# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-25-005769
**Filing Date:** 2025-10
**Character Count:** 74586
**Document Hash:** ff37362b7a806d148d4b895305c68a48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005769.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0000940400-25-005769

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WisdomTree Trust
- **CENTRAL INDEX KEY:** 0001350487

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 251434977

**BUSINESS ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119
- **BUSINESS PHONE:** 212.801.2080

**MAIL ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119

## Series and Classes Contracts Data

### WisdomTree Mortgage Plus Bond Fund (Series ID: S000065063)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000210706 | WisdomTree Mortgage Plus Bond Fund | MTGP            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** WisdomTree Trust

- **b. Investment Company Act file number:** 811-21864

- **c. CIK number of Registrant:** 0001350487

- **d. LEI of Registrant:** 549300SEVJBU47TE8855

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 250 WEST 34TH STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

  - **Telephone number:** 866-909-9473

**Item A.2. Information about the Series.**

- **a. Name of Series:** WisdomTree Mortgage Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000065063

- **c. LEI of Series:** 549300G1I6Q5G66HEK33

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $74558779.41

**Total Liabilities:** $8214094.68

**Net Assets:** $66344684.73

**Stand-by Commitments:** $8185765.64

**Cash Not Reported:** $96539.43

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 14.53718000 | **1-Year:** 1963.55934000 | **5-Year:** 23923.02004000 | **10-Year:** 8579.14607000 | **30-Year:** 546.34693000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 12.91192000 | **1-Year:** 189.13281000 | **5-Year:** 702.31867000 | **10-Year:** 104.33661000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210706 | 1.60%                | -0.40%               | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-122349.98              | $829868.57                                 |
| Month 2  | $8777.16                 | $-388179.64                                |
| Month 3  | $43280.37                | $690917.61                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Securitized: MBS/ABS/CMBS and Covered TR Index Value Unhedged USD

- **Index Identifier:** (LD19TRUU) (LD19TRUU) Barclays US Securitized MBS/ABS/CMBS TR (A)

### Schedule of Portfolio Investments

| Name                                        | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $-2668.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2021-PJ8                  | CUSIP: 36262WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392705 | PA      | $352309.37    | 0.53%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31398NAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466588 | PA      | $477270.45    | 0.72%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2025-CCM1                            | CUSIP: 46593MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412328 | PA      | $407564.90    | 0.61%             | 2055-06-25      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136835 | PA      | $946875.39    | 1.43%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31392M6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19035 | PA      | $19370.63     | 0.03%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3133B3WM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803430 | PA      | $648934.82    | 0.98%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1820283 | PA      | $1452146.70   | 2.19%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                          | Seasoned Loans Structured Transaction Series 2018-1           | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216755 | PA      | $212162.98    | 0.32%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2024-NQM1 Trust                                           | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    235595 | PA      | $237440.99    | 0.36%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38384JE34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    546964 | PA      | $558448.25    | 0.84%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                          | Seasoned Loans Structured Transaction Trust Series 2019-3     | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $394944.34    | 0.60%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137B64N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34489 | PA      | $33628.27     | 0.05%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 3617AW2W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294546 | PA      | $271600.28    | 0.41%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679031 | PA      | $579546.42    | 0.87%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783997 | PA      | $794619.93    | 1.20%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31392XWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67856 | PA      | $70355.53     | 0.11%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396VPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115962 | PA      | $118572.98    | 0.18%             | 2037-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus              | CFCRE Commercial Mortgage Trust 2017-C8                       | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $289020.18    | 0.44%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2024-NQM10 Trust                                          | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    295366 | PA      | $299223.82    | 0.45%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38378DNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145000 | PA      | $122011.25    | 0.18%             | 2042-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396VHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299258 | PA      | $287254.15    | 0.43%             | 2037-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129719 | PA      | $116910.49    | 0.18%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396YTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4539 | PA      | $4546.66      | 0.01%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AA6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231000 | PA      | $194179.36    | 0.29%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38384FEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    910704 | PA      | $1028525.58   | 1.55%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31397S7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.03         | 0.00%             | 2041-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Home Lending Mortgage Trust Series 2024-1               | CUSIP: 16160DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295296 | PA      | $300681.87    | 0.45%             | 2055-01-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075601 | PA      | $973896.91    | 1.47%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXIX Ltd                                      | CUSIP: 83614VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300300.00    | 0.45%             | 2034-04-25      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137ADLC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                             | VMC Finance 2021-FL4 LLC                                      | CUSIP: 91835RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    715125 | PA      | $708228.52    | 1.07%             | 2036-06-16      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                   | DREYFUS TRSY OBLIG CASH M                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6130418 | NS      | $6130417.76   | 9.24%             |  |  |  | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust               | KSL Commercial Mortgage Trust 2024-HT2                        | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399307.20    | 0.60%             | 2039-12-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735581 | PA      | $614604.23    | 0.93%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883851 | PA      | $853456.81    | 1.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                     | CUSIP: 01F0426A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1980000 | PA      | $1902788.69   | 2.87%             | 2055-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48435 | PA      | $49209.33     | 0.07%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31398R2K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157126 | PA      | $160742.06    | 0.24%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259873 | PA      | $257290.98    | 0.39%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630822 | PA      | $644915.39    | 0.97%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136A0A64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203732 | PA      | $207920.35    | 0.31%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA2                       | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $402897.96    | 0.61%             | 2044-08-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 3622AC6U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436016 | PA      | $441999.35    | 0.67%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31395AUQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84671 | PA      | $84509.52     | 0.13%             | 2034-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137AQU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $143061.35    | 0.22%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38373A2W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455955 | PA      | $492842.11    | 0.74%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31394DRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22584 | PA      | $22488.39     | 0.03%             | 2035-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31392TAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9773 | PA      | $10201.55     | 0.02%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31398VN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328440 | PA      | $330774.47    | 0.50%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889026 | PA      | $896945.30    | 1.35%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1114533 | PA      | $967772.08    | 1.46%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276079 | PA      | $248733.01    | 0.37%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393799 | PA      | $334445.62    | 0.50%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1306926 | PA      | $1183138.39   | 1.78%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147596 | PA      | $151852.68    | 0.23%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38375QJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37299 | PA      | $38015.91     | 0.06%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Trust 2015-3                                        | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76629 | PA      | $72323.39     | 0.11%             | 2045-05-25      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165366 | PA      | $157677.82    | 0.24%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137FNBV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.04         | 0.00%             | 2049-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2022-2                               | CUSIP: 46655DBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351549 | PA      | $285602.39    | 0.43%             | 2052-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AQT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38296 | PA      | $37398.75     | 0.06%             | 2030-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                    | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1020139.86   | 1.54%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12469 | PA      | $12999.67     | 0.02%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31395N6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231406 | PA      | $246417.67    | 0.37%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust                | Tesla Electric Vehicle Trust 2023-1                           | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252372.60    | 0.38%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                       | INTOWN 2025-STAY Mortgage Trust                               | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799772.08    | 1.21%             | 2042-03-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136ANX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128806 | PA      | $124338.47    | 0.19%             | 2044-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137AWPM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921176 | PA      | $845869.06    | 1.27%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137AT2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193466.20    | 0.29%             | 2032-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                         | CUSIP: 3132GMAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157825 | PA      | $152803.87    | 0.23%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2021-J2                                             | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274025 | PA      | $222771.18    | 0.34%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31398FX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94825 | PA      | $97748.46     | 0.15%             | 2039-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38379FJ42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472767 | PA      | $413605.38    | 0.62%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937655 | PA      | $872322.33    | 1.31%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31398RAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52021 | PA      | $51645.54     | 0.08%             | 2040-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3132DMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380157 | PA      | $311312.15    | 0.47%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396QUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214143 | PA      | $226894.52    | 0.34%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44599 | PA      | $43521.48     | 0.07%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208985 | PA      | $208945.29    | 0.31%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru              | Provident Funding Mortgage Trust 2020-1                       | CUSIP: 743874AW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345136 | PA      | $300241.07    | 0.45%             | 2050-02-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3504 | PA      | $3527.00      | 0.01%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367082 | PA      | $334196.05    | 0.50%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3132AA2H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205817 | PA      | $191054.14    | 0.29%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608004 | PA      | $514263.13    | 0.78%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31393FCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46061 | PA      | $47252.51     | 0.07%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2186121 | PA      | $1793017.60   | 2.70%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         5 | NC      | $1597.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38374BLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93507 | PA      | $93282.83     | 0.14%             | 2033-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137B1A69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318662 | PA      | $312364.28    | 0.47%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155001 | PA      | $147793.76    | 0.22%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                    | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1509780.23   | 2.28%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2020-GSA2                        | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457000 | PA      | $402700.27    | 0.61%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31394FQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109963 | PA      | $108452.14    | 0.16%             | 2035-08-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3138WAGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211952 | PA      | $204786.60    | 0.31%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1748003 | PA      | $1532802.91   | 2.31%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate               | Cantor Commercial Real Estate Lending 2019-CF3                | CUSIP: 12529TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $171495.80    | 0.26%             | 2053-01-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31396LJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23987 | PA      | $23801.64     | 0.04%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $1297.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137GABF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424014 | PA      | $423978.38    | 0.64%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116600 | PA      | $117270.73    | 0.18%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38374FV50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107462 | PA      | $107352.72    | 0.16%             | 2034-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115034 | PA      | $110893.20    | 0.17%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38379BPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $233669.90    | 0.35%             | 2044-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137B3GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89603 | PA      | $88790.42     | 0.13%             | 2041-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2679644 | PA      | $2653463.98   | 4.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31395AJY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16568 | PA      | $17272.68     | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019270 | PA      | $952777.53    | 1.44%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7207 | PA      | $6542.94      | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        23 | NC      | $5707.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137BW3Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39745 | PA      | $39657.04     | 0.06%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                      | Tesla Auto Lease Trust 2024-B                                 | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401762.24    | 0.61%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136ABYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84339 | PA      | $71904.86     | 0.11%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AACD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14755 | PA      | $13080.80     | 0.02%             | 2041-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi              | Freddie Mac Multiclass Certificates Series 2021-P011          | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389680 | PA      | $42283.37     | 0.06%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137BESQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52686 | PA      | $47306.04     | 0.07%             | 2044-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136A2V59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17115 | PA      | $16850.60     | 0.03%             | 2041-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-3                                 | CUSIP: 81749JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194301 | PA      | $196330.99    | 0.30%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                  | RCKT Mortgage Trust 2020-1                                    | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101341 | PA      | $87990.53     | 0.13%             | 2050-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.02         | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137F4VQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177622 | PA      | $173652.02    | 0.26%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38374LFE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154880 | PA      | $155298.76    | 0.23%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281161 | PA      | $1290597.30   | 1.95%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1 | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    499821 | PA      | $460091.57    | 0.69%             | 2055-09-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    433346 | PA      | $355422.48    | 0.54%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136ATXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33316 | PA      | $22133.47     | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3133TLK56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11740 | PA      | $11909.78     | 0.02%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38377VJZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24750 | PA      | $23950.85     | 0.04%             | 2039-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117320 | PA      | $101534.92    | 0.15%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441116 | PA      | $352548.03    | 0.53%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM XVIII LP                                                  | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300090.00    | 0.45%             | 2031-04-20      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3131XXUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216222 | PA      | $199861.31    | 0.30%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2024-3                                 | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266544 | PA      | $269221.58    | 0.41%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU              | WFRBS Commercial Mortgage Trust 2014-C21                      | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190266.40    | 0.29%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust                 | HIT Trust 2022-HI32                                           | CUSIP: 40442AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $321459.18    | 0.48%             | 2039-07-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 | CUSIP: 35563PTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317763 | PA      | $279608.83    | 0.42%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491215 | PA      | $502073.49    | 0.76%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AC6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60943 | PA      | $59072.50     | 0.09%             | 2042-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2018-CH1                               | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    100057 | PA      | $94201.38     | 0.14%             | 2048-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rate Mortgage Trust                         | Rate Mortgage Trust 2022-J1                                   | CUSIP: 75410RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614706 | PA      | $521202.35    | 0.79%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM 28 Ltd                                                    | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400240.00    | 0.60%             | 2030-10-20      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    566115 | PA      | $509482.97    | 0.77%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178867 | PA      | $175579.98    | 0.26%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2020-B16 Mortgage Trust                             | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $742957.92    | 1.12%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2018-C14 Commercial Mortgage Trust                      | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239161.70    | 0.36%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24255 | PA      | $23791.54     | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111247 | PA      | $102857.99    | 0.16%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31395HWC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115122 | PA      | $118176.25    | 0.18%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit              | Freddie Mac Whole Loan Securities Trust                       | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296429 | PA      | $263124.04    | 0.40%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38379AJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    709922 | PA      | $676243.19    | 1.02%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409536 | PA      | $344499.18    | 0.52%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140FXBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329990 | PA      | $309749.33    | 0.47%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1602518 | PA      | $1367620.32   | 2.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38377YWT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204777 | PA      | $184167.09    | 0.28%             | 2041-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104203 | PA      | $103785.45    | 0.16%             | 2056-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144855 | PA      | $1152375.26   | 1.74%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843646 | PA      | $702688.18    | 1.06%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI              | Washington State Housing Finance Commission                   | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | ABS-MBS          | MUN               | US        |   5890214 | PA      | $229423.85    | 0.35%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136AKCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15057 | PA      | $14863.54     | 0.02%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271272 | PA      | $267180.44    | 0.40%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3394972 | PA      | $3416477.77   | 5.15%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                              | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505586 | PA      | $425292.32    | 0.64%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38377JXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158428 | PA      | $158262.87    | 0.24%             | 2040-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2019-HY2                            | CUSIP: 89177HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251722.58    | 0.38%             | 2058-05-25      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170622 | PA      | $160601.21    | 0.24%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                             | CUSIP: 3136A0SE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8597 | PA      | $8550.34      | 0.01%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-3                               | CUSIP: 46592KBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208986 | PA      | $175853.08    | 0.27%             | 2051-07-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56079 | PA      | $54519.66     | 0.08%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                            | CUSIP: 31397CCB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       140 | PA      | $141.12       | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                     | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1865706.92   | 2.81%             | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-RC1                | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238385.70    | 0.36%             | 2060-01-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                    | Benchmark 2018-B1 Mortgage Trust                              | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393593.48    | 0.59%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38375J6B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9729 | PA      | $9728.13      | 0.01%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                               | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1797381 | PA      | $1782137.87   | 2.69%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                      | CUSIP: 38384DEV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    603609 | PA      | $626036.59    | 0.94%             | 2063-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer