FNMA, Series 2011-63, Class FG

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ABS-O CORP US N 2 2065-06-25 Floating 1.39812800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 Adjustable Rate FNMA 31410GDW0 43081.47000000 PA USD 45103.56000000 0.061959361749 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.56100100 N N N N N N NCUA Guaranteed Notes Trust N/A NCUA Guaranteed Notes Trust, Series 2010-R1, Class 1A 62888VAA6 54205.37640000 PA USD 54217.15000000 0.074478821846 Long ABS-MBS USGSE US N 2 2020-10-07 Floating 0.60475000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series 4320, Class FD 3137B8QJ9 259930.83750000 PA USD 262169.65000000 0.360145943782 Long ABS-MBS USGSE US N 2 2039-07-15 Floating 0.55238000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Multifamily Structured Pass-Through Certificates, Series KF32, Class A 3137F23E4 387192.17000000 PA USD 388304.57000000 0.533419165176 Long ABS-MBS USGSE US N 2 2024-05-25 Floating 0.52674800 N N N N N N Scholar Funding Trust N/A Scholar Funding Trust, Series 2010-A, Class A 80705RAA8 192439.21150000 PA USD 187153.41000000 0.257095134683 Long ABS-O CORP US N 2 2041-10-28 Floating 0.99675000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RD2 220000.00000000 PA USD 326803.13000000 0.448933817033 Long DBT UST US N 1 2043-11-15 Fixed 3.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series 3208, Class FG 31397A6Y4 477271.65000000 PA USD 480891.80000000 0.660607477518 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0.55238000 N N N N N N California Street CLO XII Ltd. 549300V3WPNYI44G1B47 California Street CLO XII Ltd., Series 2013-12A, Class AR 13080BAA9 105869.08000000 PA USD 105551.37000000 0.144997324313 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 1.30500000 N N N N N N FFCB N/A FFCB 3133ELJ62 1500000.00000000 PA USD 1501002.69000000 2.061947408520 Long DBT USGA US N 2 2022-03-15 Floating 0.24000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-48, Class AF 38374LHM6 386721.23000000 PA USD 387020.67000000 0.531655454628 Long ABS-MBS USGA US N 2 2035-06-20 Floating 0.35624900 N N N N N N CBAM Ltd. 25490038OT2B8HTRW786 CBAM Ltd., Series 2018-5A, Class A 12481QAC9 1100000.00000000 PA USD 1084908.00000000 1.490352584966 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.29287900 N N N N N N Parallel Ltd. 549300IVH7GEF68EFD31 Parallel Ltd., Series 2015-1A, Class AR 69915VAN0 190998.96000000 PA USD 189212.36000000 0.259923541750 Long ABS-CBDO CORP KY N 2 2027-07-20 Floating 1.12174900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series 2007-33, Class HF 31396VGA0 70424.99400000 PA USD 70813.98000000 0.097278108507 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 0.49812800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2017-M13, Class FA 3136AYP31 0.02780000 PA USD 0.03000000 0.000000041211 Long ABS-MBS USGSE US N 2 2024-10-25 Floating 0.57967600 N N N N N N 2020-10-30 Goldman Sachs Variable Insurance Trust Peter Fortner Peter Fortner Assistant Treasurer XXXX