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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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARCELORMITTAL SA 6.8% 11/29/32</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARCELORMITTAL  5.375% 05/19/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARCH CAPITAL GR 5.95% 06/15/56</name>
        <lei>549300AYR4P8AFKDCE43</lei>
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        <cusip>03939AAC1</cusip>
        <identifiers>
          <isin value="US03939AAC18"/>
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        <invCountry>BM</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>ARCHW 2026-RTL1  V/R 04/25/41</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>ARIZONA PUBLIC  5.05% 09/01/41</name>
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        <cusip>040555CM4</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <cusip>040555CU6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ARTHUR J GALLAGHER 5% 02/15/32</name>
        <lei>54930049QLLMPART6V29</lei>
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        <cusip>04316JAM1</cusip>
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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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        <name>ASTRAZENECA PLC 6.45% 09/15/37</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
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        <issuerCat>CORP</issuerCat>
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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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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AVOLON HOLDINGS 4.95% 10/15/32</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVOLON HOLDINGS  4.7% 01/30/31</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVOLON HOLDINGS  4.2% 04/15/29</name>
        <lei>N/A</lei>
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          <isin value="US05401ABE01"/>
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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>
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          <isin value="US05401ABF75"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BBCMS 2018-C2 4.047% 10/15/28</name>
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        <cusip>05491UBC1</cusip>
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          <isin value="US05491UBC18"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BBCMS 2020-C7 2.037% 02/15/30</name>
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          <isin value="US05492VAF22"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <cusip>05495BBH8</cusip>
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          <isin value="US05495BBH87"/>
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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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        <name>BAT CAPITAL CO 4.625% 03/22/33</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP REGD 4.62500000</title>
        <cusip>054989AF5</cusip>
        <identifiers>
          <isin value="US054989AF54"/>
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        <curCd>USD</curCd>
        <valUSD>8236317.28000000</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>
        <name>BAE SYSTEMS PLC 5.8% 10/11/41</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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        <cusip>05523RAC1</cusip>
        <identifiers>
          <isin value="US05523RAC16"/>
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        <curCd>USD</curCd>
        <valUSD>412772.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>BAE SYSTEMS PLC 3% 09/15/50</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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        <cusip>05523RAE7</cusip>
        <identifiers>
          <isin value="US05523RAE71"/>
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        <curCd>USD</curCd>
        <valUSD>497576.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAE SYSTEMS PLC 1.9% 02/15/31</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
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        <cusip>05523RAF4</cusip>
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          <isin value="US05523RAF47"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAMLL 2014-520M  V/R 08/15/34</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>BAT CAPITAL CORP REGD 3.55700000</title>
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          <isin value="US05526DBB01"/>
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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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        <name>BAT CAPITAL COR 4.39% 08/15/37</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP REGD SER WI 4.39000000</title>
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          <isin value="US05526DBD66"/>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAT CAPITAL COR 4.54% 08/15/47</name>
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        <title>BAT CAPITAL CORP REGD SER WI 4.54000000</title>
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          <isin value="US05526DBF15"/>
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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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        <name>BAT CAPITAL CO 2.726% 03/25/31</name>
        <lei>N/A</lei>
        <title>BAT CAPITAL CORP REGD 2.72600000</title>
        <cusip>05526DBS3</cusip>
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          <isin value="US05526DBS36"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BHP BILLITON FIN U 5% 02/21/30</name>
        <lei>N/A</lei>
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          <isin value="US055451BJ63"/>
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        <balance>2885000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2919694.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 09/10/35</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 02/25/36</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC REGD V/R 5.78500000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 02/24/32</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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          <isin value="US06738EDJ10"/>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS PLC V/R 02/24/37</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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          <isin value="US06738EDK82"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BARCLAYS PLC V/R 06/26/30</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC REGD V/R 4.91100000</title>
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          <isin value="US06738EDL65"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>BARCLAYS PLC V/R 06/26/37</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC REGD V/R 5.58600000</title>
        <cusip>06738EDN2</cusip>
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          <isin value="US06738EDN22"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.58600000</annualizedRt>
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        <name>RAISA 2023-1A 7.119% 10/25/30</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAXALTA INC 5.25% 06/23/45</name>
        <lei>N/A</lei>
        <title>BAXALTA INC REGD 5.25000000</title>
        <cusip>07177MAN3</cusip>
        <identifiers>
          <isin value="US07177MAN39"/>
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        <curCd>USD</curCd>
        <valUSD>46825.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAXTER INTERNA 2.272% 12/01/28</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC REGD 2.27200000</title>
        <cusip>071813CP2</cusip>
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          <isin value="US071813CP23"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAY AREA CA TO 6.263% 04/01/49</name>
        <lei>5493001FUZGUQMIP5D78</lei>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BBVA MEX BANCA G 5.4% 06/03/31</name>
        <lei>N/A</lei>
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        <cusip>072912AB4</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>BBCMS 2026-5C 5.598% 05/15/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAYV 2007-B 1A2 V/R 08/28/37</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BBCMS 2017-C1 3.674% 02/15/27</name>
        <lei>N/A</lei>
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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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        <name>BBCMS 2019-C4 2.919% 07/15/29</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 SER 2019-C4 CL A5 REGD 2.91900000</title>
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          <isin value="US07335CAF14"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BMARK 2021-B2 2.584% 03/15/31</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A5 REGD 2.58430000</title>
        <cusip>08163CBC2</cusip>
        <identifiers>
          <isin value="US08163CBC29"/>
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        <balance>2400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2152290.96000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58430000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BMARK 2021-B2 2.103% 05/15/31</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000</title>
        <cusip>08163HAD0</cusip>
        <identifiers>
          <isin value="US08163HAD08"/>
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        <balance>20000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17874410.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMARK 2020-B21 A V/R 11/15/30</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2020-B21 MORTGAGE TRUST SER 2020-B21 CL A5 V/R REGD 1.97750000</title>
        <cusip>08163LAG4</cusip>
        <identifiers>
          <isin value="US08163LAG41"/>
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        <balance>3252000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2868467.25000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.97750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMARK 2022-B3 3.041% 02/15/29</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000</title>
        <cusip>08163NBG9</cusip>
        <identifiers>
          <isin value="US08163NBG97"/>
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        <balance>23000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21525426.30000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04160000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BMARK 2024-V1 4.801% 08/15/29</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2024-V10 MORTGAGE TRUST SER 2024-V10 CL A2 REGD 4.80130000</title>
        <cusip>08163UAB5</cusip>
        <identifiers>
          <isin value="US08163UAB52"/>
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        <balance>7675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7651690.26000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80130000</annualizedRt>
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      <invstOrSec>
        <name>BMARK 2023-V3 5.896% 06/15/28</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2023-V3 MORTGAGE TRUST SER 2023-V3 CL A2 REGD 5.89630000</title>
        <cusip>08163VAB3</cusip>
        <identifiers>
          <isin value="US08163VAB36"/>
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        <balance>3135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3183105.95000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.89630000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMARK 2025-V19 A V/R 12/15/30</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2025-V19 MORTGAGE TRUST SER 2025-V19 CL A3 V/R REGD 5.24900000</title>
        <cusip>08164DAB2</cusip>
        <identifiers>
          <isin value="US08164DAB29"/>
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        <balance>20600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20865725.58000000</valUSD>
        <pctVal>0.073579630197</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.24900000</annualizedRt>
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      <invstOrSec>
        <name>BMARK 2026-V2 5.126% 03/15/31</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2026-V21 MORTGAGE TRUST SER 2026-V21 CL A3 REGD 5.12687000</title>
        <cusip>08164HBA4</cusip>
        <identifiers>
          <isin value="US08164HBA41"/>
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        <balance>17250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17381265.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12687000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BMARK 2025-V1 4.957% 06/15/30</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A2 REGD 4.95700000</title>
        <cusip>08164RAB1</cusip>
        <identifiers>
          <isin value="US08164RAB15"/>
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        <balance>11225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11205145.22000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BSP 2020-21A A1R V/R 01/15/39</name>
        <lei>N/A</lei>
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        <cusip>08186RAY5</cusip>
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          <isin value="US08186RAY53"/>
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        <balance>30500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30537911.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.91310000</annualizedRt>
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        <name>BMARK 2025-V1 4.357% 07/15/30</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2025-V17 MORTGAGE TRUST SER 2025-V17 CL A2 REGD 4.35711000</title>
        <cusip>081934AQ4</cusip>
        <identifiers>
          <isin value="US081934AQ43"/>
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        <balance>10400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10199933.12000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2058-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35711000</annualizedRt>
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        <name>BMARK 2026-V2 5.468% 05/15/31</name>
        <lei>N/A</lei>
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        <cusip>081942AC8</cusip>
        <identifiers>
          <isin value="US081942AC80"/>
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        <valUSD>9107590.37000000</valUSD>
        <pctVal>0.032116454750</pctVal>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2059-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.46800000</annualizedRt>
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      <invstOrSec>
        <name>BERKLEY (WR) CO 4.75% 08/01/44</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>BERKLEY (WR) CORPORATION REGD 4.75000000</title>
        <cusip>084423AT9</cusip>
        <identifiers>
          <isin value="US084423AT91"/>
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        <balance>3445000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3074823.62000000</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>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>BERKSHIRE HATHA 2.85% 05/15/51</name>
        <lei>N/A</lei>
        <title>BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000</title>
        <cusip>084659BC4</cusip>
        <identifiers>
          <isin value="US084659BC45"/>
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        <balance>7650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4663203.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BERKSHIRE HATHA 3.85% 03/15/52</name>
        <lei>N/A</lei>
        <title>BERKSHIRE HATHAWAY FIN REGD 3.85000000</title>
        <cusip>084664DB4</cusip>
        <identifiers>
          <isin value="US084664DB47"/>
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        <balance>2265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1713802.37000000</valUSD>
        <pctVal>0.006043448819</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT OF BERMUD 2.375% 08/20/30</name>
        <lei>N/A</lei>
        <title>GOVT OF BERMUDA REGD 144A P/P 2.37500000</title>
        <cusip>085209AG9</cusip>
        <identifiers>
          <isin value="US085209AG93"/>
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        <balance>1765000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1594642.20000000</valUSD>
        <pctVal>0.005623249616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>CSAIL 2017-C8 3.126% 03/15/27</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CMLTI 2003-1 PO2 ZCP 10/25/33</name>
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          <isin value="US17307GBP28"/>
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        <fairValLevel>2</fairValLevel>
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          <isin value="US17307GCA40"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMLTI 2004-UST1  V/R 08/25/34</name>
        <lei>N/A</lei>
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          <isin value="US17307GLD87"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMLTI 2005-9 2A2 V/R 11/25/35</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A2 V/R REGD 5.50000000</title>
        <cusip>17307GM62</cusip>
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          <isin value="US17307GM622"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>CMLTI 2005-1 2A1 V/R 02/25/35</name>
        <lei>N/A</lei>
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          <isin value="US17307GPS11"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMLTI 2005-2 2A 5.5% 05/25/35</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-2 CL 2A11 REGD 5.50000000</title>
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          <isin value="US17307GRM23"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CMLTI 2005-5 1A2 V/R 08/25/35</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-5 CL 1A2 V/R REGD 4.11082100</title>
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          <isin value="US17307GXU74"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMSI 2006-4 1A2 6% 08/25/36</name>
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        <cusip>17310DAB6</cusip>
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          <isin value="US17310DAB64"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CMLTI 2009-10 1A V/R 09/25/33</name>
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        <fairValLevel>2</fairValLevel>
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        <cusip>17323MAD7</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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        <fairValLevel>2</fairValLevel>
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        <name>DOMINION ENERGY 5.25% 08/01/33</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EATON CORP 5.8% 03/15/37</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EATON CORP 4.8% 03/06/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ECOLAB INC 5.35% 06/15/36</name>
        <lei>82DYEISM090VG8LTLS26</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ECOPETROL SA 8.625% 01/19/29</name>
        <lei>N/A</lei>
        <title>ECOPETROL SA REGD 8.62500000</title>
        <cusip>279158AT6</cusip>
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          <isin value="US279158AT64"/>
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        <invCountry>CO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>EDISON INTERNATION 5% 05/05/28</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL REGD 5.00000000</title>
        <cusip>281020BE6</cusip>
        <identifiers>
          <isin value="US281020BE62"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KINDER MORGAN IN 7.8% 08/01/31</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC REGD MTN SER GMTN 7.80000000</title>
        <cusip>28368EAD8</cusip>
        <identifiers>
          <isin value="US28368EAD85"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KINDER MORGAN EN 7.5% 11/15/40</name>
        <lei>N/A</lei>
        <title>KINDER MORGAN ENER PART REGD 7.50000000</title>
        <cusip>28370TAD1</cusip>
        <identifiers>
          <isin value="US28370TAD19"/>
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        <balance>483000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>562555.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ELD 2026-3A A V/R 03/31/38</name>
        <lei>N/A</lei>
        <title>ELDRIDGE CLO 2026-3 LTD SER 2026-3A CL A V/R REGD 144A P/P 4.93923000</title>
        <cusip>28473CAA0</cusip>
        <identifiers>
          <isin value="US28473CAA09"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30038970.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>ELECTRICITE DE  5.25% 04/22/36</name>
        <lei>N/A</lei>
        <title>ELECTRICITE DE FRANCE SA REGD 144A P/P 5.25000000</title>
        <cusip>285039AP8</cusip>
        <identifiers>
          <isin value="US285039AP86"/>
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        <balance>443000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ELECTRICITE DE 6.125% 04/22/56</name>
        <lei>N/A</lei>
        <title>ELECTRICITE DE FRANCE SA REGD 144A P/P 6.12500000</title>
        <cusip>285039AQ6</cusip>
        <identifiers>
          <isin value="US285039AQ69"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1282461.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ELEMENT FLEET  6.319% 12/04/28</name>
        <lei>5493000PGBS1C22ELQ16</lei>
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        <cusip>286181AK8</cusip>
        <identifiers>
          <isin value="US286181AK85"/>
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        <balance>2390000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ELEMENT FLEET  5.037% 03/25/30</name>
        <lei>5493000PGBS1C22ELQ16</lei>
        <title>ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000</title>
        <cusip>286181AP7</cusip>
        <identifiers>
          <isin value="US286181AP72"/>
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        <valUSD>9879689.98000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.03700000</annualizedRt>
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      <invstOrSec>
        <name>ELMW2 2019-2A A1 V/R 10/20/37</name>
        <lei>N/A</lei>
        <title>ELMWOOD CLO II LTD SER 2019-2A CL A1RR V/R REGD 144A P/P 5.02523000</title>
        <cusip>29001LAW1</cusip>
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          <isin value="US29001LAW19"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>ELM40 2025-3A A V/R 03/22/38</name>
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        <cusip>29004FAA9</cusip>
        <identifiers>
          <isin value="US29004FAA93"/>
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        <valUSD>17041735.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>EMERA US FINANC 4.75% 06/15/46</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE LP REGD SER WI 4.75000000</title>
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          <isin value="US29103DAM83"/>
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        <valUSD>2697340.11000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OVINTIV INC 6.625% 08/15/37</name>
        <lei>2549003MEX7YMKLGI239</lei>
        <title>OVINTIV INC REGD 6.62500000</title>
        <cusip>292505AE4</cusip>
        <identifiers>
          <isin value="US292505AE49"/>
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        <balance>1758000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1881356.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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      <invstOrSec>
        <name>ENBRIDGE INC 3.7% 07/15/27</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC REGD 3.70000000</title>
        <cusip>29250NAR6</cusip>
        <identifiers>
          <isin value="US29250NAR61"/>
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        <balance>4984000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4949972.79000000</valUSD>
        <pctVal>0.017455284072</pctVal>
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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>
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        <lei>98TPTUM4IVMFCZBCUR27</lei>
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          <isin value="US29250NCQ60"/>
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        <curCd>USD</curCd>
        <valUSD>18867455.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENBRIDGE INC 5.45% 03/27/36</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <cusip>29250NCR4</cusip>
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          <isin value="US29250NCR44"/>
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        <curCd>USD</curCd>
        <valUSD>4042886.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENBRIDGE ENERGY  7.5% 04/15/38</name>
        <lei>N/A</lei>
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          <isin value="US29250RAP10"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENBRIDGE ENERG 7.375% 10/15/45</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US29250RAX44"/>
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        <curCd>USD</curCd>
        <valUSD>3014731.90000000</valUSD>
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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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        <name>ENEL FINANCE INT 6.8% 09/15/37</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US29268BAC54"/>
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        <curCd>USD</curCd>
        <valUSD>2670707.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.80000000</annualizedRt>
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        <name>ENEL FINANCE INTL  6% 10/07/39</name>
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          <isin value="US29268BAF85"/>
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        <curCd>USD</curCd>
        <valUSD>313672.74000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <valUSD>2032786.06000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER  6.5% 02/01/42</name>
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        <title>ENERGY TRANSFER LP REGD 6.50000000</title>
        <cusip>29273RAR0</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <cusip>29273RBJ7</cusip>
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          <isin value="US29273RBJ77"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <cusip>29273VAT7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER 6.55% 12/01/33</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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        <cusip>29273VAU4</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENERGY TRANSFER 5.55% 05/15/34</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP REGD 5.55000000</title>
        <cusip>29273VAY6</cusip>
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        <valUSD>11484013.09000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENERGY TRANSFER  5.7% 04/01/35</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP REGD 5.70000000</title>
        <cusip>29273VBE9</cusip>
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        <curCd>USD</curCd>
        <valUSD>2052668.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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      <invstOrSec>
        <name>ENERGY TRANSFER  6.2% 04/01/55</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP REGD 6.20000000</title>
        <cusip>29273VBF6</cusip>
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        <balance>1000000.00000000</balance>
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        <name>ESART 2026-1 A 4.37% 12/15/27</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ESART 2026-1 A 4.67% 04/15/29</name>
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        <fairValLevel>2</fairValLevel>
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        <name>F&amp;G ANNUITIES &amp;  7.4% 01/13/28</name>
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        <fairValLevel>2</fairValLevel>
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        <name>F&amp;G ANNUITIES &amp;  6.5% 06/04/29</name>
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          <isin value="US30190AAF12"/>
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        <fairValLevel>2</fairValLevel>
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        <name>EART 2023-3A C 6.21% 05/15/26</name>
        <lei>N/A</lei>
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          <isin value="US301989AE92"/>
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        <curCd>USD</curCd>
        <valUSD>86744.36000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>EXPORT-IMPORT  3.875% 02/01/28</name>
        <lei>N/A</lei>
        <title>EXPORT-IMPORT BK INDIA REGD 144A P/P 3.87500000</title>
        <cusip>30216JAC9</cusip>
        <identifiers>
          <isin value="US30216JAC99"/>
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        <curCd>USD</curCd>
        <valUSD>3430760.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>EXPERIAN FINANC 2.75% 03/08/30</name>
        <lei>N/A</lei>
        <title>EXPERIAN FINANCE PLC REGD 144A P/P 2.75000000</title>
        <cusip>30217AAC7</cusip>
        <identifiers>
          <isin value="US30217AAC71"/>
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        <balance>9240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8591994.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>EXTRA SPACE STORAG 4% 06/15/29</name>
        <lei>N/A</lei>
        <title>EXTRA SPACE STORAGE LP REGD 4.00000000</title>
        <cusip>30225VAN7</cusip>
        <identifiers>
          <isin value="US30225VAN73"/>
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        <balance>1831000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1795293.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>EXTRA SPACE STOR 2.2% 10/15/30</name>
        <lei>N/A</lei>
        <title>EXTRA SPACE STORAGE LP REGD 2.20000000</title>
        <cusip>30225VAP2</cusip>
        <identifiers>
          <isin value="US30225VAP22"/>
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        <balance>2630000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2358521.41000000</valUSD>
        <pctVal>0.008316946971</pctVal>
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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>
          <annualizedRt>2.20000000</annualizedRt>
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        <name>EXXON MOBIL CO 2.995% 08/16/39</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORPORATION REGD 2.99500000</title>
        <cusip>30231GAY8</cusip>
        <identifiers>
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        <balance>3535000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2795483.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EXXON MOBIL CO 3.095% 08/16/49</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORPORATION REGD 3.09500000</title>
        <cusip>30231GAZ5</cusip>
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          <isin value="US30231GAZ54"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FMR LLC 6.45% 11/15/39</name>
        <lei>6X064LF7Y6B4DKF2GZ26</lei>
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        <cusip>30251BAB4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FMR LLC 4.95% 02/01/33</name>
        <lei>6X064LF7Y6B4DKF2GZ26</lei>
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        <cusip>30251BAD0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>FMMSR 2020-GT1 A V/R 01/25/28</name>
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        <cusip>30259RAE5</cusip>
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          <isin value="US30259RAE53"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FMMSR 2021-GT1 A V/R 07/25/26</name>
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          <isin value="US30259RAH84"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FMMSR 2021-GT2 A V/R 10/25/26</name>
        <lei>N/A</lei>
        <title>FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000</title>
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        <valUSD>7933956.53000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FMMSR 2022-GT1 6.19% 04/25/27</name>
        <lei>N/A</lei>
        <title>FMC GMSR ISSUER TRUST SER 2022-GT1 CL A REGD 144A P/P 6.19000000</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FGLMC P#H05030 6% 11/01/36</name>
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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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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC P#1J1516 V/R 02/01/37</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC P#1J1634 V/R 12/01/36</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC P#1N1463 V/R 05/01/37</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC P#1N1477 V/R 05/01/37</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>4256.70000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHLMC P#1G1386 V/R 12/01/36</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC P#1H2623 V/R 07/01/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC P#1G2671 V/R 11/01/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC P#1G1861 V/R 03/01/36</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>6.16500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC P#1G2415 V/R 05/01/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC NON GOLD POOL P#1G2415 V/R 6.49200000</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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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>FGLMC P#G60065 4% 09/01/43</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FGLMC P#G60393 3.5% 01/01/46</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FGLMC P#G60651 4% 06/01/46</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC GOLD POOL P#G60651 4.00000000</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FGLMC P#G60994 3.5% 01/01/45</name>
        <lei>N/A</lei>
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        <cusip>31335BC79</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FGLMC P#G60988 3% 05/01/47</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FGLMC P#G61225 4.5% 12/01/43</name>
        <lei>N/A</lei>
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        <cusip>31335BLE4</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FGLMC P#G61502 5% 02/01/48</name>
        <lei>N/A</lei>
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          <isin value="US31335BU389"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FGLMC P#G61657 5% 12/01/47</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC GOLD POOL P#G61657 5.00000000</title>
        <cusip>31335BZW9</cusip>
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          <isin value="US31335BZW98"/>
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        <curCd>USD</curCd>
        <valUSD>915741.56000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FGLMC P#G61849 4.5% 11/01/46</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC GOLD POOL P#G61849 4.50000000</title>
        <cusip>31335CBS2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3483018.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2332 ZH 7% 07/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2332 CL ZH 7.00000000</title>
        <cusip>313398L98</cusip>
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          <isin value="US313398L988"/>
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        <curCd>USD</curCd>
        <valUSD>5613.59000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FHR 2344 ZD 6.5% 08/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2344 CL ZD 6.50000000</title>
        <cusip>313399C47</cusip>
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          <isin value="US313399C472"/>
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        <curCd>USD</curCd>
        <valUSD>29719.74000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHR 2344 ZJ 6.5% 08/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2344 CL ZJ 6.50000000</title>
        <cusip>313399C70</cusip>
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          <isin value="US313399C704"/>
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        <valUSD>4647.99000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHR 2351 PZ 6.5% 08/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2351 CL PZ 6.50000000</title>
        <cusip>313399HV2</cusip>
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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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        <name>FHR 2345 NE 6.5% 08/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2345 CL NE 6.50000000</title>
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          <isin value="US313399SN82"/>
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        <valUSD>4039.23000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2418 FO V/R 02/15/32</name>
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          <isin value="US31339D2Z07"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>FHR 2420 XK 6.5% 02/15/32</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2420 CL XK 6.50000000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2412 SP V/R 02/15/32</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2412 CL SP V/R 8.68502000</title>
        <cusip>31339DW95</cusip>
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          <isin value="US31339DW953"/>
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        <valUSD>8124.43000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2367 ME 6.5% 10/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2367 CL ME 6.50000000</title>
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          <isin value="US31339GK423"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2388 FB V/R 01/15/29</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2399 OH 6.5% 01/15/32</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2399 CL OH 6.50000000</title>
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        <identifiers>
          <isin value="US31339MTG32"/>
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        <valUSD>3575.86000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 2399 TH 6.5% 01/15/32</name>
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          <isin value="US31339MWA25"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 2410 QX V/R 02/15/32</name>
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        <identifiers>
          <isin value="US31339NHV10"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 2410 QS V/R 02/15/32</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHR 2410 NG 6.5% 02/15/32</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 2430 WF 6.5% 03/15/32</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UMBS P#QA3534 3.5% 10/01/49</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 2423 TB 6.5% 03/15/32</name>
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        <name>FHR 2423 MC 7% 03/15/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 2423 MT 7% 03/15/32</name>
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        <fairValLevel>2</fairValLevel>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 1899 ZE 8% 09/15/26</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1899 CL ZE 8.00000000</title>
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          <isin value="US3133T86T98"/>
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        <curCd>USD</curCd>
        <valUSD>22.77000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1927 PH 7.5% 01/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1927 CL PH 7.50000000</title>
        <cusip>3133T8TQ0</cusip>
        <identifiers>
          <isin value="US3133T8TQ02"/>
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        <balance>293.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294.63000000</valUSD>
        <pctVal>0.000001038965</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1935 FL V/R 02/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1935 CL FL V/R 4.40749000</title>
        <cusip>3133T8Z83</cusip>
        <identifiers>
          <isin value="US3133T8Z838"/>
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        <curCd>USD</curCd>
        <valUSD>3.56000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.40749000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1963 Z 7.5% 01/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1963 CL Z 7.50000000</title>
        <cusip>3133TAA28</cusip>
        <identifiers>
          <isin value="US3133TAA282"/>
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        <balance>79.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1970 PG 7.25% 07/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1970 CL PG 7.25000000</title>
        <cusip>3133TAK43</cusip>
        <identifiers>
          <isin value="US3133TAK430"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1981 Z 6% 05/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1981 CL Z 6.00000000</title>
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        <identifiers>
          <isin value="US3133TAUE09"/>
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        <curCd>USD</curCd>
        <valUSD>19.77000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 1987 PE 7.5% 09/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 1987 CL PE 7.50000000</title>
        <cusip>3133TBEZ9</cusip>
        <identifiers>
          <isin value="US3133TBEZ94"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406.44000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2019 Z 6.5% 12/15/27</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2019 CL Z 6.50000000</title>
        <cusip>3133TCC63</cusip>
        <identifiers>
          <isin value="US3133TCC631"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2040 PE 7.5% 03/15/28</name>
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        <title>FREDDIE MAC REMICS SER 2040 CL PE 7.50000000</title>
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        <identifiers>
          <isin value="US3133TD3W47"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2038 PN 7% 03/15/28</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 2054 PV 7.5% 05/15/28</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2064 TE 7% 06/15/28</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 2070 C 6% 07/15/28</name>
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          <isin value="US3133TEMS09"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHR 2075 PH 6.5% 08/15/28</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2075 PM 6.25% 08/15/28</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2086 GB 6% 09/15/28</name>
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          <isin value="US3133TGE968"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2089 PJ 7% 10/15/28</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2089 CL PJ 7.00000000</title>
        <cusip>3133TGKG3</cusip>
        <identifiers>
          <isin value="US3133TGKG37"/>
        </identifiers>
        <balance>1182.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48.63000000</valUSD>
        <pctVal>0.000000171485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2095 PE 6% 11/15/28</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2095 CL PE 6.00000000</title>
        <cusip>3133TGWC9</cusip>
        <identifiers>
          <isin value="US3133TGWC94"/>
        </identifiers>
        <balance>2464.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2491.94000000</valUSD>
        <pctVal>0.000008787426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2106 ZD 6% 12/15/28</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2106 CL ZD 6.00000000</title>
        <cusip>3133THDD6</cusip>
        <identifiers>
          <isin value="US3133THDD61"/>
        </identifiers>
        <balance>6764.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6840.05000000</valUSD>
        <pctVal>0.000024120337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2110 PG 6% 01/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2110 CL PG 6.00000000</title>
        <cusip>3133THLK1</cusip>
        <identifiers>
          <isin value="US3133THLK13"/>
        </identifiers>
        <balance>6711.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6741.68000000</valUSD>
        <pctVal>0.000023773451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2126 CB 6.25% 02/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2126 CL CB 6.25000000</title>
        <cusip>3133TJDR1</cusip>
        <identifiers>
          <isin value="US3133TJDR14"/>
        </identifiers>
        <balance>2260.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2271.56000000</valUSD>
        <pctVal>0.000008010291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>FHR 2125 JZ 6% 02/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2125 CL JZ 6.00000000</title>
        <cusip>3133TJHS5</cusip>
        <identifiers>
          <isin value="US3133TJHS50"/>
        </identifiers>
        <balance>2035.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2058.61000000</valUSD>
        <pctVal>0.000007259357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2132 SB V/R 03/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2132 CL SB V/R 14.48711500</title>
        <cusip>3133TJVQ3</cusip>
        <identifiers>
          <isin value="US3133TJVQ39"/>
        </identifiers>
        <balance>206.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223.11000000</valUSD>
        <pctVal>0.000000786761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>14.48711500</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>FHR 2141 IO 7% 04/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2141 CL IO 7.00000000</title>
        <cusip>3133TKGP9</cusip>
        <identifiers>
          <isin value="US3133TKGP93"/>
        </identifiers>
        <balance>72.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2.54000000</valUSD>
        <pctVal>0.000000008956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2169 TB 7% 06/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2169 CL TB 7.00000000</title>
        <cusip>3133TL5G9</cusip>
        <identifiers>
          <isin value="US3133TL5G97"/>
        </identifiers>
        <balance>5996.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6120.20000000</valUSD>
        <pctVal>0.000021581902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2163 PC 7.5% 06/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2163 CL PC 7.50000000</title>
        <cusip>3133TLFS2</cusip>
        <identifiers>
          <isin value="US3133TLFS25"/>
        </identifiers>
        <balance>365.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15.93000000</valUSD>
        <pctVal>0.000000056174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2172 QC 7% 07/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2172 CL QC 7.00000000</title>
        <cusip>3133TLLL0</cusip>
        <identifiers>
          <isin value="US3133TLLL08"/>
        </identifiers>
        <balance>4661.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4756.43000000</valUSD>
        <pctVal>0.000016772786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2176 OJ 7% 08/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2176 CL OJ 7.00000000</title>
        <cusip>3133TLTY4</cusip>
        <identifiers>
          <isin value="US3133TLTY47"/>
        </identifiers>
        <balance>2603.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2614.86000000</valUSD>
        <pctVal>0.000009220883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2201 C 8% 11/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2201 CL C 8.00000000</title>
        <cusip>3133TMGW0</cusip>
        <identifiers>
          <isin value="US3133TMGW01"/>
        </identifiers>
        <balance>579.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588.24000000</valUSD>
        <pctVal>0.000002074333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2196 TL 7.5% 11/15/29</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2196 CL TL 7.50000000</title>
        <cusip>3133TMSB3</cusip>
        <identifiers>
          <isin value="US3133TMSB36"/>
        </identifiers>
        <balance>13.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13.42000000</valUSD>
        <pctVal>0.000000047323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2209 TC 8% 01/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2209 CL TC 8.00000000</title>
        <cusip>3133TNCF9</cusip>
        <identifiers>
          <isin value="US3133TNCF96"/>
        </identifiers>
        <balance>1030.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1061.66000000</valUSD>
        <pctVal>0.000003743773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2210 Z 8% 01/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2210 CL Z 8.00000000</title>
        <cusip>3133TNDG6</cusip>
        <identifiers>
          <isin value="US3133TNDG60"/>
        </identifiers>
        <balance>4042.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4159.50000000</valUSD>
        <pctVal>0.000014667808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2208 PG 7% 01/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2208 CL PG 7.00000000</title>
        <cusip>3133TNFP4</cusip>
        <identifiers>
          <isin value="US3133TNFP42"/>
        </identifiers>
        <balance>5460.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5578.80000000</valUSD>
        <pctVal>0.000019672742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2224 CB 8% 03/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2224 CL CB 8.00000000</title>
        <cusip>3133TNK45</cusip>
        <identifiers>
          <isin value="US3133TNK458"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149.88000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2230 Z 8% 04/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2230 CL Z 8.00000000</title>
        <cusip>3133TNSS4</cusip>
        <identifiers>
          <isin value="US3133TNSS44"/>
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        <balance>1271.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305.37000000</valUSD>
        <pctVal>0.000004603177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2234 PZ 7.5% 05/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2234 CL PZ 7.50000000</title>
        <cusip>3133TNXB5</cusip>
        <identifiers>
          <isin value="US3133TNXB53"/>
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        <balance>1360.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400.64000000</valUSD>
        <pctVal>0.000004939132</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2247 Z 7.5% 08/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2247 CL Z 7.50000000</title>
        <cusip>3133TPGX1</cusip>
        <identifiers>
          <isin value="US3133TPGX15"/>
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        <balance>1665.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1711.15000000</valUSD>
        <pctVal>0.000006034095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2256 MC 7.25% 09/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2256 CL MC 7.25000000</title>
        <cusip>3133TPS67</cusip>
        <identifiers>
          <isin value="US3133TPS670"/>
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        <balance>1850.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1903.49000000</valUSD>
        <pctVal>0.000006712351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2262 Z 7.5% 10/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2262 CL Z 7.50000000</title>
        <cusip>3133TQ5B9</cusip>
        <identifiers>
          <isin value="US3133TQ5B91"/>
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        <balance>305.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317.26000000</valUSD>
        <pctVal>0.000001118766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2259 ZM 7% 10/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2259 CL ZM 7.00000000</title>
        <cusip>3133TQC54</cusip>
        <identifiers>
          <isin value="US3133TQC540"/>
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        <balance>4783.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4888.87000000</valUSD>
        <pctVal>0.000017239814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 2271 PC 7.25% 12/15/30</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2271 CL PC 7.25000000</title>
        <cusip>3133TQKD8</cusip>
        <identifiers>
          <isin value="US3133TQKD87"/>
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        <balance>4713.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4848.33000000</valUSD>
        <pctVal>0.000017096857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2296 PD 7% 03/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2296 CL PD 7.00000000</title>
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        <identifiers>
          <isin value="US3133TRUS20"/>
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        <balance>2958.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3038.11000000</valUSD>
        <pctVal>0.000010713406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2313 LA 6.5% 05/15/31</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2313 CL LA 6.50000000</title>
        <cusip>3133TTK67</cusip>
        <identifiers>
          <isin value="US3133TTK679"/>
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        <curCd>USD</curCd>
        <valUSD>478.48000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2325 PM 7% 06/15/31</name>
        <lei>N/A</lei>
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          <isin value="US3133TU3J55"/>
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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>FHR 2359 ZB 8.5% 06/15/31</name>
        <lei>N/A</lei>
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        <cusip>3133TV5T9</cusip>
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          <isin value="US3133TV5T91"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 2441 GF 6.5% 04/15/32</name>
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          <isin value="US3133TVJF40"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 2436 MC 7% 04/15/32</name>
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          <isin value="US3133TVR993"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2434 TC 7% 04/15/32</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 2434 ZA 6.5% 04/15/32</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS P#SI2130 6.5% 07/01/54</name>
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        <title>FREDDIE MAC POOL UMBS P#SI2130 6.50000000</title>
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        <valUSD>1791975.88000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 1997-39 PD 7.5% 05/20/27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 1997-39 CL PD 7.50000000</title>
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          <isin value="US31359PSF44"/>
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        <curCd>USD</curCd>
        <valUSD>588.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 1997-81 PI 7% 12/18/27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 1997-81 CL PI 7.00000000</title>
        <cusip>31359RLD2</cusip>
        <identifiers>
          <isin value="US31359RLD25"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9.21000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2001-33 ID 6% 07/25/31</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2001-33 CL ID 6.00000000</title>
        <cusip>31359S6G0</cusip>
        <identifiers>
          <isin value="US31359S6G02"/>
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        <balance>6467.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>607.80000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2001-7 PF 7% 03/25/31</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2001-7 CL PF 7.00000000</title>
        <cusip>31359SDC1</cusip>
        <identifiers>
          <isin value="US31359SDC17"/>
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        <balance>384.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395.07000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 1998-36 ZB 6% 07/18/28</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 1998-36 CL ZB 6.00000000</title>
        <cusip>31359T5E4</cusip>
        <identifiers>
          <isin value="US31359T5E45"/>
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        <balance>612.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615.24000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 1999-17 C 6.35% 04/25/29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 1999-17 CL C 6.35000000</title>
        <cusip>31359VSW4</cusip>
        <identifiers>
          <isin value="US31359VSW45"/>
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        <balance>415.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417.79000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNGT 1999-T2 A1 V/R 01/19/39</name>
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        <title>FANNIE MAE GRANTOR TRUST 1999-T2 SER 1999-T2 CL A1 V/R 7.50000000</title>
        <cusip>31359VYH0</cusip>
        <identifiers>
          <isin value="US31359VYH04"/>
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        <balance>23384.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23863.73000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNR 1999-62 PB 7.5% 12/18/29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 1999-62 CL PB 7.50000000</title>
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          <isin value="US31359XEP06"/>
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        <curCd>USD</curCd>
        <valUSD>354.27000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2000-2 ZE 7.5% 02/25/30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2000-2 CL ZE 7.50000000</title>
        <cusip>31359XSV2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3603.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <name>FNMA 0.875% 08/05/30</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS P#54844 V/R 09/01/27</name>
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        <valUSD>179.77000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNR 2011-75 FA V/R 08/25/41</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2011-75 CL FA V/R 4.29224000</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNR 2011-118 MT 7% 11/25/41</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNR 2011-118 LB 7% 11/25/41</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2011-118 NT 7% 11/25/41</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2011-149 MF V/R 11/25/41</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2011-149 EF V/R 07/25/41</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2011-149 CL EF V/R 4.24224000</title>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3957 B 4% 11/15/41</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3957 CL B 4.00000000</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3966 NA 4% 12/15/41</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3966 CL NA 4.00000000</title>
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        <identifiers>
          <isin value="US3137AJXA73"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3996 XF V/R 12/15/40</name>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 4012 FN V/R 03/15/42</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 4013 QF V/R 03/15/41</name>
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        <title>FREDDIE MAC REMICS SER 4013 CL QF V/R 4.25749000</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 4048 FB V/R 10/15/41</name>
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        <title>FREDDIE MAC REMICS SER 4048 CL FB V/R 4.10749000</title>
        <cusip>3137AQUB2</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 4048 FJ V/R 07/15/37</name>
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        <title>FREDDIE MAC REMICS SER 4048 CL FJ V/R 4.16365000</title>
        <cusip>3137AQUG1</cusip>
        <identifiers>
          <isin value="US3137AQUG14"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHR 4077 FB V/R 07/15/42</name>
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        <cusip>3137ASAP9</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.20749000</annualizedRt>
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      <invstOrSec>
        <name>FHR 4091 TF V/R 08/15/42</name>
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        <cusip>3137ATGA4</cusip>
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          <isin value="US3137ATGA49"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 4106 DF V/R 09/15/42</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 4217 KY 3% 06/15/43</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4238 WY 3% 08/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4247 AY 4.5% 09/15/43</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS K152 A2 V/R 01/25/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS K065 A2 3.243% 04/25/27</name>
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        <name>FHMS K120 XAM V/R 10/25/30</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 4740 P 3% 12/15/47</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>FHMS K106 X1 V/R 01/25/30</name>
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        <cusip>3137FRUV1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 4978 MI 4% 05/25/40</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS K111 X1 V/R 05/25/30</name>
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        <cusip>3137FUZE7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5021 SB V/R 10/25/50</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5019 IP 3% 10/25/50</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5092 XA 1% 01/15/41</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5094 AE 1.5% 04/25/41</name>
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        <name>FHR 3740 SB V/R 10/15/40</name>
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        <name>FHR 3740 SC V/R 10/15/40</name>
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        <name>FHMS K136 A2 2.127% 12/25/54</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5190 EC 2% 12/25/51</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5190 PE 2% 02/25/52</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5230 DM 3.5% 09/25/44</name>
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        <name>FHMS K146 A2 2.92% 06/25/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5249 AB 4% 11/25/51</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS K-150 A2 V/R 09/25/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHMS KJ44 A2 4.614% 02/25/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 5564 PE 5% 08/25/54</name>
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        <name>FHR 2474 NR 6.5% 07/15/32</name>
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      <invstOrSec>
        <name>FHR 2484 LZ 6.5% 07/15/32</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2475 S V/R 02/15/32</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2500 MC 6% 09/15/32</name>
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          <isin value="US31392UXE99"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FSPC T-48 1A V/R 07/25/33</name>
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          <isin value="US31392UZ561"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FSPC T-51 2A V/R 08/25/42</name>
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          <isin value="US31392W7D64"/>
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        <balance>25509.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25163.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2003-39 IO V/R 05/25/33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2003-39 CL IO V/R 6.00000000</title>
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        <identifiers>
          <isin value="US31393A5Z64"/>
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        <curCd>USD</curCd>
        <valUSD>273.07000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2003-22 UD 4% 04/25/33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2003-22 CL UD 4.00000000</title>
        <cusip>31393ANT0</cusip>
        <identifiers>
          <isin value="US31393ANT06"/>
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        <curCd>USD</curCd>
        <valUSD>51516.28000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNW 2003-W4 2A V/R 10/25/42</name>
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        <cusip>31393AP68</cusip>
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          <isin value="US31393AP687"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2003-33 IA 6.5% 05/25/33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2003-33 CL IA 6.50000000</title>
        <cusip>31393BFR1</cusip>
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          <isin value="US31393BFR15"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2003-35 EA ZCP 05/25/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNW 2003-W6 2 5.204% 09/25/42</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNW 2003-W6 3A 6.5% 09/25/42</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2003-42 GB 4% 05/25/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2003-34 GE 6% 05/25/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2003-34 AX 6% 05/25/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2003-34 ED 6% 05/25/33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2003-34 CL ED 6.00000000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2004-59 BG ZCP 12/25/32</name>
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      <invstOrSec>
        <name>FNR 2004-87 F V/R 01/25/34</name>
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      <invstOrSec>
        <name>FNW 2005-W1 1A2 6.5% 10/25/44</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2005-56 S V/R 07/25/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2005-66 SG V/R 07/25/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2005-72 SB V/R 08/25/35</name>
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        <name>FNR 2005-75 SV V/R 09/25/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 05-84 XM 5.75% 10/25/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-16 OA ZCP 03/25/36</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-16 HZ 5.5% 03/25/36</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-11 PS V/R 03/25/36</name>
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        <name>FNW 2005-W4 1A1 6% 08/25/35</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-12 BZ 5.5% 03/25/36</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-8 JZ 5.5% 03/25/36</name>
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        <cusip>31394VW97</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2006-8 WQ ZCP 03/25/36</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2006-8 WN V/R 03/25/36</name>
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        <title>FANNIE MAE REMICS SER 2006-8 CL WN V/R 2.95776000</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2780 SY V/R 11/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 2802 OH 6% 05/15/34</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2006-23 FK V/R 04/25/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2006-23 KO ZCP 04/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-22 AO ZCP 04/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-46 FW V/R 06/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-46 SW V/R 06/25/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNW 2007-W1 1AF1 V/R 11/25/46</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>FHR 2835 QO ZCP 12/15/32</name>
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      <invstOrSec>
        <name>FSPC T-62 1A1 V/R 10/25/44</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 2929 MS V/R 02/15/35</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNW 2006-W2 1AF1 V/R 02/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-58 AP ZCP 07/25/36</name>
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        <name>FNR 2006-58 IG V/R 07/25/36</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-53 US V/R 06/25/36</name>
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        <curCd>USD</curCd>
        <valUSD>2310.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-63 ZH 6.5% 07/25/36</name>
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        <title>FANNIE MAE REMICS SER 2006-63 CL ZH 6.50000000</title>
        <cusip>31395NQK6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>54986.40000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-60 AK V/R 07/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-60 CL AK V/R 13.83104000</title>
        <cusip>31395NUZ8</cusip>
        <identifiers>
          <isin value="US31395NUZ85"/>
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        <curCd>USD</curCd>
        <valUSD>5732.39000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-56 FC V/R 07/25/36</name>
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        <title>FANNIE MAE REMICS SER 2006-56 CL FC V/R 4.03224000</title>
        <cusip>31395NXA0</cusip>
        <identifiers>
          <isin value="US31395NXA08"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.03224000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNS 411 F1 V/R 08/25/42</name>
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        <curCd>USD</curCd>
        <valUSD>540755.76000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNS 412 F2 V/R 08/25/42</name>
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        <curCd>USD</curCd>
        <valUSD>163110.76000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.24224000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2968 EH 6% 04/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2968 CL EH 6.00000000</title>
        <cusip>31395RQ27</cusip>
        <identifiers>
          <isin value="US31395RQ270"/>
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        <curCd>USD</curCd>
        <valUSD>220230.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2981 FA V/R 05/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2981 CL FA V/R 4.10749000</title>
        <cusip>31395U5N7</cusip>
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        <curCd>USD</curCd>
        <valUSD>11562.63000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.10749000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2988 AF V/R 06/15/35</name>
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        <title>FREDDIE MAC REMICS SER 2988 CL AF V/R 4.00749000</title>
        <cusip>31395UVT5</cusip>
        <identifiers>
          <isin value="US31395UVT59"/>
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        <curCd>USD</curCd>
        <valUSD>20164.44000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.00749000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2990 GO ZCP 02/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2990 CL GO ZCP 0.00000000</title>
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          <isin value="US31395V2T58"/>
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        <curCd>USD</curCd>
        <valUSD>8202.93000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 2990 WP V/R 06/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 2990 CL WP V/R 7.46267600</title>
        <cusip>31395V4V8</cusip>
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          <isin value="US31395V4V86"/>
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        <curCd>USD</curCd>
        <valUSD>152.74000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHR 3014 OD ZCP 08/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3014 CL OD ZCP 0.00000000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHR 3029 SO ZCP 09/15/35</name>
        <lei>N/A</lei>
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        <cusip>31396AH64</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 3064 SG V/R 11/15/35</name>
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        <title>FREDDIE MAC REMICS SER 3064 CL SG V/R 7.64169900</title>
        <cusip>31396ERQ1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 3085 WF V/R 08/15/35</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3085 CL WF V/R 4.50749000</title>
        <cusip>31396FSM6</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3101 UZ 6% 01/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3101 CL UZ 6.00000000</title>
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        <identifiers>
          <isin value="US31396GLR01"/>
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        <curCd>USD</curCd>
        <valUSD>33617.91000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3102 HS V/R 01/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3102 CL HS V/R 10.97253700</title>
        <cusip>31396H5V7</cusip>
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          <isin value="US31396H5V74"/>
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        <balance>834.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>924.91000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3117 AO ZCP 02/15/36</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3117 OK ZCP 02/15/36</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3134 PO ZCP 03/15/36</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3122 OH ZCP 03/15/36</name>
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        <title>FREDDIE MAC REMICS SER 3122 CL OH ZCP 0.00000000</title>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3122 OP ZCP 03/15/36</name>
        <lei>N/A</lei>
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          <isin value="US31396JLH67"/>
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        <valUSD>4792.17000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3122 ZB 6% 03/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3122 CL ZB 6.00000000</title>
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        <identifiers>
          <isin value="US31396JMD45"/>
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        <curCd>USD</curCd>
        <valUSD>3874.84000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHRR R006 ZA 6% 04/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REFERENCE REMIC SER R006 CL ZA 6.00000000</title>
        <cusip>31396JT21</cusip>
        <identifiers>
          <isin value="US31396JT212"/>
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        <balance>84414.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87168.08000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-94 GK V/R 10/25/26</name>
        <lei>N/A</lei>
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          <isin value="US31396K4D14"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2006-95 SG V/R 10/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-95 CL SG V/R 11.23104000</title>
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          <isin value="US31396K4K56"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2006-65 QO ZCP 07/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-65 CL QO ZCP 0.00000000</title>
        <cusip>31396KAA0</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2006-85 MZ 6.5% 09/25/36</name>
        <lei>N/A</lei>
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        <cusip>31396KB50</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2006-78 BZ 6.5% 08/25/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2006-77 PC 6.5% 08/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-77 CL PC 6.50000000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-72 TO ZCP 08/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-72 CL TO ZCP 0.00000000</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-86 OB ZCP 09/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-86 CL OB ZCP 0.00000000</title>
        <cusip>31396KJ52</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-72 GO ZCP 08/25/36</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-90 AO ZCP 09/25/36</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-71 ZL 6% 07/25/36</name>
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      <invstOrSec>
        <name>FNR 2006-79 OP ZCP 08/25/36</name>
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      <invstOrSec>
        <name>FNR 2006-79 DF V/R 08/25/36</name>
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          <isin value="US31396KYA41"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-79 DO ZCP 08/25/36</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-118 A1 V/R 12/25/36</name>
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        <title>FANNIE MAE REMICS SER 2006-118 CL A1 V/R 3.78658000</title>
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          <isin value="US31396L4R81"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 06-118 A2 V/R 12/25/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNW 2006-W3 2A 6% 09/25/46</name>
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      <invstOrSec>
        <name>FNR 2006-117 GS V/R 12/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-119 PO ZCP 12/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-111 EO ZCP 11/25/36</name>
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        <name>FNR 2006-115 ES V/R 12/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-115 OK ZCP 12/25/36</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2006-110 PO ZCP 11/25/36</name>
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        <name>FHR 3137 XP 6% 04/15/36</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3138 PO ZCP 04/15/36</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHRR R007 ZA 6% 05/15/36</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <valUSD>9930.12000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-18 MZ 6% 03/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2007-18 CL MZ 6.00000000</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-130 GI 6.5% 07/25/32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-130 CL GI 6.50000000</title>
        <cusip>31396PAS0</cusip>
        <identifiers>
          <isin value="US31396PAS02"/>
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        <curCd>USD</curCd>
        <valUSD>484.24000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-14 ES V/R 03/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2007-14 CL ES V/R 2.69776000</title>
        <cusip>31396PC33</cusip>
        <identifiers>
          <isin value="US31396PC330"/>
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        <curCd>USD</curCd>
        <valUSD>5623.27000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.69776000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-14 OP ZCP 03/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2007-14 CL OP ZCP 0.00000000</title>
        <cusip>31396PE72</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-128 PO ZCP 01/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-128 CL PO ZCP 0.00000000</title>
        <cusip>31396PEM9</cusip>
        <identifiers>
          <isin value="US31396PEM95"/>
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        <curCd>USD</curCd>
        <valUSD>8073.81000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2006-128 BP 5.5% 01/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2006-128 CL BP 5.50000000</title>
        <cusip>31396PES6</cusip>
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          <isin value="US31396PES65"/>
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        <curCd>USD</curCd>
        <valUSD>1250.78000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2007-1 SD V/R 02/25/37</name>
        <lei>N/A</lei>
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        <cusip>31396PHH7</cusip>
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          <isin value="US31396PHH73"/>
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        <valUSD>12836.22000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>16.54655400</annualizedRt>
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      <invstOrSec>
        <name>FNR 2007-10 FD V/R 02/25/37</name>
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          <isin value="US31396PNF44"/>
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        <valUSD>9322.15000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2007-7 SG V/R 08/25/36</name>
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        <cusip>31396PRZ6</cusip>
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          <isin value="US31396PRZ61"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2007-22 SC V/R 03/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2007-22 CL SC V/R 2.33776000</title>
        <cusip>31396PU90</cusip>
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          <isin value="US31396PU902"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2007-16 FC V/R 03/25/37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2007-16 CL FC V/R 4.49224000</title>
        <cusip>31396PXY2</cusip>
        <identifiers>
          <isin value="US31396PXY23"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-69 WA V/R 09/25/39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-69 CL WA V/R 5.95909600</title>
        <cusip>31396Q5U9</cusip>
        <identifiers>
          <isin value="US31396Q5U92"/>
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        <valUSD>21833.25000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.95909600</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-65 MT 5% 09/25/39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-65 CL MT 5.00000000</title>
        <cusip>31396QH93</cusip>
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          <isin value="US31396QH931"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-47 MT 7% 07/25/39</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-52 PI 5% 07/25/39</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-60 HT 6% 08/25/39</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-59 HB 5% 08/25/39</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-63 P 5% 03/25/37</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-70 CO ZCP 01/25/37</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3149 SO ZCP 05/15/36</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3153 EO ZCP 05/15/36</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3164 MG 6% 06/15/36</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3171 MO ZCP 06/15/36</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHR 3195 PD 6.5% 07/15/36</name>
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        <name>FHR 3194 SA V/R 07/15/36</name>
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        <name>FNR 2007-28 EO ZCP 04/25/37</name>
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        <name>FNR 2007-42 AO ZCP 05/25/37</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2007-35 SI V/R 04/25/37</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>FNR 2007-65 KI V/R 07/25/37</name>
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        <name>FNR 2007-72 EK V/R 07/25/37</name>
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        <name>FNR 2007-76 AZ 5.5% 08/25/37</name>
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        <name>FNW 2007-W7 1A4 V/R 07/25/37</name>
        <lei>N/A</lei>
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        <name>FNR 2007-77 FG V/R 03/25/37</name>
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        <name>FNR 2007-92 YS V/R 06/25/37</name>
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        <fairValLevel>2</fairValLevel>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-92 YA 6.5% 06/25/37</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-85 SL V/R 09/25/37</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-108 SA V/R 12/25/37</name>
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        <title>FANNIE MAE REMICS SER 2007-108 CL SA V/R 2.61776000</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-88 VI V/R 09/25/37</name>
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          <isin value="US31396XUU61"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-100 SM V/R 10/25/37</name>
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        <identifiers>
          <isin value="US31396XXQ23"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS SER 2007-1</name>
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        <cusip>31396XY73</cusip>
        <identifiers>
          <isin value="US31396XY734"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2007-91 ES V/R 10/25/37</name>
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        <title>FANNIE MAE REMICS SER 2007-91 CL ES V/R 2.71776000</title>
        <cusip>31396XYW8</cusip>
        <identifiers>
          <isin value="US31396XYW81"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-27 SN V/R 04/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-27 CL SN V/R 3.15776000</title>
        <cusip>31396Y4G4</cusip>
        <identifiers>
          <isin value="US31396Y4G46"/>
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        <valUSD>2048.64000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-32 SA V/R 04/25/38</name>
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        <title>FANNIE MAE REMICS SER 2008-32 CL SA V/R 3.10776000</title>
        <cusip>31396Y5B4</cusip>
        <identifiers>
          <isin value="US31396Y5B40"/>
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        <valUSD>801.94000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2008-1 BI V/R 02/25/38</name>
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        <title>FANNIE MAE REMICS SER 2008-1 CL BI V/R 2.16776000</title>
        <cusip>31396YCX8</cusip>
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          <isin value="US31396YCX85"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2008-4 SD V/R 02/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-4 CL SD V/R 2.25776000</title>
        <cusip>31396YEP3</cusip>
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          <isin value="US31396YEP34"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2008-10 XI V/R 03/25/38</name>
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        <title>FANNIE MAE REMICS SER 2008-10 CL XI V/R 2.48776000</title>
        <cusip>31396YKW1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2008-16 IS V/R 03/25/38</name>
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        <title>FANNIE MAE REMICS SER 2008-16 CL IS V/R 2.45776000</title>
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          <isin value="US31396YTG79"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2008-20 SA V/R 03/25/38</name>
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          <isin value="US31396YTV47"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2008-18 FA V/R 03/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-18 CL FA V/R 4.64224000</title>
        <cusip>31396YWQ1</cusip>
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          <isin value="US31396YWQ15"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2008-18 SP V/R 03/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-18 CL SP V/R 6.51552000</title>
        <cusip>31396YXZ0</cusip>
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          <isin value="US31396YXZ05"/>
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        <valUSD>8016.06000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-28 QS V/R 04/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-28 CL QS V/R 9.47328000</title>
        <cusip>31396YY71</cusip>
        <identifiers>
          <isin value="US31396YY716"/>
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        <valUSD>8426.12000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 3202 HI V/R 08/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3202 CL HI V/R 2.94251000</title>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>10416.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.94251000</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 3200 AY 5.5% 08/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3200 CL AY 5.50000000</title>
        <cusip>31397AGM9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>47228.49000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3200 PO ZCP 08/15/36</name>
        <lei>N/A</lei>
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        <cusip>31397AJ95</cusip>
        <identifiers>
          <isin value="US31397AJ954"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3213 OA ZCP 09/15/36</name>
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        <identifiers>
          <isin value="US31397B2M20"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3219 DI 6% 04/15/36</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US31397BF224"/>
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        <curCd>USD</curCd>
        <valUSD>3025.33000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3218 AO ZCP 09/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3218 CL AO ZCP 0.00000000</title>
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        <identifiers>
          <isin value="US31397BHE48"/>
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        <balance>5072.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4178.77000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3232 ST V/R 10/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3232 CL ST V/R 2.99251000</title>
        <cusip>31397BP96</cusip>
        <identifiers>
          <isin value="US31397BP967"/>
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        <balance>21952.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1446.03000000</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>Variable</couponKind>
          <annualizedRt>2.99251000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3225 EO ZCP 10/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3225 CL EO ZCP 0.00000000</title>
        <cusip>31397BQR5</cusip>
        <identifiers>
          <isin value="US31397BQR59"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9812.32000000</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>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3233 OP ZCP 05/15/36</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3233 CL OP ZCP 0.00000000</title>
        <cusip>31397BYN5</cusip>
        <identifiers>
          <isin value="US31397BYN53"/>
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        <curCd>USD</curCd>
        <valUSD>2172.81000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3256 PO ZCP 12/15/36</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US31397EBP97"/>
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        <curCd>USD</curCd>
        <valUSD>5423.68000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3260 CS V/R 01/15/37</name>
        <lei>N/A</lei>
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        <cusip>31397ELL7</cusip>
        <identifiers>
          <isin value="US31397ELL73"/>
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        <curCd>USD</curCd>
        <valUSD>855.28000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3261 OA ZCP 01/15/37</name>
        <lei>N/A</lei>
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          <isin value="US31397EPT63"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3274 B 6% 02/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3274 CL B 6.00000000</title>
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        <identifiers>
          <isin value="US31397F5S71"/>
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        <valUSD>19066.74000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3274 JO ZCP 02/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3274 CL JO ZCP 0.00000000</title>
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          <isin value="US31397F6H08"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3275 FL V/R 02/15/37</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3290 SB V/R 03/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3290 CL SB V/R 2.74251000</title>
        <cusip>31397FR79</cusip>
        <identifiers>
          <isin value="US31397FR790"/>
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        <balance>22782.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1526.97000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.74251000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3286 PO ZCP 03/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3286 CL PO ZCP 0.00000000</title>
        <cusip>31397G4B3</cusip>
        <identifiers>
          <isin value="US31397G4B38"/>
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        <curCd>USD</curCd>
        <valUSD>600.08000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3302 UT 6% 04/15/37</name>
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        <valUSD>17447.82000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3305 MG V/R 07/15/34</name>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>11190.81000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3315 HZ 6% 05/15/37</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3318 AO ZCP 05/15/37</name>
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        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>224.82000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3316 PO ZCP 05/15/37</name>
        <lei>N/A</lei>
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        <cusip>31397HKV9</cusip>
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        <curCd>USD</curCd>
        <valUSD>10036.37000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3331 PO ZCP 06/15/37</name>
        <lei>N/A</lei>
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        <cusip>31397J5M2</cusip>
        <identifiers>
          <isin value="US31397J5M20"/>
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        <curCd>USD</curCd>
        <valUSD>6134.39000000</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>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3326 JO ZCP 06/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3326 CL JO ZCP 0.00000000</title>
        <cusip>31397JJN5</cusip>
        <identifiers>
          <isin value="US31397JJN54"/>
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        <balance>1371.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1214.37000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHR 3344 SL V/R 07/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3344 CL SL V/R 2.89251000</title>
        <cusip>31397JYA6</cusip>
        <identifiers>
          <isin value="US31397JYA68"/>
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        <curCd>USD</curCd>
        <valUSD>749.25000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.89251000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3365 PO ZCP 09/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3365 CL PO ZCP 0.00000000</title>
        <cusip>31397KNK3</cusip>
        <identifiers>
          <isin value="US31397KNK33"/>
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        <curCd>USD</curCd>
        <valUSD>8454.06000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3371 FA V/R 09/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3371 CL FA V/R 4.30749000</title>
        <cusip>31397KNW7</cusip>
        <identifiers>
          <isin value="US31397KNW70"/>
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        <balance>4929.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4931.95000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3373 TO ZCP 04/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3373 CL TO ZCP 0.00000000</title>
        <cusip>31397KUV1</cusip>
        <identifiers>
          <isin value="US31397KUV15"/>
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        <curCd>USD</curCd>
        <valUSD>6033.58000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>FSPC T-76 2A V/R 10/25/37</name>
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        <title>FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-76 CL 2A V/R 2.11210000</title>
        <cusip>31397KYA3</cusip>
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          <isin value="US31397KYA32"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNR 2008-55 S V/R 07/25/28</name>
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          <isin value="US31397L4W66"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2008-53 CI V/R 07/25/38</name>
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        <cusip>31397LC23</cusip>
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          <isin value="US31397LC238"/>
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        <valUSD>616.18000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-60 JC 5% 07/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-60 CL JC 5.00000000</title>
        <cusip>31397LJ34</cusip>
        <identifiers>
          <isin value="US31397LJ340"/>
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        <curCd>USD</curCd>
        <valUSD>15300.68000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-44 PO ZCP 05/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-44 CL PO ZCP 0.00000000</title>
        <cusip>31397LMA4</cusip>
        <identifiers>
          <isin value="US31397LMA43"/>
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        <curCd>USD</curCd>
        <valUSD>750.38000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-42 AO ZCP 09/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-42 CL AO ZCP 0.00000000</title>
        <cusip>31397LPC7</cusip>
        <identifiers>
          <isin value="US31397LPC71"/>
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        <balance>4492.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3868.67000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-46 HI V/R 06/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-46 CL HI V/R 2.06241600</title>
        <cusip>31397LRU5</cusip>
        <identifiers>
          <isin value="US31397LRU51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694.03000000</valUSD>
        <pctVal>0.000002447385</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.06241600</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>FNR 2009-6 GS V/R 02/25/39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-6 CL GS V/R 2.80776000</title>
        <cusip>31397M5Z6</cusip>
        <identifiers>
          <isin value="US31397M5Z60"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2062.27000000</valUSD>
        <pctVal>0.000007272263</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.80776000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-56 AC 5% 07/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-56 CL AC 5.00000000</title>
        <cusip>31397MAH0</cusip>
        <identifiers>
          <isin value="US31397MAH07"/>
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        <balance>11700.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11541.98000000</valUSD>
        <pctVal>0.000040700938</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-80 SA V/R 09/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-80 CL SA V/R 2.10776000</title>
        <cusip>31397MRK5</cusip>
        <identifiers>
          <isin value="US31397MRK52"/>
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        <balance>47570.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3389.16000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.10776000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2008-81 SB V/R 09/25/38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2008-81 CL SB V/R 2.10776000</title>
        <cusip>31397MUL9</cusip>
        <identifiers>
          <isin value="US31397MUL98"/>
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        <balance>49447.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2968.17000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.10776000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-4 BD 4.5% 02/25/39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-4 CL BD 4.50000000</title>
        <cusip>31397MW94</cusip>
        <identifiers>
          <isin value="US31397MW945"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314.89000000</valUSD>
        <pctVal>0.000001110409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-17 QS V/R 03/25/39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-17 CL QS V/R 2.90776000</title>
        <cusip>31397NGH2</cusip>
        <identifiers>
          <isin value="US31397NGH26"/>
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        <balance>11022.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>823.03000000</valUSD>
        <pctVal>0.000002902283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90776000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-19 PW 4.5% 10/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2009-19 CL PW 4.50000000</title>
        <cusip>31397NUJ2</cusip>
        <identifiers>
          <isin value="US31397NUJ26"/>
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        <balance>45259.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45001.21000000</valUSD>
        <pctVal>0.000158689539</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3383 SA V/R 11/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3383 CL SA V/R 2.74251000</title>
        <cusip>31397P4L1</cusip>
        <identifiers>
          <isin value="US31397P4L11"/>
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        <curCd>USD</curCd>
        <valUSD>3105.97000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.74251000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3386 KF V/R 11/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3386 CL KF V/R 4.38749000</title>
        <cusip>31397PBU3</cusip>
        <identifiers>
          <isin value="US31397PBU30"/>
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        <curCd>USD</curCd>
        <valUSD>166199.70000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38749000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3387 SA V/R 11/15/37</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3387 CL SA V/R 2.71251000</title>
        <cusip>31397PFM7</cusip>
        <identifiers>
          <isin value="US31397PFM77"/>
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        <valUSD>5914.57000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.71251000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3393 JO V/R 09/15/32</name>
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        <cusip>31397PGA2</cusip>
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          <isin value="US31397PGA21"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3404 SC V/R 01/15/38</name>
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        <cusip>31397PTW0</cusip>
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          <isin value="US31397PTW04"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNR 2011-2 WA V/R 02/25/51</name>
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        <title>FANNIE MAE REMICS SER 2011-2 CL WA V/R 5.79100100</title>
        <cusip>31397QHL5</cusip>
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          <isin value="US31397QHL59"/>
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        <valUSD>19444.55000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2011-19 ZY 6.5% 07/25/36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2011-19 CL ZY 6.50000000</title>
        <cusip>31397QP69</cusip>
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          <isin value="US31397QP692"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2010-147 SA V/R 01/25/41</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS SER 2010-147 CL SA V/R 2.78776000</title>
        <cusip>31397QW95</cusip>
        <identifiers>
          <isin value="US31397QW953"/>
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        <valUSD>20550.97000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.78776000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3422 SE V/R 02/15/38</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS SER 3422 CL SE V/R 8.18127500</title>
        <cusip>31397RDJ2</cusip>
        <identifiers>
          <isin value="US31397RDJ23"/>
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      <invstOrSec>
        <name>FNR 2011-39 ZA 6% 11/25/32</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3424 PI V/R 04/15/38</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3443 SY V/R 03/15/37</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHR 3453 B 5.5% 05/15/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 3461 LZ 6% 06/15/38</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHR 3461 Z 6% 06/15/38</name>
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          <isin value="US31397TXU14"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2011-47 ZA 5.5% 07/25/38</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2011-58 WA V/R 07/25/51</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 3455 SE V/R 06/15/38</name>
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        <name>FHR 3481 SJ V/R 08/15/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 3501 CB 5.5% 01/15/39</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FHR 3511 SA V/R 02/15/39</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 3510 OD ZCP 02/15/37</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3523 SD V/R 06/15/36</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3546 A V/R 02/15/39</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHR 3549 FA V/R 07/15/39</name>
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        <title>FREDDIE MAC REMICS SER 3549 CL FA V/R 4.90749000</title>
        <cusip>31398EP99</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-99 SC V/R 12/25/39</name>
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        <cusip>31398F4S7</cusip>
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          <isin value="US31398F4S70"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR 2009-99 WA V/R 12/25/39</name>
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        <title>FANNIE MAE REMICS SER 2009-99 CL WA V/R 6.33074500</title>
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          <isin value="US31398F4W82"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNW 2009-W1 A 6% 12/25/49</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNR 2009-84 WS V/R 10/25/39</name>
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        <cusip>31398FHB0</cusip>
        <identifiers>
          <isin value="US31398FHB04"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2009-86 OT ZCP 10/25/37</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2009-103 MB V/R 12/25/39</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2009-112 ST V/R 01/25/40</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2010-1 WA V/R 02/25/40</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNR 2009-113 AO ZCP 01/25/40</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 3582 PO ZCP 10/15/49</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHR 3610 CA 4.5% 12/15/39</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>FNR 2010-16 WA V/R 03/25/40</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2010-102 PN 5% 09/25/40</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNR 2010-35 SJ V/R 04/25/40</name>
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        <name>FNR 2010-40 FJ V/R 04/25/40</name>
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        <name>FNR 2010-42 S V/R 05/25/40</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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          <couponKind>Fixed</couponKind>
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        <name>GNR 2003-75 ZX 6% 09/16/33</name>
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        <name>GNR 2004-17 MZ 5.5% 03/16/34</name>
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      <invstOrSec>
        <name>GNR 2004-46 PO ZCP 06/20/34</name>
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        <name>GNR 2004-49 Z 6% 06/20/34</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2004-71 SB V/R 09/20/34</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2004-71 ST V/R 09/20/34</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2004-96 SC V/R 11/20/34</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>GNR 2004-89 LS V/R 10/16/34</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2004-90 SI V/R 10/20/34</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-7 JM V/R 05/18/34</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-3 SK V/R 01/20/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-68 KI V/R 09/20/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-68 DP V/R 06/17/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-72 AZ 5.5% 09/20/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-65 SA V/R 08/20/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-56 IC 5.5% 07/20/35</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2005-66 SP V/R 08/16/35</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>GNR 2005-91 PI 6% 12/20/35</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2006-59 SD V/R 10/20/36</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2006-38 ZK 6.5% 08/20/36</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNR 2006-57 P 5.564% 10/20/36</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNR 2009-10 SA V/R 02/20/39</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2009-11 SC V/R 02/16/39</name>
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        <cusip>38374TJF2</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>GNR 2009-22 SA V/R 04/20/39</name>
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        <cusip>38374TRY2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2009-31 TS V/R 03/20/39</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>GNR 2009-43 SA V/R 06/20/39</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2009-33 TI 6% 05/20/39</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2009-33 CI 5.5% 05/20/39</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2009-42 SC V/R 06/20/39</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2009-14 NI 6.5% 03/20/39</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNR 2010-H17 XQ V/R 07/20/60</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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      <invstOrSec>
        <name>GNR 2012-H08 FS V/R 04/20/62</name>
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      <invstOrSec>
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        <name>GNR 2013-H09 H 1.65% 04/20/63</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>GNR 2012-H21 DF V/R 05/20/61</name>
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        <curCd>USD</curCd>
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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>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2012-H28 FA V/R 09/20/62</name>
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        <curCd>USD</curCd>
        <valUSD>1814.27000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2008-60 CS V/R 07/20/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2008-58 FA V/R 07/20/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2008-76 US V/R 09/20/38</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2008-95 DS V/R 12/20/38</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2007-25 FN V/R 05/16/37</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2007-36 HO ZCP 06/16/37</name>
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        <name>GNR 2007-67 SI V/R 11/20/37</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2008-1 PO ZCP 01/20/38</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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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNR 2008-50 KB 6% 06/20/38</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>GNR 2008-40 SA V/R 05/16/38</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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      <invstOrSec>
        <name>GNR 2014-H06 HB V/R 03/20/64</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2014-H10 TA V/R 04/20/64</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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        <name>GNR 2008-93 AS V/R 12/20/38</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2009-6 SA V/R 02/16/39</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNR 2010-14 BO ZCP 11/20/35</name>
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        <name>GNR 2010-14 CO ZCP 08/20/35</name>
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        <name>HSBC HOLDINGS PLC V/R 11/22/32</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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        <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>PECO ENERGY CO 4.15% 10/01/44</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PECO ENERGY CO 3.7% 09/15/47</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PECO ENERGY CO 3.9% 03/01/48</name>
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        <cusip>693304AW7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>PECO ENERGY CO 2.8% 06/15/50</name>
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        <cusip>693304AY3</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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        <name>PG&amp;E WILDFIRE  5.099% 06/01/52</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PFSFC 2025-B A 4.85% 02/15/28</name>
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        <name>PNC FINANCIAL SER V/R 10/21/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PNC FINANCIAL SER V/R 07/21/36</name>
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        <name>PENSKE TRUCK LE 6.05% 08/01/28</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUNCOR ENERGY IN 6.8% 05/15/38</name>
        <lei>894500XO86FKXQGPYV71</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PETROLEOS MEXIC 6.75% 09/21/47</name>
        <lei>N/A</lei>
        <title>PETROLEOS MEXICANOS REGD MTN 6.75000000</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PETROLEOS MEXICA 6.5% 01/23/29</name>
        <lei>N/A</lei>
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        <cusip>71654QCP5</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFIZER INVESTME 5.34% 05/19/63</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>SG</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PG&amp;E RECOVERY  5.231% 06/01/42</name>
        <lei>N/A</lei>
        <title>PG&amp;E RECOVERY FND LLC REGD SER A-2 5.23100000</title>
        <cusip>71710TAH1</cusip>
        <identifiers>
          <isin value="US71710TAH14"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PG&amp;E RECOVERY  5.529% 06/01/49</name>
        <lei>N/A</lei>
        <title>PG&amp;E RECOVERY FND LLC REGD SER A-3 5.52900000</title>
        <cusip>71710TAJ7</cusip>
        <identifiers>
          <isin value="US71710TAJ79"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PHEAA 2021-1A A V/R 05/25/70</name>
        <lei>N/A</lei>
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        <cusip>71723MAB4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILIP MORRIS  5.125% 02/13/31</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC REGD 5.12500000</title>
        <cusip>718172DH9</cusip>
        <identifiers>
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        <balance>9615000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PHILIP MORRIS INTL 4% 10/29/30</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC REGD 4.00000000</title>
        <cusip>718172DY2</cusip>
        <identifiers>
          <isin value="US718172DY22"/>
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        <balance>19120000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>PHILLIPS 66 5.875% 05/01/42</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 REGD SER WI 5.87500000</title>
        <cusip>718546AH7</cusip>
        <identifiers>
          <isin value="US718546AH74"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3040848.51000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>DOC DR LLC 2.625% 11/01/31</name>
        <lei>N/A</lei>
        <title>DOC DR LLC REGD 2.62500000</title>
        <cusip>71951QAC6</cusip>
        <identifiers>
          <isin value="US71951QAC69"/>
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        <balance>1360000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1213017.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PIEDMONT HEALT 2.864% 01/01/52</name>
        <lei>254900D1I6W7J0DSAY11</lei>
        <title>PIEDMONT HEALTHCARE INC REGD 2.86400000</title>
        <cusip>72014TAE9</cusip>
        <identifiers>
          <isin value="US72014TAE91"/>
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        <balance>2195000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86400000</annualizedRt>
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      <invstOrSec>
        <name>PINNACLE FINANCIA V/R 05/19/32</name>
        <lei>N/A</lei>
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        <cusip>72348NAA7</cusip>
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          <isin value="US72348NAA72"/>
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        <balance>5225000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>PIONEER NATURAL  1.9% 08/15/30</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCE REGD 1.90000000</title>
        <cusip>723787AQ0</cusip>
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        <balance>10650000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLAINS ALL AMER 3.55% 12/15/29</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMER PIPELINE REGD 3.55000000</title>
        <cusip>72650RBM3</cusip>
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          <isin value="US72650RBM34"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PLAINS ALL AMER  4.7% 01/15/31</name>
        <lei>N/A</lei>
        <title>PLAINS ALL AMER PIPELINE REGD 4.70000000</title>
        <cusip>72650RBR2</cusip>
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          <isin value="US72650RBR21"/>
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        <curCd>USD</curCd>
        <valUSD>2676660.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF POLA 5.5% 03/18/54</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF POLAND REGD SER 30Y 5.50000000</title>
        <cusip>731011AZ5</cusip>
        <identifiers>
          <isin value="US731011AZ55"/>
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        <balance>2147000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2032211.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>PUBLIC SERVICE ELECTRIC REGD MTN 3.60000000</title>
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          <isin value="US74456QBT22"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PUBLIC SERVICE ELE 3% 03/01/51</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PUBLIC SERVICE  4.65% 03/15/33</name>
        <lei>N/A</lei>
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          <isin value="US74456QCL86"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PUBLIC SERVICE E 1.6% 08/15/30</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
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        <cusip>744573AQ9</cusip>
        <identifiers>
          <isin value="US744573AQ91"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PUGET ENERGY I 2.379% 06/15/28</name>
        <lei>N/A</lei>
        <title>PUGET ENERGY INC REGD 2.37900000</title>
        <cusip>745310AM4</cusip>
        <identifiers>
          <isin value="US745310AM41"/>
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        <balance>560000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PUGET ENERGY I 5.725% 03/15/35</name>
        <lei>N/A</lei>
        <title>PUGET ENERGY INC REGD 5.72500000</title>
        <cusip>745310AQ5</cusip>
        <identifiers>
          <isin value="US745310AQ54"/>
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        <balance>1470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1479353.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.72500000</annualizedRt>
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        <name>QTSII 2026-6A  5.34% 07/05/31</name>
        <lei>N/A</lei>
        <title>QTS ISSUER ABS II LLC SER 2026-6A CL A21 REGD 144A P/P 5.34000000</title>
        <cusip>74690FBK1</cusip>
        <identifiers>
          <isin value="US74690FBK12"/>
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        <balance>5869000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5871292.43000000</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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        <name>QTSII 2026-6A 5.682% 07/05/31</name>
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        <title>QTS ISSUER ABS II LLC SER 2026-6A CL A22 REGD 144A P/P 5.68200000</title>
        <cusip>74690FBL9</cusip>
        <identifiers>
          <isin value="US74690FBL94"/>
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        <balance>2847000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2857008.91000000</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>
          <annualizedRt>5.68200000</annualizedRt>
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      <invstOrSec>
        <name>QTSII 2026-7A 5.589% 07/05/33</name>
        <lei>N/A</lei>
        <title>QTS ISSUER ABS II LLC SER 2026-7A CL A21 REGD 144A P/P 5.58900000</title>
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        <identifiers>
          <isin value="US74690FBP09"/>
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        <balance>5641477.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5658666.02000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58900000</annualizedRt>
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      <invstOrSec>
        <name>QTSII 2026-7A 5.931% 07/05/33</name>
        <lei>N/A</lei>
        <title>QTS ISSUER ABS II LLC SER 2026-7A CL A22 REGD 144A P/P 5.93100000</title>
        <cusip>74690FBQ8</cusip>
        <identifiers>
          <isin value="US74690FBQ81"/>
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        <curCd>USD</curCd>
        <valUSD>4637294.45000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.93100000</annualizedRt>
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      <invstOrSec>
        <name>QATAR ENERGY 1.375% 09/12/26</name>
        <lei>N/A</lei>
        <title>QATAR ENERGY REGD 144A P/P 1.37500000</title>
        <cusip>74730DAB9</cusip>
        <identifiers>
          <isin value="US74730DAB91"/>
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        <balance>1534000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1525872.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>QATAR ENERGY 2.25% 07/12/31</name>
        <lei>N/A</lei>
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        <cusip>74730DAC7</cusip>
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          <isin value="US74730DAC74"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>QA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>QTS FAYETTEV I D 5.7% 04/15/36</name>
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        <cusip>74751AAA1</cusip>
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          <isin value="US74751AAA16"/>
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        <valUSD>9111455.64000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>QUANTA SERVICES 2.35% 01/15/32</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>QUANTA SERVICES INC REGD 2.35000000</title>
        <cusip>74762EAH5</cusip>
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          <isin value="US74762EAH53"/>
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        <curCd>USD</curCd>
        <valUSD>2603145.94000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <lei>SHVRXXEACT60MMH07S24</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>QUANTA SERVICES  5.1% 08/09/35</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>QUANTA SERVICES INC REGD 5.10000000</title>
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          <isin value="US74762EAP79"/>
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        <curCd>USD</curCd>
        <valUSD>3531374.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>RCO 2025-5 A1 V/R 10/25/28</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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        <name>SEMT 2004-12 A3 V/R 01/20/35</name>
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        <name>SERVICENOW INC 5.4% 05/15/36</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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          <isin value="US842400JD64"/>
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        <valUSD>4746898.70000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>SOUTHERN CAL EDISON REGD 5.90000000</title>
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        <identifiers>
          <isin value="US842400JH78"/>
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        <curCd>USD</curCd>
        <valUSD>281641.26000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CAL EDI 6.2% 09/15/55</name>
        <lei>N/A</lei>
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        <cusip>842400JK0</cusip>
        <identifiers>
          <isin value="US842400JK08"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4970913.15000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SOUTHERN CALIF  2.55% 02/01/30</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>2446845.14000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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        <name>SOUTHERN CALIF  5.05% 09/01/34</name>
        <lei>N/A</lei>
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        <cusip>842434DB5</cusip>
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          <isin value="US842434DB54"/>
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        <balance>12265000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12274174.47000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</annualizedRt>
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      <invstOrSec>
        <name>SOUTHERN CO 5.7% 03/15/34</name>
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        <cusip>842587DT1</cusip>
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        <balance>3715000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3848516.95000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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        <name>SOUTHERN COPPER 5.35% 06/24/36</name>
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          <isin value="US84265VAK17"/>
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        <balance>10540000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10482030.00000000</valUSD>
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        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO GAS 3.95% 10/01/46</name>
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        <balance>282000.00000000</balance>
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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>SOUTHWEST GAS CO 3.8% 09/29/46</name>
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        <issuerCat>CORP</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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        <curCd>USD</curCd>
        <valUSD>1290.95000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SASC 2003-34A 3A V/R 11/25/33</name>
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        <curCd>USD</curCd>
        <valUSD>4826.23000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SASC 2003-37A 2A V/R 12/25/33</name>
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        <cusip>86359BBS9</cusip>
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        <curCd>USD</curCd>
        <valUSD>31025.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SASC 2003-37A 8A V/R 12/25/33</name>
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        <curCd>USD</curCd>
        <valUSD>399824.94000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SASC 2004-4XS 1 S/UP 02/25/34</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SASC 2005-RF3 1A V/R 06/25/35</name>
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        <curCd>USD</curCd>
        <valUSD>27115.12000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <valUSD>24144.40000000</valUSD>
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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>
        <name>TCW 2020-1A A1R3 V/R 04/20/34</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>T-MOBILE USA INC 3% 02/15/41</name>
        <lei>N/A</lei>
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          <isin value="US87264ABL89"/>
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        <fairValLevel>2</fairValLevel>
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        <name>T-MOBILE USA INC 3.6% 11/15/60</name>
        <lei>N/A</lei>
        <title>T-MOBILE USA INC REGD 3.60000000</title>
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        <fairValLevel>2</fairValLevel>
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        <name>T-MOBILE USA INC 3.4% 10/15/52</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA IN 5.65% 01/15/53</name>
        <lei>N/A</lei>
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        <cusip>87264ACW3</cusip>
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          <isin value="US87264ACW36"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA I 5.125% 05/15/32</name>
        <lei>N/A</lei>
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        <cusip>87264ADS1</cusip>
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          <isin value="US87264ADS15"/>
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        <valUSD>6567135.25000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA INC 6.7% 12/15/33</name>
        <lei>N/A</lei>
        <title>T-MOBILE USA INC REGD 6.70000000</title>
        <cusip>87264ADV4</cusip>
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          <isin value="US87264ADV44"/>
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        <curCd>USD</curCd>
        <valUSD>6993502.02000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SUMISHO AIR LEA 4.85% 03/24/31</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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        <cusip>873923AE6</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TAKEDA PHARMAC 3.175% 07/09/50</name>
        <lei>549300ZLMVP4X0OGR454</lei>
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        <cusip>874060AZ9</cusip>
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        <valUSD>2521289.24000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <lei>549300ZLMVP4X0OGR454</lei>
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        <cusip>874060BL9</cusip>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>TARGA RESOURCES 6.15% 03/01/29</name>
        <lei>5493003QENHHS261UR94</lei>
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        <cusip>87612GAE1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <lei>5493003QENHHS261UR94</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TARGA RESOURCES 5.55% 08/15/35</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP REGD 5.55000000</title>
        <cusip>87612GAM3</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TARGA RESOURCES  4.9% 09/15/30</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP REGD 4.90000000</title>
        <cusip>87612GAP6</cusip>
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          <isin value="US87612GAP63"/>
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        <curCd>USD</curCd>
        <valUSD>6501259.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TARGA RESOURCES 4.35% 04/15/31</name>
        <lei>5493003QENHHS261UR94</lei>
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          <isin value="US87612GAT85"/>
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        <curCd>USD</curCd>
        <valUSD>5382740.21000000</valUSD>
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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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      </invstOrSec>
      <invstOrSec>
        <name>TARGA RESOURCES  5.2% 07/01/27</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP REGD 5.20000000</title>
        <cusip>87612KAA0</cusip>
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          <isin value="US87612KAA07"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4024851.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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      <invstOrSec>
        <name>TEACHERS INSUR &amp; 4.9% 09/15/44</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US878091BD86"/>
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        <curCd>USD</curCd>
        <valUSD>177215.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TEACHERS INSUR  4.27% 05/15/47</name>
        <lei>N/A</lei>
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        <cusip>878091BF3</cusip>
        <identifiers>
          <isin value="US878091BF35"/>
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        <curCd>USD</curCd>
        <valUSD>623966.12000000</valUSD>
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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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      <invstOrSec>
        <name>TEACHERS INSUR  6.05% 06/15/56</name>
        <lei>N/A</lei>
        <title>TEACHERS INSUR &amp; ANNUITY REGD 144A P/P 6.05000000</title>
        <cusip>878091BH9</cusip>
        <identifiers>
          <isin value="US878091BH90"/>
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        <curCd>USD</curCd>
        <valUSD>8425338.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TELECOM ITALIA C 7.2% 07/18/36</name>
        <lei>N/A</lei>
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        <cusip>87927VAR9</cusip>
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          <isin value="US87927VAR96"/>
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        <curCd>USD</curCd>
        <valUSD>452382.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.20000000</annualizedRt>
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      <invstOrSec>
        <name>TELEFONICA EMI 4.103% 03/08/27</name>
        <lei>N/A</lei>
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        <cusip>87938WAT0</cusip>
        <identifiers>
          <isin value="US87938WAT09"/>
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        <curCd>USD</curCd>
        <valUSD>2206149.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TELEFONICA EMI 4.895% 03/06/48</name>
        <lei>N/A</lei>
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        <cusip>87938WAW3</cusip>
        <identifiers>
          <isin value="US87938WAW38"/>
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        <curCd>USD</curCd>
        <valUSD>3866415.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.89500000</annualizedRt>
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      <invstOrSec>
        <name>TVA 5.88% 04/01/36</name>
        <lei>N/A</lei>
        <title>TENNESSEE VALLEY AUTHORITY 5.88000000</title>
        <cusip>880591CS9</cusip>
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          <isin value="US880591CS97"/>
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        <curCd>USD</curCd>
        <valUSD>3267485.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TENNESSEE VY 7.125% 5/1/30</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>1778230.60000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TVA 5.5% 06/15/38</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>60953.78000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TVA 4.625% 09/15/60</name>
        <lei>N/A</lei>
        <title>TENNESSEE VALLEY AUTHORITY 4.62500000</title>
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          <isin value="US880591EJ70"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TVA 4.25% 09/15/65</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TVA 2.875% 02/01/27</name>
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        <title>TENNESSEE VALLEY AUTHORITY SER A 2.87500000</title>
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          <isin value="US880591EU26"/>
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        <fairValLevel>2</fairValLevel>
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        <name>TVA 1.5% 09/15/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TVA 4.25% 09/15/52</name>
        <lei>N/A</lei>
        <title>TENNESSEE VALLEY AUTHORITY 4.25000000</title>
        <cusip>880591EY4</cusip>
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          <isin value="US880591EY48"/>
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        <valUSD>3675355.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>TVA 5.25% 02/01/55</name>
        <lei>N/A</lei>
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          <isin value="US880591FC19"/>
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        <curCd>USD</curCd>
        <valUSD>5981251.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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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        <name>TVA- GEN STRIP ZCP 07/15/34</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TVA PRIN STRIP ZCP 06/15/35</name>
        <lei>N/A</lei>
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          <isin value="US88059FBM23"/>
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        <curCd>USD</curCd>
        <valUSD>168750.37000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TEVT 2023-1 A4 5.38% 02/20/29</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TCIFC 2023-2A A1 V/R 10/21/37</name>
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        <cusip>88239MAJ8</cusip>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <lei>54930008C10TUBW7Z611</lei>
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        <cusip>882484AA6</cusip>
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          <isin value="US882484AA61"/>
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        <balance>1000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>TEXAS HEALTH R 2.328% 11/15/50</name>
        <lei>54930008C10TUBW7Z611</lei>
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        <cusip>882484AC2</cusip>
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          <isin value="US882484AC28"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TNG23 2023-1  5.102% 04/01/33</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-04-01</maturityDt>
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      <invstOrSec>
        <name>TNG23 2023-1  5.169% 04/01/39</name>
        <lei>N/A</lei>
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        <cusip>88258MAB1</cusip>
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        <assetCat>ABS-CBDO</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TEXAS ST PRIV  3.922% 12/31/49</name>
        <lei>N/A</lei>
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        <cusip>882667AZ1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-31</maturityDt>
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      <invstOrSec>
        <name>TEXTRON INC 3.65% 03/15/27</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
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        <cusip>883203BX8</cusip>
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        <valUSD>4947973.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>THERMO FISHER  4.902% 02/12/36</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
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        <cusip>883556DJ8</cusip>
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        <balance>4450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4397643.97000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>TMST 2003-4 A1 V/R 09/25/43</name>
        <lei>N/A</lei>
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        <cusip>885220DW0</cusip>
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          <isin value="US885220DW07"/>
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        <fairValLevel>2</fairValLevel>
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        <name>TMST 2003-5 3A V/R 10/25/43</name>
        <lei>N/A</lei>
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          <isin value="US885220ED17"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>TMST 2004-4 3A V/R 12/25/44</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST 2004-4 SER 2004-4 CL 3A V/R REGD 5.27047000</title>
        <cusip>885220GF4</cusip>
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          <isin value="US885220GF47"/>
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        <balance>54842.49000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>TIME WARNER CA 8.375% 07/15/33</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TIME WARNER CAB 6.55% 05/01/37</name>
        <lei>N/A</lei>
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          <isin value="US88732JAJ79"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TIME WARNER CABL 7.3% 07/01/38</name>
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          <isin value="US88732JAN81"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>TIME WARNER CAB 6.75% 06/15/39</name>
        <lei>N/A</lei>
        <title>TIME WARNER CABLE LLC REGD 6.75000000</title>
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          <isin value="US88732JAU25"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TIME WARNER CA 5.875% 11/15/40</name>
        <lei>N/A</lei>
        <title>TIME WARNER CABLE LLC REGD 5.87500000</title>
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          <isin value="US88732JAY47"/>
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        <curCd>USD</curCd>
        <valUSD>2512764.16000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TIME WARNER CABL 5.5% 09/01/41</name>
        <lei>N/A</lei>
        <title>TIME WARNER CABLE LLC REGD 5.50000000</title>
        <cusip>88732JBB3</cusip>
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          <isin value="US88732JBB35"/>
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        <curCd>USD</curCd>
        <valUSD>11465513.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TOLEDO EDISON C 6.15% 05/15/37</name>
        <lei>N/A</lei>
        <title>TOLEDO EDISON COMPANY REGD 6.15000000</title>
        <cusip>889175BD6</cusip>
        <identifiers>
          <isin value="US889175BD66"/>
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        <curCd>USD</curCd>
        <valUSD>729404.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.15000000</annualizedRt>
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      <invstOrSec>
        <name>TOLEDO EDISON C 2.65% 05/01/28</name>
        <lei>N/A</lei>
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        <cusip>889175BF1</cusip>
        <identifiers>
          <isin value="US889175BF15"/>
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        <curCd>USD</curCd>
        <valUSD>1155758.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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      <invstOrSec>
        <name>TOLL BROS FINAN 4.35% 02/15/28</name>
        <lei>N/A</lei>
        <title>TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000</title>
        <cusip>88947EAT7</cusip>
        <identifiers>
          <isin value="US88947EAT73"/>
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        <curCd>USD</curCd>
        <valUSD>16264018.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TRK 2025-RRTL1 A V/R 03/25/27</name>
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        <cusip>89053JAB3</cusip>
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          <isin value="US89053JAB35"/>
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        <curCd>USD</curCd>
        <valUSD>8707760.40000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GLOBE LIFE INC 4.55% 09/15/28</name>
        <lei>5493001JFHKQOPP6XA71</lei>
        <title>GLOBE LIFE INC REGD 4.55000000</title>
        <cusip>891027AS3</cusip>
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          <isin value="US891027AS33"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2993312.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.55000000</annualizedRt>
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      <invstOrSec>
        <name>TORONTO-DOMINION 3.2% 03/10/32</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK REGD MTN 3.20000000</title>
        <cusip>89114TZV7</cusip>
        <identifiers>
          <isin value="US89114TZV78"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4599043.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TORONTO-DOMINI 5.298% 01/30/32</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK REGD 5.29800000</title>
        <cusip>89115A3G5</cusip>
        <identifiers>
          <isin value="US89115A3G59"/>
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        <balance>2815000.00000000</balance>
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        <valUSD>2875946.58000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.29800000</annualizedRt>
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      <invstOrSec>
        <name>TORONTO-DOMINI 4.866% 04/22/33</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK REGD 4.86600000</title>
        <cusip>89115KAR1</cusip>
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          <isin value="US89115KAR14"/>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5459395.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.86600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TOTALENERGIES  3.461% 07/12/49</name>
        <lei>N/A</lei>
        <title>TOTALENERGIES CAP INTL REGD 3.46100000</title>
        <cusip>89153VAU3</cusip>
        <identifiers>
          <isin value="US89153VAU35"/>
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        <balance>1905000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1356521.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TOTALENERGIES  3.127% 05/29/50</name>
        <lei>N/A</lei>
        <title>TOTALENERGIES CAP INTL REGD 3.12700000</title>
        <cusip>89153VAV1</cusip>
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          <isin value="US89153VAV18"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>US TIPS 2.5% 01/15/29</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US912810PZ57"/>
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        <curCd>USD</curCd>
        <valUSD>648613.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 4.25% 05/15/39</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 4.25000000</title>
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        <identifiers>
          <isin value="US912810QB70"/>
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        <curCd>USD</curCd>
        <valUSD>8694140.58000000</valUSD>
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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>4.25000000</annualizedRt>
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        <name>US TREAS BDS 4.375% 11/15/39</name>
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        <identifiers>
          <isin value="US912810QD37"/>
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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 3.875% 08/15/40</name>
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        <identifiers>
          <isin value="US912810QK79"/>
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        <curCd>USD</curCd>
        <valUSD>23560268.62000000</valUSD>
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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>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 4.375% 05/15/41</name>
        <lei>N/A</lei>
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        <cusip>912810QQ4</cusip>
        <identifiers>
          <isin value="US912810QQ40"/>
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        <curCd>USD</curCd>
        <valUSD>1437304.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 2.75% 08/15/42</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.75000000</title>
        <cusip>912810QX9</cusip>
        <identifiers>
          <isin value="US912810QX90"/>
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        <curCd>USD</curCd>
        <valUSD>14971031.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 2.75% 11/15/42</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.75000000</title>
        <cusip>912810QY7</cusip>
        <identifiers>
          <isin value="US912810QY73"/>
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        <curCd>USD</curCd>
        <valUSD>10106961.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <name>US TREAS BDS 3.125% 02/15/43</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.12500000</title>
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        <identifiers>
          <isin value="US912810QZ49"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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        <name>US TREAS BDS 2.875% 05/15/43</name>
        <lei>N/A</lei>
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        <cusip>912810RB6</cusip>
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          <isin value="US912810RB61"/>
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        <curCd>USD</curCd>
        <valUSD>82552300.00000000</valUSD>
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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>2.87500000</annualizedRt>
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        <name>US TREAS BDS 3.625% 08/15/43</name>
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          <isin value="US912810RC45"/>
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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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        <name>US TREAS BDS 3.75% 11/15/43</name>
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          <isin value="US912810RD28"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3.625% 02/15/44</name>
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          <isin value="US912810RE01"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3.375% 05/15/44</name>
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          <isin value="US912810RG58"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3% 11/15/44</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2.5% 02/15/45</name>
        <lei>N/A</lei>
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          <isin value="US912810RK60"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3% 11/15/45</name>
        <lei>N/A</lei>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2.25% 08/15/46</name>
        <lei>N/A</lei>
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          <isin value="US912810RT79"/>
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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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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 3% 02/15/47</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
        <cusip>912810RV2</cusip>
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          <isin value="US912810RV26"/>
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        <curCd>USD</curCd>
        <valUSD>580429.68000000</valUSD>
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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>
      <invstOrSec>
        <name>US TREAS BDS 3% 02/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
        <cusip>912810SA7</cusip>
        <identifiers>
          <isin value="US912810SA79"/>
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        <curCd>USD</curCd>
        <valUSD>4185359.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREAS BDS 3% 08/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.00000000</title>
        <cusip>912810SD1</cusip>
        <identifiers>
          <isin value="US912810SD19"/>
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        <curCd>USD</curCd>
        <valUSD>27021119.82000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 3.375% 11/15/48</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 3.37500000</title>
        <cusip>912810SE9</cusip>
        <identifiers>
          <isin value="US912810SE91"/>
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        <curCd>USD</curCd>
        <valUSD>11668090.43000000</valUSD>
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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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      <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>
        <identifiers>
          <isin value="US912810SF66"/>
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        <curCd>USD</curCd>
        <valUSD>15649326.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 2.875% 05/15/49</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.87500000</title>
        <cusip>912810SH2</cusip>
        <identifiers>
          <isin value="US912810SH23"/>
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        <balance>81880000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58150791.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 2.25% 08/15/49</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.25000000</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <isin value="US912810SJ88"/>
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        <balance>37090000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23069690.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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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>
        <valUSD>17123434.50000000</valUSD>
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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>2.37500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS BDS 2% 02/15/50</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 2.00000000</title>
        <cusip>912810SL3</cusip>
        <identifiers>
          <isin value="US912810SL35"/>
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        <curCd>USD</curCd>
        <valUSD>43941053.33000000</valUSD>
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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>2.00000000</annualizedRt>
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        <name>US TREAS BDS 1.375% 08/15/50</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 1.37500000</title>
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          <isin value="US912810SP49"/>
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        <curCd>USD</curCd>
        <valUSD>36214623.41000000</valUSD>
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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>1.37500000</annualizedRt>
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        <name>US TREAS BDS 1.125% 08/15/40</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US912810SQ22"/>
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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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        <name>US TREAS BDS 1.125% 05/15/40</name>
        <lei>N/A</lei>
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          <isin value="US912810SR05"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 1.625% 11/15/50</name>
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          <isin value="US912810SS87"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 1.375% 11/15/40</name>
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          <isin value="US912810ST60"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 1.875% 02/15/51</name>
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          <isin value="US912810SU34"/>
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        <fairValLevel>2</fairValLevel>
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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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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 2.25% 05/15/41</name>
        <lei>N/A</lei>
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          <isin value="US912810SY55"/>
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        <assetCat>DBT</assetCat>
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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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        <fairValLevel>2</fairValLevel>
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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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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3% 08/15/52</name>
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          <isin value="US912810TJ79"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>US TREAS BDS 3.375% 08/15/42</name>
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          <isin value="US912810TK43"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4% 11/15/52</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3.625% 02/15/53</name>
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          <isin value="US912810TN81"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 3.875% 02/15/43</name>
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          <isin value="US912810TQ13"/>
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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>US TREAS BDS 4.125% 08/15/53</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4.375% 08/15/43</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4.75% 11/15/53</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4.125% 08/15/44</name>
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          <isin value="US912810UD80"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4.5% 11/15/54</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS BDS 4.625% 11/15/55</name>
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        <name>US TREAS BDS 4.625% 11/15/45</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 4.75% 02/15/56</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 4.75000000</title>
        <cusip>912810UR7</cusip>
        <identifiers>
          <isin value="US912810UR76"/>
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        <balance>73200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71106937.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 4.625% 02/15/46</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 4.62500000</title>
        <cusip>912810UT3</cusip>
        <identifiers>
          <isin value="US912810UT33"/>
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        <balance>57150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54855070.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 5% 05/15/56</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 5.00000000</title>
        <cusip>912810UU0</cusip>
        <identifiers>
          <isin value="US912810UU06"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202125.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS BDS 5% 05/15/46</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY BOND 5.00000000</title>
        <cusip>912810UV8</cusip>
        <identifiers>
          <isin value="US912810UV88"/>
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        <balance>43343000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43668072.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 2.25% 02/15/27</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 2.25000000</title>
        <cusip>912828V98</cusip>
        <identifiers>
          <isin value="US912828V988"/>
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        <balance>1530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1513501.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 1.5% 01/31/27</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.50000000</title>
        <cusip>912828Z78</cusip>
        <identifiers>
          <isin value="US912828Z781"/>
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        <balance>822000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>810183.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 1.5% 02/15/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.50000000</title>
        <cusip>912828Z94</cusip>
        <identifiers>
          <isin value="US912828Z948"/>
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        <balance>1855000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1689933.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 0.625% 08/15/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 0.62500000</title>
        <cusip>91282CAE1</cusip>
        <identifiers>
          <isin value="US91282CAE12"/>
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        <balance>2700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2338242.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 0.875% 11/15/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 0.87500000</title>
        <cusip>91282CAV3</cusip>
        <identifiers>
          <isin value="US91282CAV37"/>
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        <curCd>USD</curCd>
        <valUSD>17571252.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 0.75% 01/31/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 0.75000000</title>
        <cusip>91282CBJ9</cusip>
        <identifiers>
          <isin value="US91282CBJ99"/>
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        <balance>73860000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70019856.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 1.625% 05/15/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.62500000</title>
        <cusip>91282CCB5</cusip>
        <identifiers>
          <isin value="US91282CCB54"/>
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        <balance>4225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3748202.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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        <name>US TREAS NTS 1.25% 06/30/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.25000000</title>
        <cusip>91282CCH2</cusip>
        <identifiers>
          <isin value="US91282CCH25"/>
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        <curCd>USD</curCd>
        <valUSD>28776598.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 1% 07/31/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.00000000</title>
        <cusip>91282CCR0</cusip>
        <identifiers>
          <isin value="US91282CCR07"/>
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        <curCd>USD</curCd>
        <valUSD>6201562.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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        <name>US TREAS NTS 1.25% 08/15/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.25000000</title>
        <cusip>91282CCS8</cusip>
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          <isin value="US91282CCS89"/>
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        <balance>15190000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13128076.13000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 1.375% 11/15/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.37500000</title>
        <cusip>91282CDJ7</cusip>
        <identifiers>
          <isin value="US91282CDJ71"/>
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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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          <maturityDt>2031-11-15</maturityDt>
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        <name>US TREAS NTS 1.75% 01/31/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.75000000</title>
        <cusip>91282CDW8</cusip>
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          <isin value="US91282CDW82"/>
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        <curCd>USD</curCd>
        <valUSD>55032741.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 1.875% 02/15/32</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.87500000</title>
        <cusip>91282CDY4</cusip>
        <identifiers>
          <isin value="US91282CDY49"/>
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        <balance>45750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40358291.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 1.875% 02/28/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 1.87500000</title>
        <cusip>91282CEB3</cusip>
        <identifiers>
          <isin value="US91282CEB37"/>
        </identifiers>
        <balance>33900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31957371.01000000</valUSD>
        <pctVal>0.112692536475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</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>US TREAS NTS 2.375% 03/31/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 2.37500000</title>
        <cusip>91282CEE7</cusip>
        <identifiers>
          <isin value="US91282CEE75"/>
        </identifiers>
        <balance>95235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90845261.72000000</valUSD>
        <pctVal>0.320351225599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</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>US TREAS NTS 2.875% 04/30/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 2.87500000</title>
        <cusip>91282CEM9</cusip>
        <identifiers>
          <isin value="US91282CEM91"/>
        </identifiers>
        <balance>36460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35213808.50000000</valUSD>
        <pctVal>0.124175840296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</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>US TREAS NTS 2.875% 05/15/32</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 2.87500000</title>
        <cusip>91282CEP2</cusip>
        <identifiers>
          <isin value="US91282CEP23"/>
        </identifiers>
        <balance>71620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66491896.27000000</valUSD>
        <pctVal>0.234472993519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</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>US TREAS NTS 2.75% 05/31/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 2.75000000</title>
        <cusip>91282CES6</cusip>
        <identifiers>
          <isin value="US91282CES61"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365408.59000000</valUSD>
        <pctVal>0.001288554707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>US TREAS NTS 3.25% 06/30/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.25000000</title>
        <cusip>91282CEV9</cusip>
        <identifiers>
          <isin value="US91282CEV90"/>
        </identifiers>
        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38973437.60000000</valUSD>
        <pctVal>0.137433568516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>US TREAS NTS 3.125% 08/31/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.12500000</title>
        <cusip>91282CFJ5</cusip>
        <identifiers>
          <isin value="US91282CFJ53"/>
        </identifiers>
        <balance>19000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18413671.78000000</valUSD>
        <pctVal>0.064932856274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.875% 12/31/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CGB1</cusip>
        <identifiers>
          <isin value="US91282CGB19"/>
        </identifiers>
        <balance>23730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23496407.81000000</valUSD>
        <pctVal>0.082856308591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.5% 02/15/33</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.50000000</title>
        <cusip>91282CGM7</cusip>
        <identifiers>
          <isin value="US91282CGM73"/>
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        <balance>156158000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148990591.41000000</valUSD>
        <pctVal>0.525391392543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.625% 03/31/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.62500000</title>
        <cusip>91282CGS4</cusip>
        <identifiers>
          <isin value="US91282CGS44"/>
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        <balance>7400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7256625.00000000</valUSD>
        <pctVal>0.025589322639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.625% 03/31/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.62500000</title>
        <cusip>91282CGT2</cusip>
        <identifiers>
          <isin value="US91282CGT27"/>
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        <balance>40000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39634375.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.375% 05/15/33</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.37500000</title>
        <cusip>91282CHC8</cusip>
        <identifiers>
          <isin value="US91282CHC82"/>
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        <balance>248759000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234950932.69000000</valUSD>
        <pctVal>0.828516730735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 07/31/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CHQ7</cusip>
        <identifiers>
          <isin value="US91282CHQ78"/>
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        <balance>11130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11122174.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREAS NTS 4.125% 08/31/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CHW4</cusip>
        <identifiers>
          <isin value="US91282CHW47"/>
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        <balance>94908000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94644778.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREAS NTS 4.875% 10/31/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.87500000</title>
        <cusip>91282CJG7</cusip>
        <identifiers>
          <isin value="US91282CJG78"/>
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        <balance>3090000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3171233.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.5% 11/15/33</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.50000000</title>
        <cusip>91282CJJ1</cusip>
        <identifiers>
          <isin value="US91282CJJ18"/>
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        <balance>151464000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152984556.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.375% 11/30/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.37500000</title>
        <cusip>91282CJM4</cusip>
        <identifiers>
          <isin value="US91282CJM47"/>
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        <balance>23900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24061511.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREAS NTS 4% 01/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.00000000</title>
        <cusip>91282CJX0</cusip>
        <identifiers>
          <isin value="US91282CJX02"/>
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        <curCd>USD</curCd>
        <valUSD>13209447.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4% 02/15/34</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.00000000</title>
        <cusip>91282CJZ5</cusip>
        <identifiers>
          <isin value="US91282CJZ59"/>
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        <balance>112549000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109955096.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 03/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CKF7</cusip>
        <identifiers>
          <isin value="US91282CKF76"/>
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        <curCd>USD</curCd>
        <valUSD>28965968.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.625% 04/30/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.62500000</title>
        <cusip>91282CKP5</cusip>
        <identifiers>
          <isin value="US91282CKP58"/>
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        <balance>170816000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>172857784.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>WI TREASURY SE 4.375% 05/15/34</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.37500000</title>
        <cusip>91282CKQ3</cusip>
        <identifiers>
          <isin value="US91282CKQ32"/>
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        <curCd>USD</curCd>
        <valUSD>11044450.31000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 4.625% 06/15/27</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.62500000</title>
        <cusip>91282CKV2</cusip>
        <identifiers>
          <isin value="US91282CKV27"/>
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        <curCd>USD</curCd>
        <valUSD>36399332.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 3.875% 08/15/34</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CLF6</cusip>
        <identifiers>
          <isin value="US91282CLF67"/>
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        <balance>72672000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70193771.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 4.125% 10/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CLU3</cusip>
        <identifiers>
          <isin value="US91282CLU35"/>
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        <curCd>USD</curCd>
        <valUSD>40319977.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 4.25% 11/15/34</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.25000000</title>
        <cusip>91282CLW9</cusip>
        <identifiers>
          <isin value="US91282CLW90"/>
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        <curCd>USD</curCd>
        <valUSD>132557725.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 4.5% 12/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.50000000</title>
        <cusip>91282CMC2</cusip>
        <identifiers>
          <isin value="US91282CMC28"/>
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        <curCd>USD</curCd>
        <valUSD>987416.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>US TREAS NTS 4.25% 01/31/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.25000000</title>
        <cusip>91282CMG3</cusip>
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          <isin value="US91282CMG32"/>
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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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          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <name>US TREAS NTS 4.375% 01/31/32</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.37500000</title>
        <cusip>91282CMK4</cusip>
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          <isin value="US91282CMK44"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 4.125% 02/28/27</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CMP3</cusip>
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          <isin value="US91282CMP31"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-28</maturityDt>
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        <name>US TREAS NTS 4.125% 02/29/32</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CMR9</cusip>
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          <isin value="US91282CMR96"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREAS NTS 4% 03/31/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.00000000</title>
        <cusip>91282CMU2</cusip>
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          <isin value="US91282CMU26"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>US TREAS NTS 3.75% 04/15/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.75000000</title>
        <cusip>91282CMW8</cusip>
        <identifiers>
          <isin value="US91282CMW81"/>
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        <curCd>USD</curCd>
        <valUSD>40509937.30000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREAS NTS 3.875% 04/30/30</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CMZ1</cusip>
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          <isin value="US91282CMZ13"/>
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        <balance>6817000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6743237.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>US TREAS NTS 4.25% 05/15/35</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.25000000</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 05/31/32</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREAS NTS 4% 05/31/30</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREAS NTS 4% 06/30/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.875% 06/30/30</name>
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        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
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          <isin value="US91282CNK35"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-30</maturityDt>
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      <invstOrSec>
        <name>US TREAS NTS 3.875% 07/15/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
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          <isin value="US91282CNM90"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
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          <annualizedRt>3.87500000</annualizedRt>
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        <name>US TREAS NTS 3.875% 07/31/30</name>
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        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CNN7</cusip>
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          <isin value="US91282CNN73"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-31</maturityDt>
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        <name>US TREAS NTS 3.625% 08/15/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.62500000</title>
        <cusip>91282CNU1</cusip>
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          <isin value="US91282CNU17"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-15</maturityDt>
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        <name>US TREAS NTS 3.875% 08/31/32</name>
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        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
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          <isin value="US91282CNW72"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.625% 08/31/30</name>
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          <isin value="US91282CNX55"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.625% 09/30/30</name>
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          <isin value="US91282CPA35"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.5% 10/15/28</name>
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          <isin value="US91282CPC90"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.625% 10/31/30</name>
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          <isin value="US91282CPD73"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.5% 11/30/30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.875% 12/31/32</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.625% 12/31/30</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 3.75% 01/31/31</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREAS NTS 4% 01/31/33</name>
        <lei>N/A</lei>
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        <pctVal>0.319630440557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 02/15/36</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CPZ8</cusip>
        <identifiers>
          <isin value="US91282CPZ85"/>
        </identifiers>
        <balance>1925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1878078.13000000</valUSD>
        <pctVal>0.006622740903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>US TREAS NTS 3.5% 02/15/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.50000000</title>
        <cusip>91282CQA2</cusip>
        <identifiers>
          <isin value="US91282CQA26"/>
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        <balance>30272000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29770620.00000000</valUSD>
        <pctVal>0.104981310233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.5% 02/28/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.50000000</title>
        <cusip>91282CQD6</cusip>
        <identifiers>
          <isin value="US91282CQD64"/>
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        <balance>42850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41592954.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.5% 03/15/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.50000000</title>
        <cusip>91282CQE4</cusip>
        <identifiers>
          <isin value="US91282CQE48"/>
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        <balance>200325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196952340.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.25% 03/31/33</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.25000000</title>
        <cusip>91282CQF1</cusip>
        <identifiers>
          <isin value="US91282CQF13"/>
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        <balance>117865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117496671.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.875% 03/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CQG9</cusip>
        <identifiers>
          <isin value="US91282CQG95"/>
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        <balance>44476000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43843606.87000000</valUSD>
        <pctVal>0.154607438292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.875% 04/30/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.87500000</title>
        <cusip>91282CQK0</cusip>
        <identifiers>
          <isin value="US91282CQK08"/>
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        <balance>49293000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48584413.13000000</valUSD>
        <pctVal>0.171325130189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 3.75% 04/30/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 3.75000000</title>
        <cusip>91282CQL8</cusip>
        <identifiers>
          <isin value="US91282CQL80"/>
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        <balance>24119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23944702.60000000</valUSD>
        <pctVal>0.084437148171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.375% 05/15/36</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.37500000</title>
        <cusip>91282CQQ7</cusip>
        <identifiers>
          <isin value="US91282CQQ77"/>
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        <balance>71412000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71032623.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 05/31/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CQU8</cusip>
        <identifiers>
          <isin value="US91282CQU89"/>
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        <balance>57118000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56908269.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREAS NTS 4.125% 06/15/29</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CQV6</cusip>
        <identifiers>
          <isin value="US91282CQV62"/>
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        <balance>112658000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112552383.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 4.25% 06/30/33</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.25000000</title>
        <cusip>91282CQW4</cusip>
        <identifiers>
          <isin value="US91282CQW46"/>
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        <balance>27905000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27795996.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 4.125% 06/30/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CQX2</cusip>
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          <isin value="US91282CQX29"/>
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        <curCd>USD</curCd>
        <valUSD>74614757.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREAS NTS 4.125% 06/30/28</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE 4.12500000</title>
        <cusip>91282CQY0</cusip>
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          <isin value="US91282CQY02"/>
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        <curCd>USD</curCd>
        <valUSD>137599090.31000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURYS ZCP 08/15/31</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000</title>
        <cusip>9128334S6</cusip>
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          <isin value="US9128334S60"/>
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        <balance>46270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37202702.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US TREASURYS ZCP 02/15/32</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000</title>
        <cusip>9128334T4</cusip>
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          <isin value="US9128334T44"/>
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        <valUSD>36352456.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>US TREASURYS ZCP 08/15/34</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000</title>
        <cusip>9128334Y3</cusip>
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          <isin value="US9128334Y39"/>
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        <balance>10121000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7069056.17000000</valUSD>
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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 2026-4 A1 V/R 04/25/30</name>
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        <name>VERTIV HOLDINGS  5.8% 03/15/56</name>
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        <name>VERTIV HOLDINGS 5.95% 03/15/66</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VERUS 2026-1 A1 V/R 01/25/71</name>
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        <title>VIATRIS INC REGD SER WI 4.00000000</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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8444944.65000000</valUSD>
        <pctVal>0.029779741040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.43000000</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>JONAH 2022-1 A2 7.80% 11/10/37</name>
        <lei>N/A</lei>
        <title>JONAH 2022-1 A2  REGD 144A 7.80000000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="99T1VPUXJ"/>
        </identifiers>
        <balance>4833474.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4833474.20000000</valUSD>
        <pctVal>0.017044470504</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YGRENE ENERGY 12.5% 01/25/2026</name>
        <lei>N/A</lei>
        <title>YGRENE ENERGY FUND INC  REGD 12.50000000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="99TGZEZOI"/>
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        <balance>502129.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406725.02000000</valUSD>
        <pctVal>0.001434250462</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>P4 SFR 2019-STL A 7.5 10/11/26</name>
        <lei>N/A</lei>
        <title>P4 SFR 2019-STL A 7.5 10/11/26 7.25000000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="99TOSW3OJ"/>
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        <balance>4391234.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4353909.18000000</valUSD>
        <pctVal>0.015353361480</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>HPA 2022-SFR1 MEZ V/R 07/10/26</name>
        <lei>N/A</lei>
        <title>HPA 2022-SFR1 MEZZ PC FRN 15   VARIABLE REGD 3.95000000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CLIENT ID" value="99TZIADHP"/>
        </identifiers>
        <balance>1790823.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1775243.32000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-10</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS R03.80PSOFR 12/16/49 JPMCL FIXED</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="B8ADC3CY6JPM"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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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="USD" fixedOrFloating="Fixed" fixedRt="3.80500000"/>
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            </floatingPmntDesc>
            <terminationDt>2049-12-16</terminationDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RSOFRP03.71 12/16/54 JPMCL FLOAT</title>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="B8ADC3D17JPM"/>
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        <curCd>USD</curCd>
        <valUSD>1203237.35000000</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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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <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="10234" resetDt="Day" resetDtUnit="1"/>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="B8AFNB2L0JPM"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2056-06-01</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="CLIENT ID" value="B8AFNB2P1JPM"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <cusip value="N/A"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="CLIENT ID" value="B8AFPPV68JPM"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IFS 3.057500 11-JUN-2027      /FLOAT/</title>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <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>
