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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>AQFIT 2024-A A 4.81% 06/17/30</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF ARGE S/UP 07/09/46</name>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <name>AESOP 2021-1A C 2.13% 08/20/26</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AESOP 2023-4A  7.24% 06/20/28</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2023-5A  5.78% 04/20/27</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2023-8A  7.34% 02/20/29</name>
        <lei>N/A</lei>
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        <cusip>05377RHP2</cusip>
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          <isin value="US05377RHP29"/>
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        <curCd>USD</curCd>
        <valUSD>2343478.95000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2023-7A  7.41% 08/20/27</name>
        <lei>N/A</lei>
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        <cusip>05377RHS6</cusip>
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          <isin value="US05377RHS67"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2024-1A  5.36% 06/20/29</name>
        <lei>N/A</lei>
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        <cusip>05377RHY3</cusip>
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          <isin value="US05377RHY36"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2024-1A  6.48% 06/20/29</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL C REGD 144A P/P 6.48000000</title>
        <cusip>05377RJA3</cusip>
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          <isin value="US05377RJA32"/>
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        <curCd>USD</curCd>
        <valUSD>492463.92000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</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>AESOP 2024-2A  5.13% 10/20/27</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL A REGD 144A P/P 5.13000000</title>
        <cusip>05377RJG0</cusip>
        <identifiers>
          <isin value="US05377RJG02"/>
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        <balance>5650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5684855.98000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.13000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2024-3A  5.23% 12/20/29</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000</title>
        <cusip>05377RJK1</cusip>
        <identifiers>
          <isin value="US05377RJK14"/>
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        <balance>4340000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4392945.83000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.23000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2023-3A  7.32% 02/20/27</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL D REGD 144A P/P 7.32000000</title>
        <cusip>05377RKH6</cusip>
        <identifiers>
          <isin value="US05377RKH65"/>
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        <balance>1975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1986628.01000000</valUSD>
        <pctVal>0.004142847195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.32000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AESOP 2023-5A  7.35% 04/20/27</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL D REGD 144A P/P 7.35000000</title>
        <cusip>05377RKJ2</cusip>
        <identifiers>
          <isin value="US05377RKJ22"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2650975.30000000</valUSD>
        <pctVal>0.005528254676</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.35000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>AVOLON HOLDINGS 3.25% 02/15/27</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000</title>
        <cusip>05401AAJ0</cusip>
        <identifiers>
          <isin value="US05401AAJ07"/>
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        <balance>1791000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1775582.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>AVOLON HOLDINGS 2.75% 02/21/28</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000</title>
        <cusip>05401AAP6</cusip>
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          <isin value="US05401AAP66"/>
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        <balance>6105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5915748.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>AVOLON HOLDING 2.528% 11/18/27</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000</title>
        <cusip>05401AAR2</cusip>
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        <curCd>USD</curCd>
        <valUSD>14975519.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AVOLON HOLDING 5.375% 05/30/30</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000</title>
        <cusip>05401AAZ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>5211257.84000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AVOLON HOLDINGS  4.7% 01/30/31</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.70000000</title>
        <cusip>05401ABD2</cusip>
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        <valUSD>11036044.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AVOLON HOLDINGS 4.85% 04/01/33</name>
        <lei>N/A</lei>
        <title>AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.85000000</title>
        <cusip>05401ABF7</cusip>
        <identifiers>
          <isin value="US05401ABF75"/>
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        <curCd>USD</curCd>
        <valUSD>10534585.11000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AXON ENTERPRIS 6.125% 03/15/30</name>
        <lei>549300QP2IEEGFE16681</lei>
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        <cusip>05464CAC5</cusip>
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        <balance>176000.00000000</balance>
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        <valUSD>179513.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AXON ENTERPRISE 6.25% 03/15/33</name>
        <lei>549300QP2IEEGFE16681</lei>
        <title>AXON ENTERPRISE INC REGD 144A P/P 6.25000000</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2019-79 FA V/R 01/25/50</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2024-90 EF V/R 10/25/54</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2024-105 FC V/R 01/25/55</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2025-60 CF V/R 08/25/55</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2025-76 D 5.399% 11/25/50</name>
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        <title>FANNIE MAE REMICS SER 2025-76 CL DT 5.39957000</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2025-81 FE V/R 10/25/55</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2025-89 FP V/R 10/25/55</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2026-44 FJ V/R 06/25/56</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL REALTY  3.25% 01/15/29</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4047 CX 3.5% 05/15/42</name>
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        <name>FHR 4366 BZ 3.5% 07/15/44</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4655 CZ 3% 02/15/47</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4748 WZ 3.5% 12/15/47</name>
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        <name>FHR 4750 Z 4% 01/15/48</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4879 BC 3% 04/15/49</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS KLU1 X1 V/R 01/25/31</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.69194400</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>TRINI 2021- V/R 07/15/59 /GBP/</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSAR 2025-1A B 5.04% 04/15/28</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GSAR 2025-3A C 4.94% 09/15/31</name>
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        <fairValLevel>2</fairValLevel>
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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>
        <name>HPA 2019-2 D 3.121% 10/19/27</name>
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        <cusip>43732TAG6</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>HPA 2021-2 E2 2.952% 12/17/26</name>
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        <cusip>43732VAJ5</cusip>
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          <isin value="US43732VAJ52"/>
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        <fairValLevel>2</fairValLevel>
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        <name>HOMES 2024-NQM2 S/UP 12/25/28</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HOMES 2025-NQM1  V/R 01/25/70</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOMES 2026-NQM1  V/R 09/25/70</name>
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        <cusip>437922AA5</cusip>
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          <isin value="US437922AA56"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HAROT 2025-3 A 4.04% 10/23/28</name>
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        <cusip>43813QAD1</cusip>
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          <isin value="US43813QAD16"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>HAROT 2025-4 A 3.98% 04/15/29</name>
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          <isin value="US43814XAD57"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HAROT 2026-1 A 3.78% 05/21/29</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HAROT 2024-4 A 4.33% 05/15/29</name>
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        <cusip>43816DAC9</cusip>
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          <isin value="US43816DAC92"/>
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        <fairValLevel>2</fairValLevel>
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        <name>HONEYWELL AEROS 4.95% 03/16/36</name>
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          <isin value="US43849RAG02"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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        <name>HORZN 2018-1  4.458% 12/15/25</name>
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          <isin value="US440405AE86"/>
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        <fairValLevel>2</fairValLevel>
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        <name>HORZN 2019-1  3.721% 07/15/26</name>
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        <cusip>44040HAA0</cusip>
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          <isin value="US44040HAA05"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HORZN 2019-2  3.425% 11/15/26</name>
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        <cusip>44040JAA6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>HORSESHOE FUND 6.062% 02/15/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HORSESHOE FUND 6.887% 11/15/55</name>
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          <isin value="US440930AA35"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>HART 2025-C A3 3.88% 12/15/28</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IXIS 2005-HE2 M5 V/R 09/25/35</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ICAHN ENTERPRISES/ 9% 06/15/30</name>
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        <fairValLevel>2</fairValLevel>
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        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>IHEARTMEDIA INC - CLASS A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ILLINOIS ST 5.1% 06/01/33</name>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>INGRAM MICRO IN 4.75% 05/15/29</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>IMPERIAL BRANDS  5.5% 02/01/30</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>PILGRIM'S PRIDE 6.25% 07/01/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>PILGRIM'S PRID 6.875% 05/15/34</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>PINNACLE WEST C 4.75% 06/15/27</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
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        <fairValLevel>2</fairValLevel>
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              <title>PINNACLE WEST CAPITAL</title>
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        <name>PLAINS ALL AMER  4.3% 01/31/43</name>
        <lei>N/A</lei>
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          <isin value="US72650RBC51"/>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>PMTLT 2024-INV1  V/R 10/25/47</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>REACH 2025-1A  5.99% 12/15/28</name>
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        <name>REG35 2025-5A A1 V/R 10/15/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RMIT 2024-2 A 5.11% 12/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SLMA 2012-1 A3 V/R 01/25/21</name>
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        <name>SLMA 2014-1 A3 V/R 03/25/23</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SMB 2020-PTB A2 1.6% 09/15/54</name>
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        <cusip>78449DAB2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SLMA 2003-12 A6 V/R 12/15/68</name>
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          <isin value="US78449EAA29"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>SMB 2018-B A2A 3.6% 08/15/27</name>
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        <title>SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL A2A REGD 144A P/P 3.60000000</title>
        <cusip>78449LAB4</cusip>
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          <isin value="US78449LAB45"/>
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        <curCd>USD</curCd>
        <valUSD>334033.93000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <name>SMB 2018-B B 4% 11/15/28</name>
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        <cusip>78449LAD0</cusip>
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          <isin value="US78449LAD01"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>SMB 2021-D A1A 1.34% 08/15/30</name>
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        <cusip>78449MAA4</cusip>
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          <isin value="US78449MAA45"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SMB 2018-A A2A 3.5% 05/17/27</name>
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        <title>SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL A2A REGD 144A P/P 3.50000000</title>
        <cusip>78449PAB5</cusip>
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          <isin value="US78449PAB58"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SMB 2018-A B 3.96% 08/15/28</name>
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        <cusip>78449PAD1</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SMB 2018-C A2A 3.63% 10/15/27</name>
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        <cusip>78449QAB3</cusip>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <cusip>78449UAB4</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SMB 2023-D A1B V/R 09/15/53</name>
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        <name>STWD 2021-LIH C V/R 11/15/26</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <identifiers>
          <isin value="US85172FAQ28"/>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>SPRINT CAPITAL CORP REGD 6.87500000</title>
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          <isin value="US852060AD48"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>SPRINT CAPITAL CORP REGD 8.75000000</title>
        <cusip>852060AT9</cusip>
        <identifiers>
          <isin value="US852060AT99"/>
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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>SPRINT SPECTRU 5.152% 03/20/28</name>
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        <identifiers>
          <isin value="US85208NAE04"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SPRTE 2026-1  5.227% 03/15/33</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SPRTE 2026-1  9.413% 03/15/33</name>
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          <isin value="US85209QAC69"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BLOCK INC 6.5% 05/15/32</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>BLOCK INC REGD 6.50000000</title>
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          <isin value="US852234AS26"/>
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        <fairValLevel>2</fairValLevel>
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        <name>STEEL DYNAMICS 5.375% 08/15/34</name>
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          <isin value="US858119BQ24"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STEEL DYNAMICS  5.25% 05/15/35</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STRE 2024-1A A 6.27% 07/15/44</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <lei>N/A</lei>
        <title>UNITED MEXICAN STATES REGD 4.87500000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isin value="US91087BBC37"/>
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        <valUSD>22475310.00000000</valUSD>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isin value="US91087BBL36"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <cusip>91087BBQ2</cusip>
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          <isin value="US91087BBQ23"/>
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        <curCd>USD</curCd>
        <valUSD>14981400.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>
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        <lei>N/A</lei>
        <title>UNITED MEXICAN STATES REGD 6.12500000</title>
        <cusip>91087BBR0</cusip>
        <identifiers>
          <isin value="US91087BBR06"/>
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        <curCd>USD</curCd>
        <valUSD>15464484.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</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>UNITED MEXICAN  6.25% 08/27/37</name>
        <lei>N/A</lei>
        <title>UNITED MEXICAN STATES REGD 6.25000000</title>
        <cusip>91087BBT6</cusip>
        <identifiers>
          <isin value="US91087BBT61"/>
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        <curCd>USD</curCd>
        <valUSD>25982653.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>UNITED RENTALS NORTH AM REGD 3.87500000</title>
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          <isin value="US911363AM11"/>
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        <curCd>USD</curCd>
        <valUSD>180466.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>UNITED RENTALS  3.75% 01/15/32</name>
        <lei>N/A</lei>
        <title>UNITED RENTALS NORTH AM REGD 3.75000000</title>
        <cusip>911365BP8</cusip>
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        <curCd>USD</curCd>
        <valUSD>180714.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>16305532.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>US TIPS 1% 02/15/48</name>
        <lei>N/A</lei>
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          <isin value="US912810SB52"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 3.125% 05/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.12500000</title>
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          <isin value="US912810SC36"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3% 08/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
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          <isin value="US912810SD19"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREAS BDS 3% 02/15/49</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
        <cusip>912810SF6</cusip>
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          <isin value="US912810SF66"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>US TIPS 1% 02/15/49</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US912810SG40"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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        <name>US TREAS BDS 2.875% 05/15/49</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US912810SH23"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>US TREAS BDS 2.25% 08/15/49</name>
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        <title>UNITED STATES TREASURY BOND 2.25000000</title>
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        <identifiers>
          <isin value="US912810SJ88"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREAS BDS 2.375% 11/15/49</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.37500000</title>
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        <identifiers>
          <isin value="US912810SK51"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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      <invstOrSec>
        <name>US TIPS 0.25% 02/15/50</name>
        <lei>N/A</lei>
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        <cusip>912810SM1</cusip>
        <identifiers>
          <isin value="US912810SM18"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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        <name>US TREAS BDS 1.625% 11/15/50</name>
        <lei>N/A</lei>
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          <isin value="US912810SS87"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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        <name>US TREAS BDS 2.375% 05/15/51</name>
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          <isin value="US912810SX72"/>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2% 8/15/51</name>
        <lei>N/A</lei>
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          <isin value="US912810SZ21"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 1.875% 11/15/51</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2% 11/15/41</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.00000000</title>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2.25% 02/15/52</name>
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          <isin value="US912810TD00"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3.25% 05/15/42</name>
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          <isin value="US912810TH14"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4% 11/15/42</name>
        <lei>N/A</lei>
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          <isin value="US912810TM09"/>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VERUS 2024-8 A1 V/R 10/25/69</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ZAYO GROUP HOLD 9.25% 03/09/30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ZEBRA TECHNOLOGI 6.5% 06/01/32</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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              <title>ZOETIS INC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF VENEZU 6% 12/09/20/</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GREENE KI 5.106% 03/15/34/GBP/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NGATE 2006- V/R 12/01/50 /GBP/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GRIF 1 A V/R 08/28/39 /EUR/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MITCHELLS &amp; BUTLE V/R 12/15/30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COUNTRY GARDEN HOLDINGS  /HKD/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MANSD 2007- V/R 04/15/47 /GBP/</name>
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        <name>MANSD 2007- V/R 04/15/49 /GBP/</name>
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        <title>MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL M1 V/R REGD REG S /GBP/ 4.16317000</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ELECTRICITE D 2% 12/09/49/EUR/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>T/L MEDIAPRO 0% 08/14/29 /EUR/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PROSUS NV 1.985% 07/13/33/EUR/</name>
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        <cusip>N7163RAV5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>TREASURY CORP 2% 11/20/37/AUD/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIGITAL DUTCH 1% 01/15/32/EUR/</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GAZPROM PJSC (GAZ  3% 06/29/27</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>HUNGARY GO 2.25% 06/22/34/HUF/</name>
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        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CERVED INFOR V/R 02/15/29/EUR/</name>
        <lei>8156005E0EF91772E207</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SUEZ 2.875% 05/24/34/EUR/</name>
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        <cusip>F9155XNG6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>JAPAN (30 Y 2.4% 03/20/55/JPY/</name>
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          <isin value="JP1300861R49"/>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF NIG 8.63% 01/13/36</name>
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        <cusip>V6713EAR1</cusip>
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          <isin value="XS3218072919"/>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF 6.5% 11/26/38/EUR/</name>
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        <cusip>P28714AV8</cusip>
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        <fairValLevel>2</fairValLevel>
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        <cusip>P28714AW6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SMITHS GR 3.625% 11/13/33/EUR/</name>
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        <cusip>G82401NY5</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>NIGERIA OMO  ZCP 09/08/26/NGN/</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NGO9G0809263"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>NG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TURKIYE GOVE V/R 08/19/26/TRY/</name>
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        <cusip>M8T85TTS1</cusip>
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        <invCountry>TR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AA BOND C 7.375% 07/31/29/GBP/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MEX BONOS DES 8% 07/31/53/MXN/</name>
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        <name>JAPAN (30 Y 3.2% 09/20/55/JPY/</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>T/L KFC HOLDING 0% 03/15/2028</name>
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            <upfrontRcpt>91000000.00000000</upfrontRcpt>
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            <notionalAmt>91000000.00000000</notionalAmt>
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            <unrealizedAppr>12505869.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU01PG95GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="8773" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
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            <terminationDt>2050-06-17</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PSOFRR01.25 12/16/50 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU01PM80GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="8774" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.25000000"/>
            <terminationDt>2050-12-16</terminationDt>
            <upfrontPmnt>-43892625.77000000</upfrontPmnt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP02.25 03/12/50 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU01RNX0GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="8778" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.25000000"/>
            <terminationDt>2050-03-12</terminationDt>
            <upfrontPmnt>-3210093.20000000</upfrontPmnt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PSOFRR03.25 12/20/53 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU01VAN7GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="9865" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.25000000"/>
            <terminationDt>2053-12-20</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.50 06/20/54 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU0206Z2GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="10230" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.50000000"/>
            <terminationDt>2054-06-20</terminationDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R10.3275PBZDIOVRA 01/04/27 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU023TQ1GOLD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DIR</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="391" resetDt="Day" resetDtUnit="391"/>
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            </floatingPmntDesc>
            <terminationDt>2027-01-04</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R04.75PNF3F 06/19/29 GOLDUS33XXX FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU025HY2GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76071871"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingPmntDesc>
            <terminationDt>2029-06-19</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.50 12/18/54 GOLDUS33XXX FLOAT</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU025U43GOLD"/>
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        <fairValLevel>2</fairValLevel>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2054-12-18</terminationDt>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.15 11/15/53 GOLD FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02AQK1GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2053-11-15</terminationDt>
            <upfrontPmnt>-172200000.00000000</upfrontPmnt>
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            <upfrontRcpt>172200000.00000000</upfrontRcpt>
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            <unrealizedAppr>29655676.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.17 11/15/53 GOLD FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02AQO3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18229289.80000000</valUSD>
        <pctVal>0.038014747473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="9870" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.17346800"/>
            <terminationDt>2053-11-15</terminationDt>
            <upfrontPmnt>-108000000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>108000000.00000000</upfrontRcpt>
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            <notionalAmt>108000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18229289.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.15 11/15/53 GOLD FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02AQQ8GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8521118.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingRecDesc>
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            <terminationDt>2053-11-15</terminationDt>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.25 03/19/55 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02DCO2GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17115617.94000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="10596" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.25000000"/>
            <terminationDt>2055-03-19</terminationDt>
            <upfrontPmnt>-93899677.00000000</upfrontPmnt>
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            <notionalAmt>109700000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1315294.94000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PSOFRR03.25 03/19/55 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02DCP9GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15212149.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="10596" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.25000000"/>
            <terminationDt>2055-03-19</terminationDt>
            <upfrontPmnt>-83043074.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.00PJI3M 01/03/31 GOLDUS33XXX FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02E4D3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="8.00000000"/>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-03</terminationDt>
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          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.00PJI3M 01/06/31 GOLDUS33XXX FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02E617GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            <descRefInstrmnt>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="8.00100000"/>
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            </floatingPmntDesc>
            <terminationDt>2031-01-06</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.01PJI3M 01/07/31 GOLDUS33XXX FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02E6Y5GOLD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.03PJI3M 01/07/31 GOLDUS33XXX FIXED</title>
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        <fairValLevel>2</fairValLevel>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED</title>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="8.05750000"/>
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            </floatingPmntDesc>
            <terminationDt>2031-01-07</terminationDt>
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            <upfrontRcpt>1915635.97000000</upfrontRcpt>
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            <unrealizedAppr>65738.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.06PJI3M 01/08/31 GOLDUS33XXX FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02E8N7GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2031-01-08</terminationDt>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.08PJI3M 01/08/31 GOLDUS33XXX FIXED</title>
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        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.000200569763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="8.08000000"/>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-08</terminationDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R08.20PJI3M 01/10/31 GOLDUS33XXX FIXED</title>
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        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            </counterparties>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-10</terminationDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.50 09/17/55 GOLDUS33XXX FLOAT</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02FSI3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8655006.70000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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              </rtResetTenors>
            </floatingRecDesc>
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            <terminationDt>2055-09-17</terminationDt>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS PSOFRR03.75 09/17/35 GOLDUS33XXX FLOAT</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02FSJ1GOLD"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2685462.68000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.75000000"/>
            <terminationDt>2035-09-17</terminationDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R04.50PBW6M 06/18/35 GOLDUS33XXX FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02G6K0GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44435625"/>
        <valUSD>-473411.65000000</valUSD>
        <pctVal>-0.00098723672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
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                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.50000000"/>
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              <rtResetTenors>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2035-06-18</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.2914PBZDIOVRA 01/02/29 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02HXM4GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
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        <pctVal>-0.00212814517</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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              <rtResetTenors>
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            </floatingPmntDesc>
            <terminationDt>2029-01-02</terminationDt>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.9271PBZDIOVRA 01/04/27 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02HXN2GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingPmntDesc>
            <terminationDt>2027-01-04</terminationDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R14.0087PBZDIOVRA 01/04/27 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02HZY6GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
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        <fairValLevel>2</fairValLevel>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingRecDesc>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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            </descRefInstrmnt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <identifiers>
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        </identifiers>
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            </descRefInstrmnt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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      </invstOrSec>
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      </invstOrSec>
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      </invstOrSec>
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            </descRefInstrmnt>
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      </invstOrSec>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R04.48PPR6M 03/11/36 GOLDUS33XXX FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OFY3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.24235000"/>
        <valUSD>14422.13000000</valUSD>
        <pctVal>0.000030075424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="CZK" fixedOrFloating="Fixed" fixedRt="4.48000000"/>
            <floatingPmntDesc curCd="CZK" fixedOrFloating="Floating" floatingRtIndex="PRIB06M" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="3669" resetDt="Month" resetDtUnit="6"/>
                <rtResetTenor rateTenor="Day" rateTenorUnit="3669" resetDt="Day" resetDtUnit="3669"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-03-11</terminationDt>
            <upfrontPmnt>-576017.67000000</upfrontPmnt>
            <pmntCurCd>CZK</pmntCurCd>
            <upfrontRcpt>576017.67000000</upfrontRcpt>
            <rcptCurCd>CZK</rcptCurCd>
            <notionalAmt>569616.82676352</notionalAmt>
            <curCd>CZK</curCd>
            <unrealizedAppr>14422.13000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.99 11/15/53 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OG06GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>83481.42000000</valUSD>
        <pctVal>0.000174089343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="9870" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.99798000"/>
            <terminationDt>2053-11-15</terminationDt>
            <upfrontPmnt>-2730000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>2730000.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2730000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>83481.42000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.52PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OG63GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-258354.99000000</valUSD>
        <pctVal>-0.00053876480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-10881808.29000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>10884009.95000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>11041589.98895841</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-260556.65000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.56PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OGF3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-61831.20000000</valUSD>
        <pctVal>-0.00012894070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-2825451.98000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>2825451.98000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>2866939.15502780</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-61831.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.67PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OGK2GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-24318.15000000</valUSD>
        <pctVal>-0.00005071225</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-1450907.77000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>1450907.77000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>1472211.99852779</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-24318.15000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.35PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OGV8GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-108630.10000000</valUSD>
        <pctVal>-0.00022653355</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-3436360.51000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>3436360.51000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>3486817.89125002</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-108630.10000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R06.77PJI3M 03/10/28 GOLDUS33XXX FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OH47GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.38000000"/>
        <valUSD>-27206.70000000</valUSD>
        <pctVal>-0.00005673593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="6.77000000"/>
            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="JIBA3M" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="750" resetDt="Day" resetDtUnit="750"/>
                <rtResetTenor rateTenor="Day" rateTenorUnit="750" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-03-10</terminationDt>
            <upfrontPmnt>-3127911.42000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>3127911.42000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>3125763.12576313</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-27206.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.245PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OHA3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-58320.74000000</valUSD>
        <pctVal>-0.00012162010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-1626378.31000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>1626378.31000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>1627181.68258334</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-58320.74000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.255PBZDIOVRA 01/02/31 GOLD FIXED</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OHB1GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-522368.33000000</valUSD>
        <pctVal>-0.00108932933</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="CETIP" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>-14768565.33000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>14750252.05000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>14760862.40629177</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-504055.05000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.56 01/31/33 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OIG9GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>94240.47000000</valUSD>
        <pctVal>0.000196525904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="2556" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.56436000"/>
            <terminationDt>2033-01-31</terminationDt>
            <upfrontPmnt>-4750000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>4750000.00000000</upfrontRcpt>
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            <notionalAmt>4750000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>94240.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.06 02/15/46 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OIL8GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>57633.18000000</valUSD>
        <pctVal>0.000120186294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.06585900"/>
            <terminationDt>2046-02-15</terminationDt>
            <upfrontPmnt>-3270000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>3270000.00000000</upfrontRcpt>
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            <notionalAmt>3270000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>57633.18000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.07 02/15/46 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OIR5GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>117831.70000000</valUSD>
        <pctVal>0.000245722261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="7315" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.07585000"/>
            <terminationDt>2046-02-15</terminationDt>
            <upfrontPmnt>-7250000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>7250000.00000000</upfrontRcpt>
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            <notionalAmt>7250000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>117831.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.05 02/15/56 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OIY0GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73751.56000000</valUSD>
        <pctVal>0.000153799021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="10965" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.05932800"/>
            <terminationDt>2056-02-15</terminationDt>
            <upfrontPmnt>-4280000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>4280000.00000000</upfrontRcpt>
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            <notionalAmt>4280000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>73751.56000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.75 02/15/36 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OIZ7GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>327636.37000000</valUSD>
        <pctVal>0.000683241859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="3665" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.75475800"/>
            <terminationDt>2036-02-15</terminationDt>
            <upfrontPmnt>-17810000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>17810000.00000000</upfrontRcpt>
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            <notionalAmt>17810000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>327636.37000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.05 02/15/56 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OJN3GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73859.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="10965" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.05205200"/>
            <terminationDt>2056-02-15</terminationDt>
            <upfrontPmnt>-3990000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>3990000.00000000</upfrontRcpt>
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            <notionalAmt>3990000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>73859.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OJO1GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36977.51000000</valUSD>
        <pctVal>0.000077111654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>GOLDMAN SACHS AND CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <cusip value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFRRATE" floatingRtSpread="0" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="9870" resetDt="Day" resetDtUnit="1"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.08244000"/>
            <terminationDt>2053-11-15</terminationDt>
            <upfrontPmnt>-2200000.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>2200000.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>36977.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.44PBZDIOVRA 01/02/31 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OO64GOLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1853" resetDt="Day" resetDtUnit="1853"/>
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            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
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            <curCd>BRL</curCd>
            <unrealizedAppr>-31319.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R13.435PBZDIOVRA 01/02/31 GOLD FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OO72GOLD"/>
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        <units>NC</units>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingPmntDesc>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="SWU02OQ21GOLD"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <cusip value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2053-11-15</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R07.83PJI3M 04/16/36 GOLDUS33XXX FIXED</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CVS PASS-THROU 5.773% 01/10/33</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INTL FINANCE 15% 03/02/27/KZT/</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RIO OIL FINANCE 9.75% 01/06/27</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WINDSTREAM PAR WT EX 08/01/35</name>
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        <fairValLevel>3</fairValLevel>
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              <counterpartyName>N/A</counterpartyName>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>NPC UKRENERGO 6.875% 11/09/28</name>
        <lei>8945009LCLS92V4AK321</lei>
        <title>NPC UKRENERGO REGD REG S 0.00000000</title>
        <cusip>X6S5XWAA1</cusip>
        <identifiers>
          <isin value="XS2404309754"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389248.24000000</valUSD>
        <pctVal>0.000811725180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>UA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROMANIA 5.75% 03/24/35</name>
        <lei>N/A</lei>
        <title>ROMANIA REGD REG S 5.75000000</title>
        <cusip>X7360WDA7</cusip>
        <identifiers>
          <isin value="XS2908633683"/>
        </identifiers>
        <balance>1926000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1864692.03000000</valUSD>
        <pctVal>0.003888566006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>RUSSIAN FEDERA 5.625% 04/04/42</name>
        <lei>N/A</lei>
        <title>RUSSIAN FEDERATION REGD 5.62500000</title>
        <cusip>X74344DS2</cusip>
        <identifiers>
          <isin value="XS0767473852"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807074.76000000</valUSD>
        <pctVal>0.001683046543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>EXPORT-IMPORT BAN ZCP 01/27/27</name>
        <lei>N/A</lei>
        <title>EXPORT-IMPORT BANK KOREA REGD ZCP EMTN 0.00000000</title>
        <cusip>Y2387CWN1</cusip>
        <identifiers>
          <isin value="XS0733490444"/>
        </identifiers>
        <balance>4300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8464862.87000000</valUSD>
        <pctVal>0.017652340158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</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="ISO country code not reported for forwards, swaps or supranationals." noteItem="C.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Bridge Builder Trust</ncom:nameOfApplicant>
      <ncom:signature>Aaron Masek</ncom:signature>
      <ncom:signerName>Aaron Masek</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
