It goes in the sizer die. Traditional dies have the neck honed out to a certain diameter and thats it. Your hornady match die has the neck sizing area of the die body removed entirely so that you can select a bushing with the diameter of your choosing to go in its place. Traditional full length dies can size the neck down way more than necessary as a means to ensure that it works for every possible combination there is, the bushing allows you to customize that aspect and eliminate that overworking of your brass.
The bushing is shown installed in the die here, shaded yellow with the arrow pointing to it.
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