530000</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>
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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>31418EB82</cusip>
        <identifiers>
          <isin value="US31418EB825"/>
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        <balance>1819245.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1461097.480000</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>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>
          <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>31402RR92</cusip>
        <identifiers>
          <isin value="US31402RR926"/>
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        <balance>4900.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5035.320000</valUSD>
        <pctVal>0.0001164459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WGZW7</cusip>
        <identifiers>
          <isin value="US3138WGZW71"/>
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        <balance>20688.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20155.400000</valUSD>
        <pctVal>0.0004661101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</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 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <cusip>000000000</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>19255.900000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>295.260000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FI TRS REC GSCRED 5.875 31 08/12/26 CHASGB2LXXX_C</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FI TRS REC HLEND 5.45 30 08/12/26 CHAS_C</title>
        <cusip>000000000</cusip>
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        <valUSD>-1.540000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>29123.700000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1.540000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>26924.940000</notionalAmt>
            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>BLUE OWL CREDIT INCOME</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
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        <name>FLEXE SERIES D CVT PFD STOCK PP</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FLOOR &amp; DECOR HOLDINGS INC-A</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>FLOWSERVE CORPORATION</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLOWSERVE CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FLUENCE ENERGY INC</name>
        <lei>25490043LHZ97BT5PP29</lei>
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          <isin value="US34379V1035"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>FLUTTER TREASURY DAC 144A</name>
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          <isin value="US344045AB55"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORDO 2022-C C</name>
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          <isin value="US34535AAG58"/>
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      <invstOrSec>
        <name>FORDR 2023-1 A 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORDF 2024-3 B 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FORDF 2026-2 B</name>
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        <name>FCBSL 2024-4A B 144A</name>
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        <name>FCBSL 2026-1A A1 144A</name>
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        <name>FORTUM OYJ</name>
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        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <valUSD>421641.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <curCd>USD</curCd>
        <valUSD>211473.220000</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>2035-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.2500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC 144A</name>
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        <curCd>USD</curCd>
        <valUSD>210278.980000</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>2036-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.1000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3132HMK911"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6391.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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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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        <curCd>USD</curCd>
        <valUSD>450.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3132J85B2</cusip>
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          <isin value="US3132J85B27"/>
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        <balance>35985.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32921.750000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312941NS2</cusip>
        <identifiers>
          <isin value="US312941NS20"/>
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        <balance>6161.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6238.250000</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>2040-07-01</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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M9ZN5</cusip>
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          <isin value="US3128M9ZN50"/>
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        <balance>32032.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31780.340000</valUSD>
        <pctVal>0.0007349463</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>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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312945ZY7</cusip>
        <identifiers>
          <isin value="US312945ZY73"/>
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        <balance>27566.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26697.790000</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>
          <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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312941UZ8</cusip>
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          <isin value="US312941UZ89"/>
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        <balance>10539.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10670.810000</valUSD>
        <pctVal>0.0002467712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M8R30</cusip>
        <identifiers>
          <isin value="US3128M8R300"/>
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        <balance>106.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3128M75Q56"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9350.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLM GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3132GDC679"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <balance>3176.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3217.400000</valUSD>
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        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3128M6QE14"/>
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        <curCd>USD</curCd>
        <valUSD>506.680000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US312945DS44"/>
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        <balance>8667.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8415.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <balance>60.710000</balance>
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        <curCd>USD</curCd>
        <valUSD>62.700000</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>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <valUSD>1738.380000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
        <valUSD>9344.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <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>312942WL5</cusip>
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          <isin value="US312942WL58"/>
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        <balance>236.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229.870000</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>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3128M9JW34"/>
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        <balance>28327.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26675.610000</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>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31297ENC6</cusip>
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          <isin value="US31297ENC65"/>
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        <balance>183.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189.810000</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>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312943GW7</cusip>
        <identifiers>
          <isin value="US312943GW70"/>
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        <balance>214.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3132H3PR8</cusip>
        <identifiers>
          <isin value="US3132H3PR80"/>
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        <balance>39014.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36742.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>312933NW0</cusip>
        <identifiers>
          <isin value="US312933NW08"/>
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        <balance>10035.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9980.350000</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>2039-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>312940EU9</cusip>
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          <isin value="US312940EU93"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>948.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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          <isin value="US3128MJMS65"/>
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        <balance>13342.990000</balance>
        <units>PA</units>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <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="US312943DQ30"/>
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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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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLM GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <balance>13211.230000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <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>
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        <balance>20165.120000</balance>
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        <curCd>USD</curCd>
        <valUSD>18994.040000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31297BM82</cusip>
        <identifiers>
          <isin value="US31297BM826"/>
        </identifiers>
        <balance>18108.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18773.910000</valUSD>
        <pctVal>0.0004341620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31335APZ5</cusip>
        <identifiers>
          <isin value="US31335APZ56"/>
        </identifiers>
        <balance>189872.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177071.420000</valUSD>
        <pctVal>0.0040949213</pctVal>
        <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>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLM GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3132GK2F2</cusip>
        <identifiers>
          <isin value="US3132GK2F27"/>
        </identifiers>
        <balance>8138.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7881.880000</valUSD>
        <pctVal>0.0001822749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31292SAG5</cusip>
        <identifiers>
          <isin value="US31292SAG57"/>
        </identifiers>
        <balance>36425.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34301.120000</valUSD>
        <pctVal>0.0007932414</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31287UDJ8</cusip>
        <identifiers>
          <isin value="US31287UDJ88"/>
        </identifiers>
        <balance>300.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319.490000</valUSD>
        <pctVal>0.0000073885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.0000000000</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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31335ALP1</cusip>
        <identifiers>
          <isin value="US31335ALP11"/>
        </identifiers>
        <balance>18067.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17954.100000</valUSD>
        <pctVal>0.0004152032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.5000000000</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>FHLMC 15YR GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128MEE49</cusip>
        <identifiers>
          <isin value="US3128MEE497"/>
        </identifiers>
        <balance>23432.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22859.160000</valUSD>
        <pctVal>0.0005286368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M74T0</cusip>
        <identifiers>
          <isin value="US3128M74T05"/>
        </identifiers>
        <balance>4476.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4603.680000</valUSD>
        <pctVal>0.0001064639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3132J85A4</cusip>
        <identifiers>
          <isin value="US3132J85A44"/>
        </identifiers>
        <balance>42927.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39276.710000</valUSD>
        <pctVal>0.0009083060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>31292SBG4</cusip>
        <identifiers>
          <isin value="US31292SBG49"/>
        </identifiers>
        <balance>22631.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21316.320000</valUSD>
        <pctVal>0.0004929573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M9LV2</cusip>
        <identifiers>
          <isin value="US3128M9LV23"/>
        </identifiers>
        <balance>67135.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61679.530000</valUSD>
        <pctVal>0.0014263895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</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>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
        <cusip>3128M7TQ9</cusip>
        <identifiers>
          <isin value="US3128M7TQ99"/>
        </identifiers>
        <balance>7800.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7757.940000</valUSD>
        <pctVal>0.0001794087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL</title>
        <cusip>3128JNNV3</cusip>
        <identifiers>
          <isin value="US3128JNNV35"/>
        </identifiers>
        <balance>1806.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1842.900000</valUSD>
        <pctVal>0.0000426186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.1460000000</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>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL</title>
        <cusip>3128LUHZ2</cusip>
        <identifiers>
          <isin value="US3128LUHZ28"/>
        </identifiers>
        <balance>1512.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1545.800000</valUSD>
        <pctVal>0.0000357479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.1830000000</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>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL</title>
        <cusip>31426LK52</cusip>
        <identifiers>
          <isin value="US31426LK527"/>
        </identifiers>
        <balance>28369.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29120.380000</valUSD>
        <pctVal>0.0006734326</pctVal>
        <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>
          <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>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL</title>
        <cusip>3133KHKY1</cusip>
        <identifiers>
          <isin value="US3133KHKY17"/>
        </identifiers>
        <balance>66512.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62859.780000</valUSD>
        <pctVal>0.0014536838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</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>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC POOL</title>
        <cusip>31427QS94</cusip>
        <identifiers>
          <isin value="US31427QS949"/>
        </identifiers>
        <balance>431010.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436699.430000</valUSD>
        <pctVal>0.0100990312</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>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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        <name>FNMA 30 YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 20YR</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>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 20YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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        <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>
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        <name>FNMA 30 YR</name>
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        <name>FHR 5000 UI</name>
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        <name>STACR 2022-DNA5 M1B 144A</name>
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        <name>STACR 2024-DNA2 A1 144A</name>
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        <name>STACR 2024-HQA1 A1 144A</name>
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        <name>STACR 2025-DNA1 A1 144A</name>
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        <name>STACR 2025-DNA2 A1 144A</name>
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        <name>STACR 2025-DNA3 A1 144A</name>
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        <name>STACR 2025-DNA3 M1 144A</name>
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        <name>STACR 2025-HQA1 A1 144A</name>
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        <name>STACR 2026-DNA2 M1 144A</name>
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        <name>FREEPORT-MCMORAN INC</name>
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        <name>FREEPORT-MCMORAN INC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GEORGIA POWER CO</name>
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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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      <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>135229.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18178834.470000</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>GILEAD SCIENCES INC</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC</title>
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          <isin value="US375558CK71"/>
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        <balance>495000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>495033.710000</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>2029-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA II TBA JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H042661</cusip>
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          <isin value="US21H0426617"/>
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        <balance>495000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476109.320000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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 JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H020667</cusip>
        <identifiers>
          <isin value="US21H0206670"/>
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        <balance>390000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319988.370000</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>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</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 JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H032662</cusip>
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          <isin value="US21H0326627"/>
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        <balance>180000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162114.120000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA II TBA JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H050664</cusip>
        <identifiers>
          <isin value="US21H0506640"/>
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        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592458.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II TBA JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H022663</cusip>
        <identifiers>
          <isin value="US21H0226637"/>
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        <balance>285000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243748.530000</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>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II TBA JUN</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE</title>
        <cusip>21H052660</cusip>
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          <isin value="US21H0526606"/>
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        <balance>1720000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1730595.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</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>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <identifiers>
          <isin value="US3622A2N810"/>
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        <balance>2794.850000</balance>
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        <curCd>USD</curCd>
        <valUSD>2559.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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          <isin value="US3622A2MV18"/>
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        <balance>22026.420000</balance>
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        <curCd>USD</curCd>
        <valUSD>22243.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <identifiers>
          <isin value="US3622A2QJ44"/>
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        <balance>16065.650000</balance>
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        <curCd>USD</curCd>
        <valUSD>15925.620000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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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>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>4595.910000</balance>
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        <curCd>USD</curCd>
        <valUSD>4642.140000</valUSD>
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        <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>
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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="US36178NGA19"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>4266.720000</balance>
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        <curCd>USD</curCd>
        <valUSD>4307.980000</valUSD>
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        <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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <identifiers>
          <isin value="US3622A2QW54"/>
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        <balance>6013.530000</balance>
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        <curCd>USD</curCd>
        <valUSD>6067.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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 PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
        <cusip>36241LF68</cusip>
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          <isin value="US36241LF681"/>
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        <balance>9031.970000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>GNMA 30 YR PLAT</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36193VJC72"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36179UPD80"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36179WUV89"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28361.290000</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>
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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>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
        <cusip>36179VQJ2</cusip>
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          <isin value="US36179VQJ25"/>
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        <balance>129368.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113470.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</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>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
        <cusip>3622A2D74</cusip>
        <identifiers>
          <isin value="US3622A2D746"/>
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        <balance>29843.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28130.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>
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          <isin value="US36179S2Q92"/>
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        <balance>28305.260000</balance>
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        <curCd>USD</curCd>
        <valUSD>26933.500000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-20</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>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36179WY939"/>
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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>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36179TNU50"/>
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        <fairValLevel>2</fairValLevel>
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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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          <isin value="US36179VV317"/>
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        <fairValLevel>2</fairValLevel>
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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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          <isin value="US36179TUE36"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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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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          <isin value="US36179XLK09"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36195KHC18"/>
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        <balance>6961.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6281.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36202FMB93"/>
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        <balance>39207.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38843.510000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      </invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA II 30 YR</name>
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        <title>GINNIE MAE II POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>GNMA LL 30 YR</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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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          <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>
        <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>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <curCd>USD</curCd>
        <valUSD>20412.400000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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          <couponKind>Fixed</couponKind>
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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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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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        <title>GINNIE MAE II POOL</title>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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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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        <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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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA II 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 II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</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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        <securityLending>
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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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37593.650000</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>
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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>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6438.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36179TLV51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17176.550000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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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          <isin value="US36193VJB99"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5720.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
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          <isin value="US36179XH338"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49080.900000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
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          <isin value="US36179WNE48"/>
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        <curCd>USD</curCd>
        <valUSD>232040.520000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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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          <isin value="US36179W3Y28"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36195KHB35"/>
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        <valUSD>5192.180000</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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          <isin value="US36202FWA01"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17094.590000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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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          <isin value="US36179UH706"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37589.020000</valUSD>
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        <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>GNMA II 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
        <cusip>3622ABCY6</cusip>
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          <isin value="US3622ABCY62"/>
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        <balance>55623.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52141.970000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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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        <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 II 30 YR</name>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II 30 YR</name>
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        <name>GLENCORE PLC</name>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <name>GMALT 2026-1 B</name>
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        <name>GOLAR LNG LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2013-82 IG</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-05-20</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNR 2013-24 OI</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-02-20</maturityDt>
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      <invstOrSec>
        <name>GRACE 2020-GRCE A 144A</name>
        <lei>N/A</lei>
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          <isin value="US38406JAA60"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-10</maturityDt>
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      <invstOrSec>
        <name>GRACO INC</name>
        <lei>4T5VJ4S81BRT6Q7GGT78</lei>
        <title>GRACO INC</title>
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          <isin value="US3841091040"/>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GRAHAM CORP</name>
        <lei>254900EI9P4LTY524J77</lei>
        <title>GRAHAM CORP</title>
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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>GALC 2026-1 A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GALC 2026-1 A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GRIFFON CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>GROCERY OUTLET HOLDING CORP</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>GRUPO MEXICO SAB DE CV-SER B</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSMBS 2020-INV1 A14 144A</name>
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        <name>GSMBS 2025-NQM3 A1 144A</name>
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        <name>GUARDANT HEALTH INC</name>
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        <name>GULFPORT ENERGY CORP</name>
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        <name>GUSTO INC PP</name>
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        <name>GUSTO INC SER E CVT PFD PP</name>
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        <name>HA SUSTAINABLE INF CAP</name>
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        <title>HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC</title>
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        <name>HA SUSTAINABLE INFRASTRUCTURE CAP INC</name>
        <lei>254900ZZRL7MWL1X8E92</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>HOMES 2025-AFC2 A1B 144A</name>
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      <invstOrSec>
        <name>HOMES 2025-NQM2 A1 144A</name>
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      <invstOrSec>
        <name>HOMES 2026-AFC1 A1 144A</name>
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        <name>HOMES 2026-NQM2 A1 144A</name>
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          <isin value="US43761GAC78"/>
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      <invstOrSec>
        <name>HONEYWELL AEROSPACE INC 144A</name>
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        <name>HONOR TECHNOLOGY SER D CVT PFD PP</name>
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      <invstOrSec>
        <name>HORSESHOE FUND TRST I 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOYA CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HPEFS 2023-2A D 144A</name>
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          <isin value="US44328UAF30"/>
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        <name>HPEFS 2024-2A A3 144A</name>
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        <name>HPEFS 2024-2A B 144A</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HUNTINGTON BANCSHARES INC</name>
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        <name>HACLN 2024-1 B1 144A</name>
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        <name>HACLN 2025-1 B1 144A</name>
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        <name>HACLN 2026-1 B1 144A</name>
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      <invstOrSec>
        <name>HUNTSMAN CORP</name>
        <lei>5299000V56320A7RIQ67</lei>
        <title>HUNTSMAN CORP</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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      <invstOrSec>
        <name>Hut 8 Corp</name>
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        <name>INTEL CORP</name>
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        <name>INTEL CORP</name>
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      <invstOrSec>
        <name>INTERCONTINENTALEXCHANGE</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC</title>
        <cusip>45866FAV6</cusip>
        <identifiers>
          <isin value="US45866FAV67"/>
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        <balance>140000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139464.060000</valUSD>
        <pctVal>0.0032252204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3500000000</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>INTERCONTINENTAL EXCHANGE INC</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC</title>
        <cusip>45866F104</cusip>
        <identifiers>
          <isin value="US45866F1049"/>
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        <balance>63348.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9366001.800000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERDIGITAL INC</name>
        <lei>N/A</lei>
        <title>INTERDIGITAL INC</title>
        <cusip>45867G101</cusip>
        <identifiers>
          <isin value="US45867G1013"/>
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        <balance>16658.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4199315.220000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTL BUSINESS MACHINES CORP</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>INTERNATIONAL BUSINESS MACHINES CORP</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
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        <balance>19364.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5766599.200000</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>
      <invstOrSec>
        <name>INTERNATIONAL PAPER CO</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>INTERNATIONAL PAPER CO</title>
        <cusip>460146103</cusip>
        <identifiers>
          <isin value="US4601461035"/>
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        <balance>136340.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4563299.800000</valUSD>
        <pctVal>0.1055300375</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>INTUITIVE SURGICAL INC</name>
        <lei>54930052SRG011710797</lei>
        <title>INTUITIVE SURGICAL INC</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>16806.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7136499.840000</valUSD>
        <pctVal>0.1650373915</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>IONIS PHARMACEUTICALS INC</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>IONIS PHARMACEUTICALS INC</title>
        <cusip>462222100</cusip>
        <identifiers>
          <isin value="US4622221004"/>
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        <balance>487.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37255.500000</valUSD>
        <pctVal>0.0008615639</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>
        <name>IPALCO ENTERPRISES INC</name>
        <lei>5493000YFVK2DZX0JV43</lei>
        <title>IPALCO ENTERPRISES INC</title>
        <cusip>462613AR1</cusip>
        <identifiers>
          <isin value="US462613AR18"/>
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        <balance>140000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139103.520000</valUSD>
        <pctVal>0.0032168826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</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>IRADIMED CORP</name>
        <lei>549300YVHWP0YJ1YW816</lei>
        <title>IRADIMED CORP</title>
        <cusip>46266A109</cusip>
        <identifiers>
          <isin value="US46266A1097"/>
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        <balance>1849.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167630.340000</valUSD>
        <pctVal>0.0038765886</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>
        <name>ISETAN MITSUKOSHI HOLDINGS L</name>
        <lei>529900SY5RZO92EFG035</lei>
        <title>ISETAN MITSUKOSHI HOLDINGS LTD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3894900004"/>
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        <balance>175100.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="159.265000"/>
        <valUSD>3732226.800000</valUSD>
        <pctVal>0.0863107951</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>
        <name>STATE OF ISRAEL</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>46514BRL3</cusip>
        <identifiers>
          <isin value="US46514BRL35"/>
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        <balance>395000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401851.090000</valUSD>
        <pctVal>0.0092931349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="353018.715000"/>
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      <invstOrSec>
        <name>JBT MAREL CORP</name>
        <lei>5493007CT6ATBZ2L6826</lei>
        <title>JBT MAREL CORP</title>
        <cusip>477839104</cusip>
        <identifiers>
          <isin value="US4778391049"/>
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        <balance>11177.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1502077.030000</valUSD>
        <pctVal>0.0347367590</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>
        <name>JOHNSON &amp; JOHNSON</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JOHNSON &amp; JOHNSON</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
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        <balance>60862.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13714034.460000</valUSD>
        <pctVal>0.3171482554</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>JPMMT 2019-INV3 A3 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2019-INV3</title>
        <cusip>46591LAC5</cusip>
        <identifiers>
          <isin value="US46591LAC54"/>
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        <balance>34920.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31501.730000</valUSD>
        <pctVal>0.0007285033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Variable</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>JPMMT 2019-INV3 A15 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2019-INV3</title>
        <cusip>46591LBH3</cusip>
        <identifiers>
          <isin value="US46591LBH33"/>
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        <balance>30103.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27000.770000</valUSD>
        <pctVal>0.0006244149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Variable</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>JPMMT 2020-5 B2 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-5</title>
        <cusip>46653JBX8</cusip>
        <identifiers>
          <isin value="US46653JBX81"/>
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        <balance>144490.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127925.830000</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>2050-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5670000000</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>JPMMT 2020-LTV1 A3 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-LTV1</title>
        <cusip>46591NAC1</cusip>
        <identifiers>
          <isin value="US46591NAC11"/>
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        <balance>530.440000</balance>
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        <curCd>USD</curCd>
        <valUSD>528.320000</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>2050-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMMT 2020-LTV1 B1A 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-LTV1</title>
        <cusip>46591NBR7</cusip>
        <identifiers>
          <isin value="US46591NBR70"/>
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        <balance>144700.870000</balance>
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        <curCd>USD</curCd>
        <valUSD>127289.980000</valUSD>
        <pctVal>0.0029436848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.2170000000</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>JPMMT 2020-LTV1 A15 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-LTV1</title>
        <cusip>46591NBH9</cusip>
        <identifiers>
          <isin value="US46591NBH98"/>
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        <balance>235.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234.760000</valUSD>
        <pctVal>0.0000054290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Variable</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>JPMMT 2025-DSC2 A1 144A</name>
        <lei>529900SXYOW2J5ABY729</lei>
        <title>JP MORGAN MORTGAGE TRUST 2025-DSC2</title>
        <cusip>46659VAA6</cusip>
        <identifiers>
          <isin value="US46659VAA61"/>
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        <balance>183869.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183508.880000</valUSD>
        <pctVal>0.0042437928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.1950000000</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>KEYSIGHT TECHNOLOGIES IN</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KINGFISHER PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KINGSPAN GROUP PLC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KINSALE CAPITAL GROUP INC</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KION GROUP AG</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KLA CORP</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KNIFE RIVER CORP</name>
        <lei>N/A</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>KOBOLD METALS SER B-1 CVT PFD STOCK PP</name>
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        <assetCat>EP</assetCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Kobold Metals SER C-1 CVT Pfd Stock PP</name>
        <lei>N/A</lei>
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        <assetCat>EP</assetCat>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KODIAK GAS SERVICES 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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          <isCashCollateral>N</isCashCollateral>
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        <name>KODIAK SCIENCES INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KOMATSU LTD</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>KONINKLIJKE PHILIPS NV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KONTOOR BRANDS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>KRATOS DEFENSE &amp; SECURITY</name>
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        <fairValLevel>1</fairValLevel>
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        <name>KT CORP</name>
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        <name>KULICKE &amp; SOFFA INDUSTRIES</name>
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        <name>KYMERA THERAPEUTICS INC</name>
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        <name>Kardium Inc Series D-7 CVT PFD Stock PP</name>
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        <name>L OREAL</name>
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        <name>L3HARRIS TECH INC</name>
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        <name>LAM RESEARCH CORP</name>
        <lei>549300I4GMO6D34U1T02</lei>
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        <name>LANDBRIDGE CO LLC-A</name>
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      <invstOrSec>
        <name>LAS VEGAS SANDS CORP</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS 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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      <invstOrSec>
        <name>LATTICE SEMICONDUCTOR CORP</name>
        <lei>549300LRBBPZDQ2II567</lei>
        <title>LATTICE SEMICONDUCTOR CORP</title>
        <cusip>518415104</cusip>
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          <isin value="US5184151042"/>
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        <balance>43529.000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LEIDOS INC</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>LEIDOS INC</title>
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          <isin value="US52532XAM74"/>
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        <balance>70000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69063.180000</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>2029-03-15</maturityDt>
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          <annualizedRt>4.1000000000</annualizedRt>
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      <invstOrSec>
        <name>LEMONADE INC</name>
        <lei>5493009BKR06OXXU6853</lei>
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          <isin value="US52567D1072"/>
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        <balance>5928.000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LIBERTY ENERGY INC-A</name>
        <lei>254900PKFJW6RILDCM60</lei>
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          <isin value="US53115L1044"/>
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        <balance>12607.000000</balance>
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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>LIBERTY LIVE HOLDINGS-C</name>
        <lei>N/A</lei>
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          <isin value="US5309093087"/>
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        <balance>72808.000000</balance>
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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>LIFE TIME GROUP HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LIFE TIME GROUP HOLDINGS INC</title>
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          <isin value="US53190C1027"/>
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        <balance>25574.000000</balance>
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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>Lightmatter SER D CVT PFD PP</name>
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          <other otherDesc="Internal ID" value="TC77CG730"/>
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        <balance>2858.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LIGHTPATH TECHNOLOGIES INC-A</name>
        <lei>N/A</lei>
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          <isin value="US5322578056"/>
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        <balance>4556.000000</balance>
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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>LINDE PLC</name>
        <lei>5299003QR1WT0EF88V51</lei>
        <title>LINDE PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE000S9YS762"/>
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        <balance>37297.000000</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 OAK BANCSHARES INC</name>
        <lei>N/A</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC</title>
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          <isin value="GB0008706128"/>
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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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      <invstOrSec>
        <name>LOAR HOLDINGS INC</name>
        <lei>N/A</lei>
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        <balance>57709.000000</balance>
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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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        <name>LOUISIANA-PACIFIC 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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        <name>LOUISVILLE GAS &amp; ELEC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>LOWE S COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWE'S COS INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>LSEG US FIN CORP 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>M&amp;T BANK CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MACERICH CO/THE</name>
        <lei>529900PSWCB5KI0JYU46</lei>
        <title>MACERICH CO/THE</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC</name>
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        <title>MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MACQUARIE GROUP LTD</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD</title>
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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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        <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>
        <valUSD>149212.130000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MDPK 2019-35A A1R2 144A</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-02-13</maturityDt>
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      <invstOrSec>
        <name>MADISON SQUARE GARDEN SPORTS CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MAGNOLIA OIL &amp; GAS CORP - A</name>
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        <fairValLevel>1</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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        <name>MANDATUM OYJ</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAPLIGHT THERAPEUTICS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MAREX GROUP PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MARQETA INC-A</name>
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        <fairValLevel>1</fairValLevel>
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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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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>MARTIN MARIETTA MATERIALS</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>MARVELL TECHNOLOGY INC</name>
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        <name>MASTERCARD INC - A</name>
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        <name>MAXLINEAR INC</name>
        <lei>549300EMOI0SM2IY4F64</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>MAZE THERAPEUTICS INC</name>
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        <name>MCDONALD S CORP</name>
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        <name>MED 2024-MOB A</name>
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        <name>MEDLINE BORROWER LP 144A</name>
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        <name>MEDLINE BORROWER LP 144A</name>
        <lei>254900QT3R363TVK6F09</lei>
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        <name>MEDLINE BORROWER/MEDL CO 144A</name>
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      <invstOrSec>
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        <name>MEDLINE INC-CL A</name>
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        <name>MERCK &amp; CO. INC.</name>
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        <name>META PLATFORMS INC-CLASS A</name>
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        <name>META PLATFORMS INC</name>
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        <name>Mirador Therapeutics SER B CVT PFD PP</name>
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        <name>MITSUI FUDOSAN CO LTD</name>
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        <name>MOODY S CORP</name>
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        <name>MSRM 2025-DSC2 A1 144A</name>
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        <name>MSRM 2026-NQM4 A1 144A</name>
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        <name>MOTOROLA SOLUTIONS INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MVWOT 2023-1A A 144A</name>
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        <name>MVWOT 2023-2A B 144A</name>
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        <name>MYR GROUP INC/DELAWARE</name>
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        <name>MANUS BIO INC SERIES ONE-6 CVT PFD PP</name>
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      <invstOrSec>
        <name>NAVITAS SEMICONDUCTOR CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NSLT 2021-BA AFX 144A</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST 2021-B</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NEOGEN CORP</name>
        <lei>549300HJT9FC36N4UW43</lei>
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      <invstOrSec>
        <name>NEPTUNE INSURANCE HOLDI-CL A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NESTLE SA-REG</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>NESTLE SA</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NETFLIX INC</name>
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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>NEUB 2016-21A A1R3 144A</name>
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        <title>NEUBERGER BERMAN CLO XXI LTD</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-20</maturityDt>
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      <invstOrSec>
        <name>NEUB 2021-43A AR 144A</name>
        <lei>549300N83MM16HCONB28</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD</title>
        <cusip>64134AAJ1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-17</maturityDt>
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      <invstOrSec>
        <name>NEVADA POWER CO</name>
        <lei>MJZFGXRJ52U8U4MKJ519</lei>
        <title>NEVADA POWER CO</title>
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        <balance>58000.000000</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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      <invstOrSec>
        <name>NRZT 2021-INV2 A4 144A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2</title>
        <cusip>64831GAD7</cusip>
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        <balance>133779.710000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5000000000</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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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NRZT 2026-NQM4 A1 144A</name>
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        <cusip>64790AAE7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEXT PLC</name>
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        <title>NEXT PLC</title>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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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>NEXTNAV INC</name>
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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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        <fairValLevel>2</fairValLevel>
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        <name>NIAGARA MOHAWK POWER 144A</name>
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        <name>NIAGARA MOHAWK POWER 144A</name>
        <lei>3T97Y9RR5EN5Y18QHB56</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>NINTENDO CO LTD</name>
        <lei>353800FEEXU6I9M0ZF27</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NOBLE CORP PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NORTHROP GRUMMAN CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>WOODS 2018-14BA AR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NOV INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCEANFIRST FINANCIAL CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>OCP 2017-13A AR2 144A</name>
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      <invstOrSec>
        <name>OCTL 2023-3A C 144A</name>
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      <invstOrSec>
        <name>OCTL 2023-3A B 144A</name>
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      <invstOrSec>
        <name>OCTL 2024-1A A2 144A</name>
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      <invstOrSec>
        <name>OCTL 2025-RVM1 A 144A</name>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>OGE ENERGY CORP</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
        <title>OGE ENERGY CORP</title>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>OLD DOMINION FREIGHT LINE</name>
        <lei>5299009TWK32WE417T96</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>OLLIES BARGAIN OUTLET HOLDINGS</name>
        <lei>529900YO5DSQCPEFDZ05</lei>
        <title>OLLIE'S BARGAIN OUTLET HOLDINGS INC</title>
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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>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC</title>
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        <name>ONEOK INC</name>
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        <name>ONTO INNOVATION INC</name>
        <lei>254900RXZVN73CHOO062</lei>
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        <assetCat>EC</assetCat>
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        <name>OR ROYALTIES INC</name>
        <lei>549300TJZTXZMPQ6K004</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP</title>
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        <assetCat>EC</assetCat>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP</title>
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      <invstOrSec>
        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ORANGE SA 144A</name>
        <lei>969500MCOONR8990S771</lei>
        <title>ORANGE SA</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PRAEMIA HEALTHCARE SACA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRAIRIESKY ROYALTY LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRAXIS PRECISION MEDICINES I</name>
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        <name>PRICESMART INC</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>PROG 2021-SFR6 D 144A</name>
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        <name>RAD 2023-21A A1R 144A</name>
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        <name>REALT 2025-1A A1 144A</name>
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        <name>RECRUIT HOLDINGS CO LTD</name>
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        <name>REDWOOD MATERIALS SER C CVT STOCK PP</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>REG16 2019-2A A1R2 144A</name>
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        <name>REVVITY INC</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAJ2</cusip>
        <identifiers>
          <isin value="US76209PAJ21"/>
        </identifiers>
        <balance>170000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169098.690000</valUSD>
        <pctVal>0.0039105454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RHEINMETALL AG</name>
        <lei>5299001OU9CSE29O6S05</lei>
        <title>RHEINMETALL AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE0007030009"/>
        </identifiers>
        <balance>2377.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
        <valUSD>3578731.930000</valUSD>
        <pctVal>0.0827611008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RIO TINTO PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>RIO TINTO PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
        </identifiers>
        <balance>22618.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>2402290.480000</valUSD>
        <pctVal>0.0555549308</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>RIOT PLATFORMS INC</name>
        <lei>5299005LKZAJQDQZDF73</lei>
        <title>RIOT PLATFORMS INC</title>
        <cusip>767292105</cusip>
        <identifiers>
          <isin value="US7672921050"/>
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        <balance>25773.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>698706.030000</valUSD>
        <pctVal>0.0161581480</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>ROCHE HOLDING AG</name>
        <lei>549300U41AUUVOAAOB37</lei>
        <title>ROCHE HOLDING AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH1499059983"/>
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        <balance>21663.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.780550"/>
        <valUSD>9114716.660000</valUSD>
        <pctVal>0.2107852723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROCC 2024-CNTR A 144A</name>
        <lei>N/A</lei>
        <title>ROCK TRUST 2024-CNTR</title>
        <cusip>74970WAA8</cusip>
        <identifiers>
          <isin value="US74970WAA80"/>
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        <balance>620000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628728.550000</valUSD>
        <pctVal>0.0145398616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3880000000</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>ROCKET COS INC-CLASS A</name>
        <lei>N/A</lei>
        <title>ROCKET COS INC</title>
        <cusip>77311W101</cusip>
        <identifiers>
          <isin value="US77311W1018"/>
        </identifiers>
        <balance>54651.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>792986.010000</valUSD>
        <pctVal>0.0183384496</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>ROCKT 2019-2A AR2 144A</name>
        <lei>549300IG5M07NI4QKK80</lei>
        <title>ROCKFORD TOWER CLO 2019-2 LTD</title>
        <cusip>77341GAS9</cusip>
        <identifiers>
          <isin value="US77341GAS93"/>
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        <balance>124129.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124156.390000</valUSD>
        <pctVal>0.0028712180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.7720000000</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>ROCKT 2021-2A A1R 144A</name>
        <lei>N/A</lei>
        <title>ROCKFORD TOWER CLO 2021-2 LTD</title>
        <cusip>77341LAQ2</cusip>
        <identifiers>
          <isin value="US77341LAQ23"/>
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        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250147.500000</valUSD>
        <pctVal>0.0057848654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.8050000000</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>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109DE8</cusip>
        <identifiers>
          <isin value="US775109DE81"/>
        </identifiers>
        <balance>270000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272113.060000</valUSD>
        <pctVal>0.0062928369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109CH2</cusip>
        <identifiers>
          <isin value="US775109CH22"/>
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        <balance>345000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321859.060000</valUSD>
        <pctVal>0.0074432538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.8000000000</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>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109DF5</cusip>
        <identifiers>
          <isin value="US775109DF56"/>
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        <balance>305000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303268.610000</valUSD>
        <pctVal>0.0070133345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3000000000</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>ROLLS-ROYCE HOLDINGS PLC</name>
        <lei>213800EC7997ZBLZJH69</lei>
        <title>ROLLS-ROYCE HOLDINGS PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B63H8491"/>
        </identifiers>
        <balance>425576.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>7656891.500000</valUSD>
        <pctVal>0.1770718740</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>YK6552730</cusip>
        <identifiers>
          <isin value="XS3198387246"/>
        </identifiers>
        <balance>140000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
        <valUSD>165070.120000</valUSD>
        <pctVal>0.0038173814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3750000000</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>
      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>77586RAX8</cusip>
        <identifiers>
          <isin value="US77586RAX89"/>
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        <balance>366000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374560.770000</valUSD>
        <pctVal>0.0086620239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.6250000000</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>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>775921AA7</cusip>
        <identifiers>
          <isin value="US775921AA76"/>
        </identifiers>
        <balance>190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181423.850000</valUSD>
        <pctVal>0.0041955748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <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>ROOT INC/OH -CLASS A</name>
        <lei>N/A</lei>
        <title>ROOT INC/OH</title>
        <cusip>77664L207</cusip>
        <identifiers>
          <isin value="US77664L2079"/>
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        <balance>8898.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463229.880000</valUSD>
        <pctVal>0.0107125696</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>ROPER TECHNOLOGIES INC</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROPER TECHNOLOGIES INC</title>
        <cusip>776696106</cusip>
        <identifiers>
          <isin value="US7766961061"/>
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        <balance>4922.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1602258.660000</valUSD>
        <pctVal>0.0370535410</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>ROSS STORES INC</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>ROSS STORES INC</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
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        <balance>16170.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3747074.100000</valUSD>
        <pctVal>0.0866541511</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>ROYAL GOLD INC</name>
        <lei>5493001NGRU6SFL04184</lei>
        <title>ROYAL GOLD INC</title>
        <cusip>780287108</cusip>
        <identifiers>
          <isin value="US7802871084"/>
        </identifiers>
        <balance>82.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18407.360000</valUSD>
        <pctVal>0.0004256852</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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        <name>ROYALTY PHARMA PLC- CL A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RRAM 2024-28RA A1AR2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RAYTHEON TECH CORP</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>
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        <name>ESM6 S&amp;P500 EMINI FUT  JUN26</name>
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        <name>SAFRAN SA</name>
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        <name>HLSY 2025-9A A 144A</name>
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        <title>SAGARD-HALSEYPOINT CLO 9 LTD</title>
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        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
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        <title>SAMMONS FINANCIAL GROUP GLOBAL FUNDING</title>
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        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
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        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SAMPO OYJ-A SHS</name>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAMSUNG ELECTRONICS CO LTD</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAN DIEGO G &amp; E</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANDVIK AB</name>
        <lei>5299008ZUAXN43LVZF54</lei>
        <title>SANDVIK AB</title>
        <cusip>000000000</cusip>
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          <isin value="SE0000667891"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SANOFI</name>
        <lei>549300E9PC51EN656011</lei>
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        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SDART 2025-1 B</name>
        <lei>N/A</lei>
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        <cusip>80288DAD8</cusip>
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          <isin value="US80288DAD84"/>
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        <balance>415000.000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-17</maturityDt>
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      <invstOrSec>
        <name>SDART 2025-1 A3</name>
        <lei>N/A</lei>
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        <cusip>80288DAC0</cusip>
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          <isin value="US80288DAC02"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7400000000</annualizedRt>
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      <invstOrSec>
        <name>SDART 2025-4 B</name>
        <lei>N/A</lei>
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        <cusip>802923AD4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SDART 2026-1 A3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1</title>
        <cusip>80288FAC5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9300000000</annualizedRt>
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      <invstOrSec>
        <name>SDART 2026-1 B</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1</title>
        <cusip>80288FAD3</cusip>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER HOLDINGS USA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAN 2025-NQM2 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SAN 2025-NQM6 A1 144A</name>
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        <name>SAP SE</name>
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        <name>SARTORIUS FINANCE BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SAVERS VALUE VILLAGE INC</name>
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        <name>SBA TOWER TRUST 144A</name>
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        <name>SBA TOWER TRUST 144A</name>
        <lei>N/A</lei>
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        <name>SBA TOWER TRUST 144A</name>
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        <name>SCENTRE GROUP</name>
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        <name>SCHLUMBERGER INVESTMENT</name>
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        <name>SCUL 27A BRR 144A</name>
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        <name>SEA LTD ADR</name>
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        <name>SEGRO PLC</name>
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        <name>SEMPRA</name>
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        <name>SEMT 2013-4 B1</name>
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        <name>SEMT 2017-5 B1 144A</name>
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        <name>SERVICE CORP INTERNATIONAL</name>
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        <name>SERV 2021-1 A2I 144A</name>
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        <name>SERVICENOW INC</name>
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        <name>SHIMIZU CORP</name>
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        <name>SHIN-ETSU CHEMICAL CO LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SHOALS TECHNOLOGIES GROUP -A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SHOPIFY INC - CLASS A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SIEMENS AG-REG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SIEMENS ENERGY AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SIEMENS HEALTHINEERS AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SiFive Inc SER G CVT PFD PP</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>SPEAK 2016-3A A1R4 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SILA NANO SER F CVT PFD STOCK PP</name>
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        <name>SIMPSON MANUFACTURING CO INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SITEONE LANDSCAPE SUPPLY INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SITIME CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SLB LTD</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SMB 2021-A B 144A</name>
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        <name>SOCIETE GENERALE 144A</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>SOCIETE GENERALE 144A</name>
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        <name>SOFTBANK GROUP CORP</name>
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        <name>SOLSTICE ADVANCED MATERI</name>
        <lei>2138004GZ4H9TW6HK435</lei>
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        <name>SOLVENTUM CORP</name>
        <lei>254900I70403OSGY4M28</lei>
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        <name>SONY GROUP CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOTERA HEALTH CO</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SNDPT 2019-1A BRR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SNDPT 2021-3AR AR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN CAL EDISON</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-09-15</maturityDt>
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        <name>SOUTHERN CAL EDISON</name>
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        <name>SOUTHERN CALIF GAS CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CALIF GAS CO</name>
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        <cusip>842434DE9</cusip>
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        <balance>225000.000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN CO GAS CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO/THE</name>
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        <name>SOUTHERN POWER CO</name>
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        <name>SouthState Bank Corp</name>
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        <name>SPAC PCSC Freenome PIPE COMMIT PP</name>
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        <name>SPIRAX GROUP PLC</name>
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        <name>SPRINT CAP CORP</name>
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        <name>SPRINT CAPITAL CORP</name>
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        <name>SHMLT 2022-SH1 A1A 144A</name>
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        <name>SPX TECHNOLOGIES INC</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC 144A</name>
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      <invstOrSec>
        <name>STANDEX INTERNATIONAL CORP</name>
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      <invstOrSec>
        <name>IL ST BABS</name>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>STC SUKUK CO II LTD 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STC SUKUK CO II LTD 144A</name>
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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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      <invstOrSec>
        <name>SAUDI TELECOM CO 144A</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>STELLA-JONES INC</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SFUEL 2025-BA C 144A</name>
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        <name>SFUEL 2025-BA A4 144A</name>
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        <name>SFUEL 2025-BA B 144A</name>
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        <name>SFUEL 2025-CA A4 144A</name>
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        <name>SFUEL 2025-CA B 144A</name>
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        <name>SFUEL 2026-AA A4 144A</name>
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        <name>SFUEL 2026-AA B 144A</name>
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        <name>SFUEL 2026-AA A3 144A</name>
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        <assetCat>ABS-O</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>STERIS PLC</name>
        <lei>549300BRDKZ1HFI2J358</lei>
        <title>STERIS PLC</title>
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        <balance>17881.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>STONEX GROUP INC</name>
        <lei>549300JUF07L8VF02M60</lei>
        <title>STONEX GROUP INC</title>
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          <isin value="US8618961085"/>
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        <balance>21129.000000</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>STORA ENSO OYJ-R SHS</name>
        <lei>7437000ZP669LKUTZ738</lei>
        <title>STORA ENSO OYJ</title>
        <cusip>000000000</cusip>
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        <balance>253511.000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRATHCONA RESOURCES LTD</name>
        <lei>8945002R5I3793F4AZ38</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRYKER 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>SUMITOMO CORP</name>
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        <title>SUMITOMO CORP</title>
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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>SUMITOMO MITSUI TRUST GROUP INC</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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      <invstOrSec>
        <name>SUNCORP GROUP LTD</name>
        <lei>549300BVOKRTHDIWVT46</lei>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SURGERY PARTNERS INC</name>
        <lei>549300LC82HG33S19I03</lei>
        <title>SURGERY PARTNERS INC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH</title>
        <cusip>86944BAQ6</cusip>
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        <balance>170000.000000</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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      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH</title>
        <cusip>86944BAP8</cusip>
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        <balance>50000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51111.970000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH</title>
        <cusip>86944BAK9</cusip>
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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>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUZUKI MOTOR CORP</name>
        <lei>353800D83H0V3ZV1SV24</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SYMP 2022-37A AR2 144A</name>
        <lei>54930094HTRXFLXUBV36</lei>
        <title>SYMPHONY CLO 37 LTD</title>
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        <balance>250000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250187.500000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SYMP 2015-16A ARR 144A</name>
        <lei>5493004PWOYFPAFQVT02</lei>
        <title>SYMPHONY CLO XVI LTD</title>
        <cusip>87165VAX7</cusip>
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        <balance>18215.130000</balance>
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        <curCd>USD</curCd>
        <valUSD>18211.200000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SYMP 2022-31A BR 144A</name>
        <lei>549300OJB1EXT6QKOX87</lei>
        <title>SYMPHONY CLO XXXI LTD</title>
        <cusip>87168YAQ3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SYMP 2022-31A AR 144A</name>
        <lei>549300OJB1EXT6QKOX87</lei>
        <title>SYMPHONY CLO XXXI LTD</title>
        <cusip>87168YAN0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SYNOPSYS INC</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SYNOPSYS INC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SYNOPSYS INC</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SYNOPSYS INC</title>
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        <balance>6994.000000</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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      <invstOrSec>
        <name>SYNOPSYS INC</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SYNOPSYS INC</title>
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        <balance>185000.000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRP EMER MKTS BND FD-I</name>
        <lei>515326IHLDOILEO6ED43</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TARGA RESOURCES CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TAT TECHNOLOGIES LTD</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TE CONNECTIVITY PLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TECHNIPFMC PLC</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TECHTRONIC INDUSTRIES CO LTD</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TELEDYNE TECHNOLOGIES INC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>ERICSSON LM-B SHS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TELSTRA GROUP LTD</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TENCENT HOLDINGS LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TENET HEALTHCARE CORP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>TERRENO REALTY CORP</name>
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        <fairValLevel>1</fairValLevel>
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        <name>TESLA INC</name>
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        <name>THERMO FISHER SCIENTIFIC</name>
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        <name>THERMO FISHER SCIENTIFIC INC</name>
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        <name>TIME WARNER CABLE INC</name>
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        <name>TIME WARNER CABLE INC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
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        <name>TJX COMPANIES INC</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE</title>
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      <invstOrSec>
        <name>TMX GROUP LTD</name>
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      <invstOrSec>
        <name>TOKIO MARINE HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOKYO ELECTRON LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOPAZ ENERGY CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TORCHYS HOLDINGS CVT PFD TAX BLOCK PP</name>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TORCHYS HOLDINGS LLC CL A TAX BLOCKER PP</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOTALENERGIES CAP INTL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TOTAL CAPITAL INTL SA</name>
        <lei>549300U37G2I8G4RUG09</lei>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TOTALENERGIES SE</name>
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        <name>TPMT 2026-1 A1A 144A</name>
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        <name>TPMT 2017-3 M1 144A</name>
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        <name>TPMT 2019-HY3 A1A 144A</name>
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        <name>TPMT 2024-2 A1B 144A</name>
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        <name>TPMT 2025-1 A1A 144A</name>
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        <name>TPMT 2025-1 A1B 144A</name>
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        <name>TOYOTA MOTOR CORP</name>
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        <name>TRACTOR SUPPLY COMPANY</name>
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        <fairValLevel>1</fairValLevel>
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        <name>TRADEWEB MARKETS INC-CLASS A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TRANS-ALLEGHENY INTERSTA 144A</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>30282.950000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRANSDIGM GROUP INC</name>
        <lei>N/A</lei>
        <title>TRANSDIGM GROUP INC</title>
        <cusip>893641100</cusip>
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          <isin value="US8936411003"/>
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        <balance>1115.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TRAVELERS COS INC/THE</name>
        <lei>549300Y650407RU8B149</lei>
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          <isin value="US89417E1091"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TRAVERE THERAPEUTICS INC</name>
        <lei>N/A</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>GRS - SECURITY LENDING COLLATERAL</name>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Treeline Bio Common WTS 8/35 PP</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Treeline Bio SER A-2 CVT PFD PP</name>
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        <assetCat>EP</assetCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TCN 2024-SFR2 A 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-17</maturityDt>
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      <invstOrSec>
        <name>TRNTS 2019-10A AR2 144A</name>
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        <title>TRINITAS CLO X LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TSURUHA HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TWFG 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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        <name>TX 2024-HOU A 144A</name>
        <lei>N/A</lei>
        <title>TX TRUST 2024-HOU</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
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        <title>UBER TECHNOLOGIES INC</title>
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        <name>UBER TECHNOLOGIES INC</name>
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        <name>UBER TECHNOLOGIES INC 144A</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>UBER TECHNOLOGIES INC</title>
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        <name>UBS GROUP AG-REG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG</title>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UCB SA</name>
        <lei>2138008J191VLSGY5A09</lei>
        <title>UCB SA</title>
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        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UL SOLUTIONS INC - CLASS A</name>
        <lei>549300F7CUV5ESKV9P71</lei>
        <title>UL SOLUTIONS INC</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ULTA BEAUTY INC</name>
        <lei>529900CIV6HN8M28YM82</lei>
        <title>ULTA BEAUTY INC</title>
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        <balance>8519.000000</balance>
        <units>NS</units>
        <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>
      <invstOrSec>
        <name>ULTRA CLEAN HOLDINGS INC</name>
        <lei>5493007L6LS7QX18PE75</lei>
        <title>ULTRA CLEAN HOLDINGS INC</title>
        <cusip>90385V107</cusip>
        <identifiers>
          <isin value="US90385V1070"/>
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        <balance>4208.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360078.560000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005239360"/>
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        <balance>83266.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
        <valUSD>7186604.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNILEVER PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>UNILEVER PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BVZK7T90"/>
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        <balance>236658.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.742556"/>
        <valUSD>13336047.620000</valUSD>
        <pctVal>0.3084070008</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>
        <name>UNITED STATES LIME &amp; MINERAL</name>
        <lei>549300VGDEEG8RT7VC89</lei>
        <title>UNITED STATES LIME &amp; MINERALS INC</title>
        <cusip>911922102</cusip>
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          <isin value="US9119221029"/>
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        <balance>4879.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>556157.210000</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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          <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>91282CJX0</cusip>
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          <isin value="US91282CJX02"/>
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        <balance>545000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541849.220000</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>2031-01-31</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>
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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>912810TX6</cusip>
        <identifiers>
          <isin value="US912810TX63"/>
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        <balance>3590000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3178832.810000</valUSD>
        <pctVal>0.0735131068</pctVal>
        <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>
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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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UG1</cusip>
        <identifiers>
          <isin value="US912810UG12"/>
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        <balance>2360000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2225775.000000</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>2055-02-15</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>91282CGC9</cusip>
        <identifiers>
          <isin value="US91282CGC91"/>
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        <balance>3810000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3803451.560000</valUSD>
        <pctVal>0.0879579259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-31</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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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CND9</cusip>
        <identifiers>
          <isin value="US91282CND91"/>
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        <balance>3990000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3970985.160000</valUSD>
        <pctVal>0.0918322773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7500000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UM8</cusip>
        <identifiers>
          <isin value="US912810UM89"/>
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        <balance>1685000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1622602.340000</valUSD>
        <pctVal>0.0375240053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-08-15</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CJA0</cusip>
        <identifiers>
          <isin value="US91282CJA09"/>
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        <balance>2760000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2796440.630000</valUSD>
        <pctVal>0.0646699751</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</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>
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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>912810UE6</cusip>
        <identifiers>
          <isin value="US912810UE63"/>
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        <balance>2570000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2374037.500000</valUSD>
        <pctVal>0.0549015575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-15</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>
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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>91282CJQ5</cusip>
        <identifiers>
          <isin value="US91282CJQ50"/>
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        <balance>5410000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5324200.780000</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>2030-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TF5</cusip>
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          <isin value="US912810TF57"/>
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        <balance>580000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420771.880000</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>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.3750000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810RD2</cusip>
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          <isin value="US912810RD28"/>
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        <balance>4875000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4192500.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7500000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CLN9</cusip>
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          <isin value="US91282CLN91"/>
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        <balance>1340000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1316026.560000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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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>91282CHQ7</cusip>
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          <isin value="US91282CHQ78"/>
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        <balance>3505000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3512667.190000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</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>91282CDF5</cusip>
        <identifiers>
          <isin value="US91282CDF59"/>
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        <balance>2355000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2212044.140000</valUSD>
        <pctVal>0.0511553287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.3750000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CMD0</cusip>
        <identifiers>
          <isin value="US91282CMD01"/>
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        <balance>2230000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2251080.470000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3750000000</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>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>5190000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4406634.380000</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>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>91282CFT3</cusip>
        <identifiers>
          <isin value="US91282CFT36"/>
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        <balance>1630000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625797.660000</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>2029-10-31</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>912810TU2</cusip>
        <identifiers>
          <isin value="US912810TU25"/>
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        <balance>1520000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1423100.000000</valUSD>
        <pctVal>0.0329103506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3750000000</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>91282CFF3</cusip>
        <identifiers>
          <isin value="US91282CFF32"/>
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        <balance>2515000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2311835.160000</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>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.7500000000</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>91282CMZ1</cusip>
        <identifiers>
          <isin value="US91282CMZ13"/>
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        <balance>4605000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4567224.610000</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>2030-04-30</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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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CNC1</cusip>
        <identifiers>
          <isin value="US91282CNC19"/>
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        <balance>1550000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1532804.690000</valUSD>
        <pctVal>0.0354473612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</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>
          <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>91282CLJ8</cusip>
        <identifiers>
          <isin value="US91282CLJ89"/>
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        <balance>4985000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4887247.270000</valUSD>
        <pctVal>0.1130215875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7500000000</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>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TK4</cusip>
        <identifiers>
          <isin value="US912810TK43"/>
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        <balance>2595000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2156282.810000</valUSD>
        <pctVal>0.0498658023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3750000000</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>91282CMU2</cusip>
        <identifiers>
          <isin value="US91282CMU26"/>
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        <balance>2400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2391750.000000</valUSD>
        <pctVal>0.0553111735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-31</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>
        <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>3845000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3688196.090000</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>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>
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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>91282CLU3</cusip>
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          <isin value="US91282CLU35"/>
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        <balance>6295000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6278278.910000</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>2031-10-31</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>
          <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>91282CLD1</cusip>
        <identifiers>
          <isin value="US91282CLD10"/>
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        <balance>4425000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4418431.640000</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>2031-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CKU4</cusip>
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          <isin value="US91282CKU44"/>
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        <balance>1890000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1929719.530000</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>2031-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.6250000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UC0</cusip>
        <identifiers>
          <isin value="US912810UC08"/>
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        <balance>3585000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3175525.780000</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>2054-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TT5</cusip>
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          <isin value="US912810TT51"/>
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        <balance>1250000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1083984.380000</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>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>1090000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102943.750000</valUSD>
        <pctVal>0.0255064757</pctVal>
        <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>
          <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>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <isin value="US91282CMK44"/>
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        <balance>3780000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3813665.630000</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>
          <annualizedRt>4.3750000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TZ1</cusip>
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          <isin value="US912810TZ12"/>
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        <balance>6220000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5896365.630000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UD8</cusip>
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          <isin value="US912810UD80"/>
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        <balance>285000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256455.470000</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>2044-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>91282CHK0</cusip>
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          <isin value="US91282CHK09"/>
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        <balance>925000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>924783.200000</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>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TM0</cusip>
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          <isin value="US912810TM09"/>
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        <curCd>USD</curCd>
        <valUSD>2548399.220000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TQ1</cusip>
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          <isin value="US912810TQ13"/>
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        <balance>2195000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1936401.560000</valUSD>
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        <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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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TW8</cusip>
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          <isin value="US912810TW80"/>
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        <balance>835000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>817778.130000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7500000000</annualizedRt>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
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        <title>UNITEDHEALTH GROUP INC</title>
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          <isin value="US91324PFQ00"/>
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        <curCd>USD</curCd>
        <valUSD>117019.080000</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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          <couponKind>Fixed</couponKind>
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        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC</title>
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          <isin value="US91324PEV04"/>
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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>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC</title>
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          <isin value="US91324P1021"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC</title>
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          <isin value="US91324PFR82"/>
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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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        <name>UNITI GROUP INC</name>
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        <title>UNITI GROUP INC</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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        <name>UNUSUAL MACHINES INC /US</name>
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          <isin value="US91532F1021"/>
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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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        <name>URBAN OUTFITTERS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>TUU6 US 2YR NOTE (CBT) SEP26</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>USCLN 2023-1 B 144A</name>
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        <title>US BANK NA</title>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>US FOODS HOLDING CORP</name>
        <lei>549300UGOZSO64CFPR97</lei>
        <title>US FOODS HOLDING CORP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTAS REALTY LP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS REALTY LP</title>
        <cusip>92277GBC0</cusip>
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          <isin value="US92277GBC06"/>
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        <balance>391000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>383652.670000</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>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERD 2024-1A A2 144A</name>
        <lei>N/A</lei>
        <title>VERDANT RECEIVABLES 2024-1 LLC</title>
        <cusip>92339MAB6</cusip>
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          <isin value="US92339MAB63"/>
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        <balance>56543.070000</balance>
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        <curCd>USD</curCd>
        <valUSD>57332.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6800000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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          <isin value="US92343VHJ61"/>
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        <balance>290000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285141.460000</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>2055-11-30</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERTIV HOLDINGS CO</name>
        <lei>549300KTTIRAOGXCRV69</lei>
        <title>VERTIV HOLDINGS CO</title>
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          <isin value="US92537NAC20"/>
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        <balance>30000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29584.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VICI PROPERTIES INC</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI PROPERTIES INC</title>
        <cusip>925652109</cusip>
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          <isin value="US9256521090"/>
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        <balance>93183.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2629624.260000</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>VICOR CORP</name>
        <lei>5299005KMQOTR6B51F09</lei>
        <title>VICOR CORP</title>
        <cusip>925815102</cusip>
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          <isin value="US9258151029"/>
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        <balance>1981.000000</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>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>VINCI SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000125486"/>
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        <balance>28605.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.857339"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VIPER ENERGY INC-CL A</name>
        <lei>N/A</lei>
        <title>VIPER ENERGY INC</title>
        <cusip>64361Q101</cusip>
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          <isin value="US64361Q1013"/>
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        <balance>24857.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1130993.500000</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>VISA INC-CLASS A SHARES</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC</title>
        <cusip>92826C839</cusip>
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          <isin value="US92826C8394"/>
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        <balance>102944.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33596803.840000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VISHAY PRECISION GROUP</name>
        <lei>N/A</lei>
        <title>VISHAY PRECISION GROUP INC</title>
        <cusip>92835K103</cusip>
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          <isin value="US92835K1034"/>
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        <balance>3219.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>403372.890000</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>VSTA 2026-CES2 A1 144A</name>
        <lei>N/A</lei>
        <title>VISTA POINT SECURITIZATION TRUST 2026-CES2</title>
        <cusip>92842NAA6</cusip>
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          <isin value="US92842NAA63"/>
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        <balance>818347.370000</balance>
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        <curCd>USD</curCd>
        <valUSD>818046.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>VISTRA OPERATIONS CO LLC 144A</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC</title>
        <cusip>92840VAU6</cusip>
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        <balance>7000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7088.230000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>VISTRA OPERATIONS CO LLC 144A</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC</title>
        <cusip>92840VBC5</cusip>
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        <balance>320000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318295.730000</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>2036-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5500000000</annualizedRt>
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      <invstOrSec>
        <name>VISTRA OPERATIONS CO LLC 144A</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC</title>
        <cusip>92840VAS1</cusip>
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          <isin value="US92840VAS16"/>
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        <balance>85000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87517.980000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VISTRA OPERATIONS CO LLC 144A</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>VISTRA OPERATIONS CO LLC</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VOYA 2021-2A A1R 144A</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2021-2 LTD</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VSE CORP</name>
        <lei>549300QWJYQDH4U5XI15</lei>
        <title>VSE CORP</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>VSE CORP CVT PFD 5.75 2/29</name>
        <lei>549300QWJYQDH4U5XI15</lei>
        <title>VSE CORP</title>
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        <balance>16561.000000</balance>
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        <assetCat>EP</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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        <name>WALT DISNEY CO/THE</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>WALT DISNEY CO/THE</title>
        <cusip>254687106</cusip>
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        <balance>70088.000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>WARRIOR MET COAL INC</name>
        <lei>549300152B1S9YKBYV79</lei>
        <title>WARRIOR MET COAL INC</title>
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        <balance>9897.000000</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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      </invstOrSec>
      <invstOrSec>
        <name>WATERBRIDGE INFRASTRUC-CL A</name>
        <lei>N/A</lei>
        <title>WATERBRIDGE INFRASTRUCTURE LLC</title>
        <cusip>940923105</cusip>
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          <isin value="US9409231050"/>
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        <balance>55316.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1617993.000000</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WB 2024-HQ A 144A</name>
        <lei>N/A</lei>
        <title>WB COMMERCIAL MORTGAGE TRUST 2024-HQ</title>
        <cusip>92943PAA9</cusip>
        <identifiers>
          <isin value="US92943PAA93"/>
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        <balance>200000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200263.420000</valUSD>
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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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          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.9360000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WEATHERFORD INTERNATIONAL PL</name>
        <lei>529900LPBDSCQDJKHQ39</lei>
        <title>WEATHERFORD INTERNATIONAL PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BLNN3691"/>
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        <balance>10119.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1048733.160000</valUSD>
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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>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO</title>
        <cusip>95000U3W1</cusip>
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          <isin value="US95000U3W12"/>
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        <balance>617000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>626133.110000</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>2031-04-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.1500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WFCM 2016-C35 AS</name>
        <lei>549300MZIB10PDVAE312</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35</title>
        <cusip>95000FAV8</cusip>
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          <isin value="US95000FAV85"/>
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        <balance>370000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>369208.390000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.1840000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WFCM 2025-5C6 A3</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6</title>
        <cusip>95004TAC6</cusip>
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          <isin value="US95004TAC62"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2058-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1860000000</annualizedRt>
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      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>254900F33BIAR82QTA19</lei>
        <title>WELLTOWER INC</title>
        <cusip>95040Q104</cusip>
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          <isin value="US95040Q1040"/>
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        <balance>56889.000000</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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WABTEC CORP</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP</title>
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          <isin value="US9297401088"/>
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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>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WFLF 2025-3A A1 144A</name>
        <lei>549300BSFY0E0XXREF43</lei>
        <title>WHEELS FLEET LEASE FUNDING 1 LLC</title>
        <cusip>96328GCP0</cusip>
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          <isin value="US96328GCP00"/>
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        <balance>265000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>263541.120000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0800000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WFLF 2024-3A A1 144A</name>
        <lei>549300BSFY0E0XXREF43</lei>
        <title>WHEELS FLEET LEASE FUNDING 1 LLC</title>
        <cusip>96328GBZ9</cusip>
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          <isin value="US96328GBZ90"/>
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        <balance>284486.130000</balance>
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        <curCd>USD</curCd>
        <valUSD>286266.870000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WHITE MOUNTAINS INSURANCE GP</name>
        <lei>549300N3FL068JERBG02</lei>
        <title>WHITE MOUNTAINS INSURANCE GROUP LTD</title>
        <cusip>000000000</cusip>
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          <isin value="BMG9618E1075"/>
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        <balance>337.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WHITEFIBER INC</name>
        <lei>254900VTG8XTRF3IQN65</lei>
        <title>WHITEFIBER INC</title>
        <cusip>000000000</cusip>
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          <isin value="KYG961151035"/>
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        <balance>894.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26587.560000</valUSD>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WillScot Holdings Corp</name>
        <lei>549300HJ4VIXF476Q166</lei>
        <title>WILLSCOT HOLDINGS CORP</title>
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        <balance>51102.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1314854.460000</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>WEF 2025-1A A2 144A</name>
        <lei>N/A</lei>
        <title>WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC</title>
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        <balance>100000.000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WINGSTOP INC</name>
        <lei>549300SSH3F8HPIM3Q47</lei>
        <title>WINGSTOP INC</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>WISDOMTREE INC</name>
        <lei>549300WIU8IS7UFO7871</lei>
        <title>WISDOMTREE INC</title>
        <cusip>97717P104</cusip>
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          <isin value="US97717P1049"/>
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        <balance>12792.000000</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>WOLFSPEED INC</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>WOLFSPEED INC</title>
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        <balance>4189.000000</balance>
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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>WOART 2023-A B</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2023-A</title>
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        <balance>210000.000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WW GRAINGER INC</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW GRAINGER INC</title>
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          <isin value="US3848021040"/>
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        <balance>2005.000000</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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        <name>WYNNTON FUNDING TRUST 144A</name>
        <lei>N/A</lei>
        <title>WYNNTON FUNDING TRUST</title>
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        <balance>130000.000000</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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      <invstOrSec>
        <name>XANADU QUANTUM TECHNOLO-CL B</name>
        <lei>254900ERDXSXKJDE3515</lei>
        <title>XANADU QUANTUM TECHNOLOGIES LTD</title>
        <cusip>98390R102</cusip>
        <identifiers>
          <isin value="CA98390R1029"/>
        </identifiers>
        <balance>3927.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63499.590000</valUSD>
        <pctVal>0.0014684799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>8793.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>699043.500000</valUSD>
        <pctVal>0.0161659523</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>XYLEM INC</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>XYLEM INC/NY</title>
        <cusip>98419MAN0</cusip>
        <identifiers>
          <isin value="US98419MAN02"/>
        </identifiers>
        <balance>55000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55823.630000</valUSD>
        <pctVal>0.0012909671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2000000000</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>YMMT 2026-A A1 144A</name>
        <lei>N/A</lei>
        <title>YAMAHA MOTOR MASTER TRUST II</title>
        <cusip>98463GAG3</cusip>
        <identifiers>
          <isin value="US98463GAG38"/>
        </identifiers>
        <balance>270000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268682.080000</valUSD>
        <pctVal>0.0062134927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-07-02</ncom:dateSigned>
      <ncom:nameOfApplicant>T. ROWE PRICE SPECTRUM FUNDS II, 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>
