# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001752724-23-015194
**Filing Date:** 2023-1
**Character Count:** 408922
**Document Hash:** 3f2552ff7c8d7827163fec89c3a60aa0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015194.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015194

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 23558242

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4225

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Adjustable Rate Government Fund (Series ID: S000029096)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000089445 | Class A             | ESAAX           |
| C000089447 | Class C             | ESACX           |
| C000089448 | Institutional Class | EKIZX           |
| C000092798 | Administrator Class | ESADX           |

## Nport-Ex

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities: 86.43%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +1.25%) ± | 1.91% | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2030 | &nbsp;&nbsp;$1561 | &nbsp;&nbsp;$1507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +1.25%) ± | 1.91 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2030 | &nbsp;&nbsp; 363 | &nbsp;&nbsp;&nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +1.25%) ± | 1.91 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2030 | &nbsp;&nbsp; 80286 | &nbsp;&nbsp;&nbsp;&nbsp; 77378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +1.28%) ± | 2.14 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2035 | &nbsp;&nbsp; 25845 | &nbsp;&nbsp;&nbsp;&nbsp; 25426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +0.85%) ± | 2.16 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2030 | &nbsp;&nbsp; 11156 | &nbsp;&nbsp;&nbsp;&nbsp; 10874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.67%) ± | 2.17 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2035 | &nbsp;&nbsp; 113916 | &nbsp;&nbsp;&nbsp;&nbsp; 110971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.22%) ± | 2.34 | &nbsp;&nbsp;12-1-2033 | &nbsp;&nbsp; 283799 | &nbsp;&nbsp;&nbsp;&nbsp; 276939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 2.35 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2034 | &nbsp;&nbsp; 234348 | &nbsp;&nbsp;&nbsp;&nbsp; 227820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 2.36 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2034 | &nbsp;&nbsp; 34916 | &nbsp;&nbsp;&nbsp;&nbsp; 33984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 2.38 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2036 | &nbsp;&nbsp; 155148 | &nbsp;&nbsp;&nbsp;&nbsp; 152858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.81%) ± | 2.43 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2035 | &nbsp;&nbsp; 471814 | &nbsp;&nbsp;&nbsp;&nbsp; 468248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.73%) ± | 2.43 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2037 | &nbsp;&nbsp; 494675 | &nbsp;&nbsp;&nbsp;&nbsp; 494732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.16%) ± | 2.48 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2033 | &nbsp;&nbsp; 262587 | &nbsp;&nbsp;&nbsp;&nbsp; 255480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month Treasury Average +1.90%) ± | 2.51 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2028 | &nbsp;&nbsp; 73747 | &nbsp;&nbsp;&nbsp;&nbsp; 71963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.24%) ± | 2.54 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2027 | &nbsp;&nbsp; 2553 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.03%) ± | 2.55 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2025 | &nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp; 7038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (2 Year Treasury Constant Maturity +2.44%) ± | 2.57 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2029 | &nbsp;&nbsp; 4196 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 2.60 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2030 | &nbsp;&nbsp; 17763 | &nbsp;&nbsp;&nbsp;&nbsp; 17270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 2.61 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2023 | &nbsp;&nbsp; 4999 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.91%) ± | 2.61 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2032 | &nbsp;&nbsp; 148678 | &nbsp;&nbsp;&nbsp;&nbsp; 145201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (3 Year Treasury Constant Maturity +2.44%) ± | 2.61 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2032 | &nbsp;&nbsp; 70627 | &nbsp;&nbsp;&nbsp;&nbsp; 69709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.84%) ± | 2.61 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2037 | &nbsp;&nbsp; 131915 | &nbsp;&nbsp;&nbsp;&nbsp; 132165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.82%) ± | 2.64 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2039 | &nbsp;&nbsp; 216488 | &nbsp;&nbsp;&nbsp;&nbsp; 212286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.64%) ± | 2.64 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2050 | &nbsp;&nbsp;2565327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.55%) ± | 2.67 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2029 | &nbsp;&nbsp;18970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +1.42%) ± | 2.67 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2037 | &nbsp;&nbsp;1568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.99%) ± | 2.68 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2036 | &nbsp;&nbsp;189832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +2.06%) ± | 2.70 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2038 | &nbsp;&nbsp;558290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 2.73 | &nbsp;&nbsp;10-1-2024 | &nbsp;&nbsp;13759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 2.73 | &nbsp;&nbsp;10-1-2025 | &nbsp;&nbsp;3461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 2.73 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2030 | &nbsp;&nbsp;20476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.19%) ± | 2.73 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2036 | &nbsp;&nbsp;276114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 2.73 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2038 | &nbsp;&nbsp;321785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.85%) ± | 2.78 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2036 | &nbsp;&nbsp;205584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.36%) ± | 2.79 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2035 | &nbsp;&nbsp;258857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 2.81 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp;78597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.44%) ± | 2.82 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2029 | &nbsp;&nbsp;21156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.88%) ± | 2.83 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2037 | &nbsp;&nbsp;100659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.52%) ± | 2.87 | &nbsp;&nbsp;11-1-2029 | &nbsp;&nbsp;42874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (U.S. Treasury H15 Treasury Bill 6 Month Auction High Discount +1.75%) ± | 2.88 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2023 | &nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.62%) ± | 2.88 | &nbsp;&nbsp;11-1-2047 | &nbsp;&nbsp;2445910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 2.93 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2030 | &nbsp;&nbsp;54125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.29%) ± | 2.94 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2033 | &nbsp;&nbsp;140724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.20%) ± | 2.94 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2037 | &nbsp;&nbsp;318393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.62%) ± | 2.94 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2045 | &nbsp;&nbsp;516034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +1.73%) ± | 2.98 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2024 | &nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.61%) ± | 2.99 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp;25970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.78%) ± | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2037 | &nbsp;&nbsp;151128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month Treasury Average +2.46%) ± | 3.02 | &nbsp;&nbsp;10-1-2029 | &nbsp;&nbsp;56788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.75%) ± | 3.02 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2035 | &nbsp;&nbsp;78845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +1.68%) ± | 3.02 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2037 | &nbsp;&nbsp;397450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +2.29%) ± | 3.04 | &nbsp;&nbsp;12-1-2025 | &nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.93%) ± | 3.06 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2035 | &nbsp;&nbsp;485822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477050 |

---

See accompanying notes to portfolio of investments

------

Allspring Adjustable Rate Government Fund \| 1

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Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.73%) ± | 3.07% | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp;$150903 | &nbsp;&nbsp;$147724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC | 3.07 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2039 | &nbsp;&nbsp; 704359 | &nbsp;&nbsp;&nbsp;&nbsp; 707840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.80%) ± | 3.10 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2037 | &nbsp;&nbsp; 722005 | &nbsp;&nbsp;&nbsp;&nbsp; 725798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.13 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2037 | &nbsp;&nbsp; 25808 | &nbsp;&nbsp;&nbsp;&nbsp; 26206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.26%) ± | 3.15 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2036 | &nbsp;&nbsp;2093791 | &nbsp;&nbsp;&nbsp;&nbsp; 2112446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.31%) ± | 3.16 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2031 | &nbsp;&nbsp; 84023 | &nbsp;&nbsp;&nbsp;&nbsp; 81654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.80%) ± | 3.18 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2037 | &nbsp;&nbsp; 137285 | &nbsp;&nbsp;&nbsp;&nbsp; 138310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (U.S. Treasury H15 Treasury Bill 6 Month Auction High Discount +1.94%) ± | 3.19 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2024 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp; 5002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +1.83%) ± | 3.19 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2037 | &nbsp;&nbsp; 127614 | &nbsp;&nbsp;&nbsp;&nbsp; 123826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.40%) ± | 3.20 | &nbsp;&nbsp;11-1-2029 | &nbsp;&nbsp; 58874 | &nbsp;&nbsp;&nbsp;&nbsp; 57613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.00%) ± | 3.21 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp; 400851 | &nbsp;&nbsp;&nbsp;&nbsp; 391419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.10%) ± | 3.21 | &nbsp;&nbsp;10-1-2037 | &nbsp;&nbsp; 326207 | &nbsp;&nbsp;&nbsp;&nbsp; 324943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.79%) ± | 3.21 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2040 | &nbsp;&nbsp;1103817 | &nbsp;&nbsp;&nbsp;&nbsp; 1112546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.61%) ± | 3.22 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2044 | &nbsp;&nbsp; 94659 | &nbsp;&nbsp;&nbsp;&nbsp; 94606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 3.23 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp; 60800 | &nbsp;&nbsp;&nbsp;&nbsp; 59723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.17%) ± | 3.23 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2037 | &nbsp;&nbsp; 20417 | &nbsp;&nbsp;&nbsp;&nbsp; 20144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.24%) ± | 3.24 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2027 | &nbsp;&nbsp; 22204 | &nbsp;&nbsp;&nbsp;&nbsp; 21802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.40%) ± | 3.24 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2037 | &nbsp;&nbsp; 569698 | &nbsp;&nbsp;&nbsp;&nbsp; 578064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.25 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2034 | &nbsp;&nbsp; 101680 | &nbsp;&nbsp;&nbsp;&nbsp; 99875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.75%) ± | 3.26 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp; 115218 | &nbsp;&nbsp;&nbsp;&nbsp; 113161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.85%) ± | 3.28 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2038 | &nbsp;&nbsp; 585807 | &nbsp;&nbsp;&nbsp;&nbsp; 587929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (30 Day Average U.S. SOFR +0.26%) ± | 3.29 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2031 | &nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3460129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.27%) ± | 3.30 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2038 | &nbsp;&nbsp;1891954 | &nbsp;&nbsp;&nbsp;&nbsp; 1913498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.37%) ± | 3.32 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2034 | &nbsp;&nbsp;1521532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.80%) ± | 3.32 | &nbsp;&nbsp;10-1-2043 | &nbsp;&nbsp;2647230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.04%) ± | 3.34 | &nbsp;&nbsp;12-1-2035 | &nbsp;&nbsp;229144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.36%) ± | 3.36 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2038 | &nbsp;&nbsp;593305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.87%) ± | 3.37 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2035 | &nbsp;&nbsp;18845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.77%) ± | 3.40 | &nbsp;&nbsp;10-1-2036 | &nbsp;&nbsp;157825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.43 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;29863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +2.57%) ± | 3.44 | &nbsp;&nbsp;12-1-2025 | &nbsp;&nbsp;44252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.40%) ± | 3.44 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2029 | &nbsp;&nbsp;28780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.34%) ± | 3.46 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2032 | &nbsp;&nbsp;896424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +2.13%) ± | 3.47 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2026 | &nbsp;&nbsp;183241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (3 Year Treasury Constant Maturity +2.83%) ± | 3.48 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;205300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +1.87%) ± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2035 | &nbsp;&nbsp;227727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.28%) ± | 3.52 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp;141056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.26%) ± | 3.55 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2036 | &nbsp;&nbsp;5519261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 3.56 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2038 | &nbsp;&nbsp;263925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (5 Year Treasury Constant Maturity +2.44%) ± | 3.57 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2027 | &nbsp;&nbsp;18636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.35%) ± | 3.57 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp;145420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.77%) ± | 3.59 | &nbsp;&nbsp;10-1-2035 | &nbsp;&nbsp;385051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.24%) ± | 3.59 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2036 | &nbsp;&nbsp;119800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.60%) ± | 3.60 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2032 | &nbsp;&nbsp;118765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.38%) ± | 3.61 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;302321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.49%) ± | 3.61 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;144124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.26%) ± | 3.62 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2038 | &nbsp;&nbsp;5481431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5538321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.34%) ± | 3.63 | &nbsp;&nbsp;10-1-2033 | &nbsp;&nbsp;337854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.63 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2037 | &nbsp;&nbsp;1089073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.75%) ± | 3.70 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2033 | &nbsp;&nbsp;163050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.29%) ± | 3.72 | &nbsp;&nbsp;11-1-2027 | &nbsp;&nbsp;164523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.74%) ± | 3.74 | &nbsp;&nbsp;12-1-2036 | &nbsp;&nbsp;113222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.51%) ± | 3.76 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2037 | &nbsp;&nbsp;43038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.83%) ± | 3.76 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2043 | &nbsp;&nbsp;3002419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037217 |

---

See accompanying notes to portfolio of investments

------

2 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month Treasury Average +2.52%) ± | 3.77% | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2028 | &nbsp;&nbsp;$19654 | &nbsp;&nbsp;$19170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.68%) ± | 3.79 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp; 19374 | &nbsp;&nbsp;&nbsp;&nbsp; 19030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +2.12%) ± | 3.80 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2037 | &nbsp;&nbsp; 20538 | &nbsp;&nbsp;&nbsp;&nbsp; 19936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.36%) ± | 3.87 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2028 | &nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp; 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.87 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2034 | &nbsp;&nbsp; 28154 | &nbsp;&nbsp;&nbsp;&nbsp; 28199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.78%) ± | 3.89 | &nbsp;&nbsp;11-1-2035 | &nbsp;&nbsp; 103229 | &nbsp;&nbsp;&nbsp;&nbsp; 103195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 3.92 | &nbsp;&nbsp;12-1-2034 | &nbsp;&nbsp; 109481 | &nbsp;&nbsp;&nbsp;&nbsp; 107190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.43%) ± | 3.93 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2025 | &nbsp;&nbsp; 19027 | &nbsp;&nbsp;&nbsp;&nbsp; 18635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC | 4.00 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2029 | &nbsp;&nbsp; 787459 | &nbsp;&nbsp;&nbsp;&nbsp; 789314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.77%) ± | 4.02 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp; 125152 | &nbsp;&nbsp;&nbsp;&nbsp; 122750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.36%) ± | 4.06 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2028 | &nbsp;&nbsp; 6169 | &nbsp;&nbsp;&nbsp;&nbsp; 6062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.31%) ± | 4.08 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2027 | &nbsp;&nbsp; 141420 | &nbsp;&nbsp;&nbsp;&nbsp; 140200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +1.99%) ± | 4.11 | &nbsp;&nbsp;11-1-2034 | &nbsp;&nbsp; 153638 | &nbsp;&nbsp;&nbsp;&nbsp; 149708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.28%) ± | 4.14 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2034 | &nbsp;&nbsp; 109267 | &nbsp;&nbsp;&nbsp;&nbsp; 106335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (11th District COFI +1.25%) ± | 4.18 | &nbsp;&nbsp;11-1-2030 | &nbsp;&nbsp; 8727 | &nbsp;&nbsp;&nbsp;&nbsp; 8469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.48%) ± | 4.21 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2030 | &nbsp;&nbsp; 143988 | &nbsp;&nbsp;&nbsp;&nbsp; 141513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.22%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp; 14350 | &nbsp;&nbsp;&nbsp;&nbsp; 14071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.47%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2034 | &nbsp;&nbsp; 94711 | &nbsp;&nbsp;&nbsp;&nbsp; 92763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.23%) ± | 4.23 | &nbsp;&nbsp;11-1-2026 | &nbsp;&nbsp; 34395 | &nbsp;&nbsp;&nbsp;&nbsp; 33807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (3 Year Treasury Constant Maturity +2.40%) ± | 4.26 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2031 | &nbsp;&nbsp; 58782 | &nbsp;&nbsp;&nbsp;&nbsp; 58296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.25%) ± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2033 | &nbsp;&nbsp; 46843 | &nbsp;&nbsp;&nbsp;&nbsp; 47887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.28%) ± | 4.35 | &nbsp;&nbsp;10-1-2036 | &nbsp;&nbsp; 110514 | &nbsp;&nbsp;&nbsp;&nbsp; 108360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.35%) ± | 4.35 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2038 | &nbsp;&nbsp; 137937 | &nbsp;&nbsp;&nbsp;&nbsp; 135771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.27%) ± | 4.40 | &nbsp;&nbsp;11-1-2029 | &nbsp;&nbsp;27190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.40%) ± | 4.40 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2031 | &nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.40%) ± | 4.40 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2031 | &nbsp;&nbsp;28637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (5 Year Treasury Constant Maturity +2.13%) ± | 4.50 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2029 | &nbsp;&nbsp;6056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.69%) ± | 4.53 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2028 | &nbsp;&nbsp;64822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (1 Year Treasury Constant Maturity +2.49%) ± | 4.60 | &nbsp;&nbsp;12-1-2032 | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (12 Month LIBOR +1.77%) ± | 5.05 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2042 | &nbsp;&nbsp;114279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC (6 Month LIBOR +3.83%) ± | 5.21 | &nbsp;&nbsp;11-1-2026 | &nbsp;&nbsp;12351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KF112 Class AS (30 Day Average U.S. SOFR +0.23%) ± | 3.27 | &nbsp;&nbsp;4-25-2031 | &nbsp;&nbsp;1154061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KF114 Class AS (30 Day Average U.S. SOFR +0.22%) ± | 3.26 | &nbsp;&nbsp;5-25-2031 | &nbsp;&nbsp;801430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KF46 Class A (1 Month LIBOR +0.22%) ± | 4.02 | &nbsp;&nbsp;3-25-2028 | &nbsp;&nbsp;183793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KF84 Class AL (1 Month LIBOR +0.30%) ± | 4.10 | &nbsp;&nbsp;7-25-2030 | &nbsp;&nbsp;1236469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KF85 Class AL (1 Month LIBOR +0.30%) ± | 4.10 | &nbsp;&nbsp;8-25-2030 | &nbsp;&nbsp;241347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KX04 Class AFL (1 Month LIBOR +0.33%) ± | 4.13 | &nbsp;&nbsp;3-25-2030 | &nbsp;&nbsp;1811348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series Q016 Class APT2 ±± | 1.48 | &nbsp;&nbsp;5-25-2051 | &nbsp;&nbsp;3694736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 1671 Class QA (11th District COFI +0.95%) ± | 1.98 | &nbsp;&nbsp;2-15-2024 | &nbsp;&nbsp;126213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 1686 Class FE (Enterprise 11th District COFI Institutional Replacement +1.10%) ± | 2.13 | &nbsp;&nbsp;2-15-2024 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 1709 Class FA (10 Year Treasury Constant Maturity -0.85%) ± | 3.27 | &nbsp;&nbsp;3-15-2024 | &nbsp;&nbsp;21486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 1730 Class FA (10 Year Treasury Constant Maturity -0.60%) ± | 3.52 | &nbsp;&nbsp;5-15-2024 | &nbsp;&nbsp;14796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 20 Class F ±± | 2.36 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2029 | &nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2315 Class FW (1 Month LIBOR +0.55%) ± | 4.42 | &nbsp;&nbsp;4-15-2027 | &nbsp;&nbsp;20849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2391 Class EF (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;6-15-2031 | &nbsp;&nbsp;27292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2454 Class SL (1 Month LIBOR +8.00%) ♀± | 4.13 | &nbsp;&nbsp;3-15-2032 | &nbsp;&nbsp;56533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 |

---

See accompanying notes to portfolio of investments

------

Allspring Adjustable Rate Government Fund \| 3

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2461 Class FI (1 Month LIBOR +0.50%) ± | 4.37% | &nbsp;&nbsp;&nbsp;&nbsp;4-15-2028 | &nbsp;&nbsp;$33793 | &nbsp;&nbsp;$33629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2464 Class FE (1 Month LIBOR +1.00%) ± | 4.87 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2032 | &nbsp;&nbsp; 36847 | &nbsp;&nbsp;&nbsp;&nbsp; 37097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2466 Class FV (1 Month LIBOR +0.55%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2032 | &nbsp;&nbsp; 70560 | &nbsp;&nbsp;&nbsp;&nbsp; 70152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2538 Class F (1 Month LIBOR +0.60%) ± | 4.47 | &nbsp;&nbsp;12-15-2032 | &nbsp;&nbsp; 154771 | &nbsp;&nbsp;&nbsp;&nbsp; 154047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 264 Class F1 (1 Month LIBOR +0.55%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;7-15-2042 | &nbsp;&nbsp; 604288 | &nbsp;&nbsp;&nbsp;&nbsp; 596009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 2682 Class FK (1 Month LIBOR +1.47%) ± | 5.34 | &nbsp;&nbsp;&nbsp;&nbsp;1-15-2033 | &nbsp;&nbsp;3009373 | &nbsp;&nbsp;&nbsp;&nbsp; 3084998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3067 Class FA (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;11-15-2035 | &nbsp;&nbsp; 527405 | &nbsp;&nbsp;&nbsp;&nbsp; 518482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3114 Class FT (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;9-15-2030 | &nbsp;&nbsp; 215411 | &nbsp;&nbsp;&nbsp;&nbsp; 213993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3140 Class GF (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2036 | &nbsp;&nbsp; 429160 | &nbsp;&nbsp;&nbsp;&nbsp; 421659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3146 Class FP (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;4-15-2036 | &nbsp;&nbsp; 383465 | &nbsp;&nbsp;&nbsp;&nbsp; 377113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3149 Class FB (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;5-15-2036 | &nbsp;&nbsp; 674786 | &nbsp;&nbsp;&nbsp;&nbsp; 663564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 319 Class F1 (1 Month LIBOR +0.45%) ± | 4.32 | &nbsp;&nbsp;11-15-2043 | &nbsp;&nbsp; 886281 | &nbsp;&nbsp;&nbsp;&nbsp; 864878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3240 Class FM (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;11-15-2036 | &nbsp;&nbsp; 707263 | &nbsp;&nbsp;&nbsp;&nbsp; 694183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3284 Class CF (1 Month LIBOR +0.37%) ± | 4.24 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2037 | &nbsp;&nbsp; 470415 | &nbsp;&nbsp;&nbsp;&nbsp; 460953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3286 Class FA (1 Month LIBOR +0.40%) ± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2037 | &nbsp;&nbsp; 51152 | &nbsp;&nbsp;&nbsp;&nbsp; 50103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3311 Class KF (1 Month LIBOR +0.34%) ± | 4.21 | &nbsp;&nbsp;&nbsp;&nbsp;5-15-2037 | &nbsp;&nbsp; 808226 | &nbsp;&nbsp;&nbsp;&nbsp; 790922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3312 Class FN (1 Month LIBOR +0.22%) ± | 4.09 | &nbsp;&nbsp;&nbsp;&nbsp;7-15-2036 | &nbsp;&nbsp; 668789 | &nbsp;&nbsp;&nbsp;&nbsp; 653220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3436 Class A ±± | 3.85 | &nbsp;&nbsp;11-15-2036 | &nbsp;&nbsp; 241827 | &nbsp;&nbsp;&nbsp;&nbsp; 240173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 350 Class F2 (1 Month LIBOR +0.35%) ± | 3.01 | &nbsp;&nbsp;&nbsp;&nbsp;9-15-2040 | &nbsp;&nbsp;5815303 | &nbsp;&nbsp;&nbsp;&nbsp; 5710034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3684 Class FM (1 Month LIBOR +0.35%) ± | 3.48 | &nbsp;&nbsp;11-15-2036 | &nbsp;&nbsp; 997773 | &nbsp;&nbsp;&nbsp;&nbsp; 974196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3753 Class FA (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;11-15-2040 | &nbsp;&nbsp;1096592 | &nbsp;&nbsp;&nbsp;&nbsp; 1077620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3757 Class PF (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;8-15-2040 | &nbsp;&nbsp; 261381 | &nbsp;&nbsp;&nbsp;&nbsp; 259587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3822 Class FY (1 Month LIBOR +0.40%) ± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;2-15-2033 | &nbsp;&nbsp; 491232 | &nbsp;&nbsp;&nbsp;&nbsp; 486164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3827 Class DF (1 Month LIBOR +0.45%) ± | 4.32 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2041 | &nbsp;&nbsp;239218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3925 Class FL (1 Month LIBOR +0.45%) ± | 4.32 | &nbsp;&nbsp;&nbsp;&nbsp;1-15-2041 | &nbsp;&nbsp;55666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 3997 Class FQ (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;2-15-2042 | &nbsp;&nbsp;465677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4013 Class QF (1 Month LIBOR +0.55%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;3-15-2041 | &nbsp;&nbsp;227328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4039 Class FA (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;5-15-2042 | &nbsp;&nbsp;733226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4136 Class DF (1 Month LIBOR +0.30%) ± | 4.17 | &nbsp;&nbsp;11-15-2042 | &nbsp;&nbsp;472411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4143 Class KF (1 Month LIBOR +0.35%) ± | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;9-15-2037 | &nbsp;&nbsp;1393809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4248 Class FL (1 Month LIBOR +0.45%) ± | 4.32 | &nbsp;&nbsp;&nbsp;&nbsp;5-15-2041 | &nbsp;&nbsp;194268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4316 Class JF (1 Month LIBOR +0.40%) ± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;1-15-2044 | &nbsp;&nbsp;684887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4474 Class WF (1 Month LIBOR +0.35%) ± | 2.95 | &nbsp;&nbsp;12-15-2036 | &nbsp;&nbsp;1114711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4477 Class FG (1 Month LIBOR +0.30%) ± | 2.93 | &nbsp;&nbsp;10-15-2040 | &nbsp;&nbsp;1016904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4503 Class FA (1 Month LIBOR +0.35%) ± | 3.22 | &nbsp;&nbsp;&nbsp;&nbsp;2-15-2042 | &nbsp;&nbsp;1293803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4515 Class FA (1 Month LIBOR +0.37%) ± | 3.21 | &nbsp;&nbsp;&nbsp;&nbsp;8-15-2038 | &nbsp;&nbsp;191791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4604 Class PA | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;1-15-2044 | &nbsp;&nbsp;175985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4624 Class FA (1 Month LIBOR +0.45%) ± | 3.05 | &nbsp;&nbsp;12-15-2038 | &nbsp;&nbsp;2186565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4628 Class KF (1 Month LIBOR +0.50%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;1-15-2055 | &nbsp;&nbsp;1224243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4678 Class AF (1 Month LIBOR +0.40%) ± | 2.95 | &nbsp;&nbsp;12-15-2042 | &nbsp;&nbsp;937710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4691 Class FA (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;6-15-2047 | &nbsp;&nbsp;457384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4707 Class FD (1 Month LIBOR +0.35%) ± | 3.27 | &nbsp;&nbsp;&nbsp;&nbsp;9-15-2044 | &nbsp;&nbsp;2814914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4754 Class FM (1 Month LIBOR +0.30%) ± | 4.17 | &nbsp;&nbsp;&nbsp;&nbsp;2-15-2048 | &nbsp;&nbsp;1178152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4779 Class WF (1 Month LIBOR +0.35%) ± | 3.10 | &nbsp;&nbsp;&nbsp;&nbsp;7-15-2044 | &nbsp;&nbsp;1348529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4821 Class FA (1 Month LIBOR +0.30%) ± | 4.17 | &nbsp;&nbsp;&nbsp;&nbsp;7-15-2048 | &nbsp;&nbsp;350371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4831 Class FD (1 Month LIBOR +0.30%) ± | 4.17 | &nbsp;&nbsp;10-15-2048 | &nbsp;&nbsp;1162240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4842 Class FA (1 Month LIBOR +0.35%) ± | 4.22 | &nbsp;&nbsp;11-15-2048 | &nbsp;&nbsp;854108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4906 Class WF (1 Month LIBOR +0.40%) ± | 2.90 | &nbsp;&nbsp;12-15-2038 | &nbsp;&nbsp;1585155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4908 Class FA (1 Month LIBOR +0.44%) ± | 3.29 | &nbsp;&nbsp;12-15-2042 | &nbsp;&nbsp;1547338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4915 Class FE (1 Month LIBOR +0.40%) ± | 3.53 | &nbsp;&nbsp;&nbsp;&nbsp;2-15-2038 | &nbsp;&nbsp;3879215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4921 Class FN (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;10-25-2049 | &nbsp;&nbsp;918978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4925 Class FY (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;10-25-2049 | &nbsp;&nbsp;348053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4925 Class WF (1 Month LIBOR +0.40%) ± | 3.53 | &nbsp;&nbsp;&nbsp;&nbsp;8-15-2038 | &nbsp;&nbsp;3474880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4927 Class FG (1 Month LIBOR +0.50%) ± | 4.52 | &nbsp;&nbsp;11-25-2049 | &nbsp;&nbsp;1335979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 4933 Class FA (1 Month LIBOR +0.50%) ± | 4.52 | &nbsp;&nbsp;12-25-2049 | &nbsp;&nbsp;960113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934444 |

---

See accompanying notes to portfolio of investments

------

4 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series 5062 Class FC (30 Day Average U.S. SOFR +0.20%) ± | 3.72% | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2051 | &nbsp;&nbsp;$1319085 | &nbsp;&nbsp;$1248639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-15 Class A6 (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;11-25-2028 | &nbsp;&nbsp; 243528 | &nbsp;&nbsp;&nbsp;&nbsp; 242823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-16 Class A (1 Month LIBOR +0.35%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2029 | &nbsp;&nbsp; 796618 | &nbsp;&nbsp;&nbsp;&nbsp; 771680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-20 Class A7 (1 Month LIBOR +0.30%) ± | 4.32 | &nbsp;&nbsp;12-25-2029 | &nbsp;&nbsp;1893284 | &nbsp;&nbsp;&nbsp;&nbsp; 1861128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-21 Class A (1 Month LIBOR +0.36%) ± | 4.38 | &nbsp;&nbsp;10-25-2029 | &nbsp;&nbsp; 650941 | &nbsp;&nbsp;&nbsp;&nbsp; 648966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-24 Class A (1 Month LIBOR +0.30%) ± | 4.32 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2030 | &nbsp;&nbsp; 229177 | &nbsp;&nbsp;&nbsp;&nbsp; 227034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-27 Class A (1 Month LIBOR +0.30%) ± | 4.32 | &nbsp;&nbsp;10-25-2030 | &nbsp;&nbsp; 735934 | &nbsp;&nbsp;&nbsp;&nbsp; 731875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-30 Class A7 (1 Month LIBOR +0.24%) ± | 4.26 | &nbsp;&nbsp;12-25-2030 | &nbsp;&nbsp; 629492 | &nbsp;&nbsp;&nbsp;&nbsp; 612069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-35 Class A (1 Month LIBOR +0.28%) ± | 4.30 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2031 | &nbsp;&nbsp;1154341 | &nbsp;&nbsp;&nbsp;&nbsp; 1147837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-48 Class 2A ±± | 3.69 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2033 | &nbsp;&nbsp;1036816 | &nbsp;&nbsp;&nbsp;&nbsp; 965026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-54 Class 4A ±± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2043 | &nbsp;&nbsp; 618208 | &nbsp;&nbsp;&nbsp;&nbsp; 563681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-55 Class 1A1 | 6.50 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2043 | &nbsp;&nbsp; 33008 | &nbsp;&nbsp;&nbsp;&nbsp; 33614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-56 Class 3AF (1 Month LIBOR +1.00%) ± | 5.02 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2043 | &nbsp;&nbsp; 794992 | &nbsp;&nbsp;&nbsp;&nbsp; 782201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-62 Class 1A1 (12 Month Treasury Average +1.20%) ± | 2.89 | &nbsp;&nbsp;10-25-2044 | &nbsp;&nbsp;1519628 | &nbsp;&nbsp;&nbsp;&nbsp; 1521112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-63 Class 1A1 (12 Month Treasury Average +1.20%) ± | 2.30 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2045 | &nbsp;&nbsp;1327476 | &nbsp;&nbsp;&nbsp;&nbsp; 1341445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-66 Class 2A1 ±± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2036 | &nbsp;&nbsp; 881808 | &nbsp;&nbsp;&nbsp;&nbsp; 875712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-67 Class 1A1C ±± | 3.32 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2036 | &nbsp;&nbsp;1948960 | &nbsp;&nbsp;&nbsp;&nbsp; 1941090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FHLMC Series T-67 Class 2A1C ±± | 3.42 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2036 | &nbsp;&nbsp;2011691 | &nbsp;&nbsp;&nbsp;&nbsp; 2044155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (Enterprise 11th District COFI Institutional Replacement +1.40%) ± | 1.79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2024 | &nbsp;&nbsp; 156864 | &nbsp;&nbsp;&nbsp;&nbsp; 155165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.58%) ± | 1.87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3-1-2034 | &nbsp;&nbsp; 176498 | &nbsp;&nbsp;&nbsp;&nbsp; 171528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.70%) ± | 1.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2033 | &nbsp;&nbsp; 172890 | &nbsp;&nbsp;&nbsp;&nbsp; 169710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.56%) ± | 1.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2044 | &nbsp;&nbsp; 36514 | &nbsp;&nbsp;&nbsp;&nbsp; 36234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 2.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp; 161836 | &nbsp;&nbsp;&nbsp;&nbsp; 160569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.83%) ± | 2.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2030 | &nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.60%) ± | 2.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3-1-2046 | &nbsp;&nbsp;695710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.27%) ± | 2.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3-1-2033 | &nbsp;&nbsp;39273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.03%) ± | 2.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2033 | &nbsp;&nbsp;92881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.60%) ± | 2.22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2050 | &nbsp;&nbsp;2483062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.18%) ± | 2.30 | &nbsp;&nbsp;&nbsp;&nbsp;12-1-2024 | &nbsp;&nbsp;8583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.26%) ± | 2.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp;143581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 2.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2031 | &nbsp;&nbsp;76255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.25%) ± | 2.36 | &nbsp;&nbsp;&nbsp;&nbsp;11-1-2023 | &nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.92%) ± | 2.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp;122332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.25%) ± | 2.38 | &nbsp;&nbsp;&nbsp;&nbsp;11-1-2024 | &nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.62%) ± | 2.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2050 | &nbsp;&nbsp;2757495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.28%) ± | 2.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-1-2024 | &nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (3 Year Treasury Constant Maturity +2.15%) ± | 2.40 | &nbsp;&nbsp;&nbsp;&nbsp;10-1-2024 | &nbsp;&nbsp;6961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.29%) ± | 2.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-1-2037 | &nbsp;&nbsp;746928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.19%) ± | 2.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3-1-2035 | &nbsp;&nbsp;178796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.09%) ± | 2.45 | &nbsp;&nbsp;&nbsp;&nbsp;10-1-2034 | &nbsp;&nbsp;8605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.16%) ± | 2.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.26%) ± | 2.52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2038 | &nbsp;&nbsp;8678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.40%) ± | 2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6-1-2024 | &nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.82%) ± | 2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2028 | &nbsp;&nbsp;21750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2033 | &nbsp;&nbsp;264031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.62%) ± | 2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2050 | &nbsp;&nbsp;1323347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.59%) ± | 2.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2043 | &nbsp;&nbsp;456432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.50%) ± | 2.63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6-1-2032 | &nbsp;&nbsp;65404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.32%) ± | 2.64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2028 | &nbsp;&nbsp;52642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.49%) ± | 2.74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4-1-2038 | &nbsp;&nbsp;154213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (Federal COFI +2.00%) ± | 2.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2029 | &nbsp;&nbsp;19459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19424 |

---

See accompanying notes to portfolio of investments

------

Allspring Adjustable Rate Government Fund \| 5

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.54%) ± | 2.80% | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2035 | &nbsp;&nbsp;$173868 | &nbsp;&nbsp;$169897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.31%) ± | 2.82 | &nbsp;&nbsp;10-1-2037 | &nbsp;&nbsp; 282917 | &nbsp;&nbsp;&nbsp;&nbsp; 279836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.50%) ± | 2.83 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2030 | &nbsp;&nbsp; 331798 | &nbsp;&nbsp;&nbsp;&nbsp; 326531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.72%) ± | 2.85 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp; 247765 | &nbsp;&nbsp;&nbsp;&nbsp; 248655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 2.85 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2035 | &nbsp;&nbsp; 309759 | &nbsp;&nbsp;&nbsp;&nbsp; 309735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.57%) ± | 2.85 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2040 | &nbsp;&nbsp; 63346 | &nbsp;&nbsp;&nbsp;&nbsp; 62298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.18%) ± | 2.86 | &nbsp;&nbsp;10-1-2044 | &nbsp;&nbsp; 187574 | &nbsp;&nbsp;&nbsp;&nbsp; 179121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.65%) ± | 2.87 | &nbsp;&nbsp;11-1-2038 | &nbsp;&nbsp; 83990 | &nbsp;&nbsp;&nbsp;&nbsp; 84567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 2.88 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp; 151748 | &nbsp;&nbsp;&nbsp;&nbsp; 148302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (3 Year Treasury Constant Maturity +2.15%) ± | 2.90 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2031 | &nbsp;&nbsp; 21901 | &nbsp;&nbsp;&nbsp;&nbsp; 21463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.21%) ± | 2.90 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2042 | &nbsp;&nbsp; 553458 | &nbsp;&nbsp;&nbsp;&nbsp; 527425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.86%) ± | 2.96 | &nbsp;&nbsp;10-1-2027 | &nbsp;&nbsp; 86510 | &nbsp;&nbsp;&nbsp;&nbsp; 85634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.15%) ± | 2.98 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2034 | &nbsp;&nbsp; 271717 | &nbsp;&nbsp;&nbsp;&nbsp; 265006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.68%) ± | 2.98 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2041 | &nbsp;&nbsp; 768403 | &nbsp;&nbsp;&nbsp;&nbsp; 772862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.83%) ± | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2033 | &nbsp;&nbsp; 124386 | &nbsp;&nbsp;&nbsp;&nbsp; 121750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.66%) ± | 3.01 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2036 | &nbsp;&nbsp; 107841 | &nbsp;&nbsp;&nbsp;&nbsp; 104988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.21%) ± | 3.01 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2037 | &nbsp;&nbsp; 285923 | &nbsp;&nbsp;&nbsp;&nbsp; 281340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.18%) ± | 3.02 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2036 | &nbsp;&nbsp; 208272 | &nbsp;&nbsp;&nbsp;&nbsp; 207585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.03%) ± | 3.04 | &nbsp;&nbsp;12-1-2032 | &nbsp;&nbsp; 167586 | &nbsp;&nbsp;&nbsp;&nbsp; 163981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 3.04 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2042 | &nbsp;&nbsp; 147881 | &nbsp;&nbsp;&nbsp;&nbsp; 148766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.70%) ± | 3.08 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2030 | &nbsp;&nbsp; 336 | &nbsp;&nbsp;&nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.96%) ± | 3.08 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2032 | &nbsp;&nbsp; 13358 | &nbsp;&nbsp;&nbsp;&nbsp; 13145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.40%) ± | 3.09 | &nbsp;&nbsp;12-1-2030 | &nbsp;&nbsp; 19142 | &nbsp;&nbsp;&nbsp;&nbsp; 18441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.10%) ± | 3.10 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp;37689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.12%) ± | 3.12 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2031 | &nbsp;&nbsp;16891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.55%) ± | 3.14 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2043 | &nbsp;&nbsp;3210306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.37%) ± | 3.15 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp;224441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.41%) ± | 3.17 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2027 | &nbsp;&nbsp;26857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.10%) ± | 3.19 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2036 | &nbsp;&nbsp;160606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.85%) ± | 3.20 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2036 | &nbsp;&nbsp;8929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.98%) ± | 3.23 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2033 | &nbsp;&nbsp;42987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.25%) ± | 3.26 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2034 | &nbsp;&nbsp;200899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.66%) ± | 3.27 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2048 | &nbsp;&nbsp;390334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.96%) ± | 3.28 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2033 | &nbsp;&nbsp;46853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.24%) ± | 3.29 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2029 | &nbsp;&nbsp;138922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.83%) ± | 3.30 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2034 | &nbsp;&nbsp;36658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.23%) ± | 3.31 | &nbsp;&nbsp;11-1-2038 | &nbsp;&nbsp;1617360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.50%) ± | 3.32 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp;229364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.20%) ± | 3.33 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2035 | &nbsp;&nbsp;849818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.72%) ± | 3.34 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2043 | &nbsp;&nbsp;1113266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.59%) ± | 3.34 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2044 | &nbsp;&nbsp;469001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.01%) ± | 3.35 | &nbsp;&nbsp;10-1-2024 | &nbsp;&nbsp;2826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 3.35 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;176859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.51%) ± | 3.36 | &nbsp;&nbsp;11-1-2034 | &nbsp;&nbsp;271180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.38%) ± | 3.38 | &nbsp;&nbsp;12-1-2031 | &nbsp;&nbsp;13571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.35%) ± | 3.39 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2027 | &nbsp;&nbsp;25987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.93%) ± | 3.39 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2038 | &nbsp;&nbsp;396277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.23%) ± | 3.40 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2038 | &nbsp;&nbsp;261712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.24%) ± | 3.43 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2028 | &nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.73%) ± | 3.43 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;202500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +2.48%) ± | 3.44 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2040 | &nbsp;&nbsp;411575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.20%) ± | 3.44 | &nbsp;&nbsp;12-1-2040 | &nbsp;&nbsp;3227080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.35%) ± | 3.45 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp;46286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.74%) ± | 3.45 | &nbsp;&nbsp;10-1-2035 | &nbsp;&nbsp;269171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.19%) ± | 3.46 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2033 | &nbsp;&nbsp;277562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275580 |

---

See accompanying notes to portfolio of investments

------

6 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.25%) ± | 3.47% | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2026 | &nbsp;&nbsp;$13365 | &nbsp;&nbsp;$13182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.50%) ± | 3.47 | &nbsp;&nbsp;10-1-2029 | &nbsp;&nbsp; 183946 | &nbsp;&nbsp;&nbsp;&nbsp; 180227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.19%) ± | 3.48 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2027 | &nbsp;&nbsp; 28418 | &nbsp;&nbsp;&nbsp;&nbsp; 27949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.21%) ± | 3.48 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2033 | &nbsp;&nbsp; 129228 | &nbsp;&nbsp;&nbsp;&nbsp; 126675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.80%) ± | 3.48 | &nbsp;&nbsp;11-1-2035 | &nbsp;&nbsp; 35697 | &nbsp;&nbsp;&nbsp;&nbsp; 34864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.55%) ± | 3.48 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2036 | &nbsp;&nbsp; 180224 | &nbsp;&nbsp;&nbsp;&nbsp; 177136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.74%) ± | 3.49 | &nbsp;&nbsp;10-1-2024 | &nbsp;&nbsp; 12880 | &nbsp;&nbsp;&nbsp;&nbsp; 12633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.12%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2026 | &nbsp;&nbsp; 9216 | &nbsp;&nbsp;&nbsp;&nbsp; 9053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (5 Year Treasury Constant Maturity +1.90%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2031 | &nbsp;&nbsp; 93749 | &nbsp;&nbsp;&nbsp;&nbsp; 91801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.49%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2035 | &nbsp;&nbsp; 296212 | &nbsp;&nbsp;&nbsp;&nbsp; 302280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.10%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2040 | &nbsp;&nbsp; 60058 | &nbsp;&nbsp;&nbsp;&nbsp; 60689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.59%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2044 | &nbsp;&nbsp; 692678 | &nbsp;&nbsp;&nbsp;&nbsp; 696606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (Federal COFI +2.45%) ± | 3.50 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2029 | &nbsp;&nbsp; 254612 | &nbsp;&nbsp;&nbsp;&nbsp; 253222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.37%) ± | 3.50 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2032 | &nbsp;&nbsp; 109167 | &nbsp;&nbsp;&nbsp;&nbsp; 108769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.76%) ± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2032 | &nbsp;&nbsp; 28387 | &nbsp;&nbsp;&nbsp;&nbsp; 27929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.11%) ± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp; 79391 | &nbsp;&nbsp;&nbsp;&nbsp; 78264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.78%) ± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2042 | &nbsp;&nbsp;1157915 | &nbsp;&nbsp;&nbsp;&nbsp; 1173717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.52%) ± | 3.52 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp; 370769 | &nbsp;&nbsp;&nbsp;&nbsp; 365180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.20%) ± | 3.53 | &nbsp;&nbsp;10-1-2034 | &nbsp;&nbsp; 500603 | &nbsp;&nbsp;&nbsp;&nbsp; 507859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.25%) ± | 3.54 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2034 | &nbsp;&nbsp; 374955 | &nbsp;&nbsp;&nbsp;&nbsp; 369132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 3.54 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2037 | &nbsp;&nbsp; 104071 | &nbsp;&nbsp;&nbsp;&nbsp; 106090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.09%) ± | 3.55 | &nbsp;&nbsp;12-1-2033 | &nbsp;&nbsp; 160430 | &nbsp;&nbsp;&nbsp;&nbsp; 157487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.85%) ± | 3.55 | &nbsp;&nbsp;11-1-2035 | &nbsp;&nbsp; 255640 | &nbsp;&nbsp;&nbsp;&nbsp; 248312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.51%) ± | 3.55 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2037 | &nbsp;&nbsp;484880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.75%) ± | 3.56 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp;210550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.85%) ± | 3.57 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp;285917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 3.59 | &nbsp;&nbsp;12-1-2040 | &nbsp;&nbsp;1243613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.49%) ± | 3.61 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2037 | &nbsp;&nbsp;74528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.74%) ± | 3.62 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2036 | &nbsp;&nbsp;47895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.77%) ± | 3.62 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2044 | &nbsp;&nbsp;1504926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.63%) ± | 3.63 | &nbsp;&nbsp;11-1-2029 | &nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.17%) ± | 3.63 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp;20299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.94%) ± | 3.63 | &nbsp;&nbsp;11-1-2035 | &nbsp;&nbsp;11987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.64%) ± | 3.64 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2030 | &nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.31%) ± | 3.64 | &nbsp;&nbsp;12-1-2030 | &nbsp;&nbsp;191879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.53%) ± | 3.65 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp;411050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.18%) ± | 3.65 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;47308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.96%) ± | 3.66 | &nbsp;&nbsp;11-1-2035 | &nbsp;&nbsp;261181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.45%) ± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2037 | &nbsp;&nbsp;933855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.24%) ± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2038 | &nbsp;&nbsp;1475703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.59%) ± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2045 | &nbsp;&nbsp;282976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.33%) ± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2030 | &nbsp;&nbsp;109312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +1.88%) ± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2031 | &nbsp;&nbsp;31324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +1.98%) ± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp;193865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2036 | &nbsp;&nbsp;824658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.93%) ± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2037 | &nbsp;&nbsp;515198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.27%) ± | 3.70 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp;209819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.20%) ± | 3.71 | &nbsp;&nbsp;12-1-2040 | &nbsp;&nbsp;1468385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.18%) ± | 3.72 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2036 | &nbsp;&nbsp;152023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.26%) ± | 3.72 | &nbsp;&nbsp;10-1-2036 | &nbsp;&nbsp;222380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.64%) ± | 3.73 | &nbsp;&nbsp;10-1-2028 | &nbsp;&nbsp;30981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.48%) ± | 3.73 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2033 | &nbsp;&nbsp;25339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +2.05%) ± | 3.74 | &nbsp;&nbsp;10-1-2035 | &nbsp;&nbsp;119289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.70%) ± | 3.76 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2035 | &nbsp;&nbsp;470110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.72%) ± | 3.76 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2035 | &nbsp;&nbsp;43586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44244 |

---

See accompanying notes to portfolio of investments

------

Allspring Adjustable Rate Government Fund \| 7

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.53%) ± | 3.78% | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2035 | &nbsp;&nbsp;$294444 | &nbsp;&nbsp;$296530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (5 Year Treasury Constant Maturity +2.42%) ± | 3.79 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2028 | &nbsp;&nbsp; 11691 | &nbsp;&nbsp;&nbsp;&nbsp; 11742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +2.11%) ± | 3.79 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2035 | &nbsp;&nbsp; 101465 | &nbsp;&nbsp;&nbsp;&nbsp; 100037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.90%) ± | 3.80 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2038 | &nbsp;&nbsp; 251246 | &nbsp;&nbsp;&nbsp;&nbsp; 256608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.67%) ± | 3.81 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp; 346000 | &nbsp;&nbsp;&nbsp;&nbsp; 351032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.35%) ± | 3.81 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2037 | &nbsp;&nbsp; 30870 | &nbsp;&nbsp;&nbsp;&nbsp; 30250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.21%) ± | 3.82 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2027 | &nbsp;&nbsp; 26119 | &nbsp;&nbsp;&nbsp;&nbsp; 25942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +2.07%) ± | 3.82 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2035 | &nbsp;&nbsp; 218585 | &nbsp;&nbsp;&nbsp;&nbsp; 214900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.57%) ± | 3.82 | &nbsp;&nbsp;11-1-2044 | &nbsp;&nbsp; 65455 | &nbsp;&nbsp;&nbsp;&nbsp; 64633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.30%) ± | 3.83 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2037 | &nbsp;&nbsp; 696739 | &nbsp;&nbsp;&nbsp;&nbsp; 705039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.60%) ± | 3.85 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2037 | &nbsp;&nbsp; 347871 | &nbsp;&nbsp;&nbsp;&nbsp; 342453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.74%) ± | 3.87 | &nbsp;&nbsp;12-1-2024 | &nbsp;&nbsp; 13877 | &nbsp;&nbsp;&nbsp;&nbsp; 13636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.24%) ± | 3.87 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2037 | &nbsp;&nbsp; 348676 | &nbsp;&nbsp;&nbsp;&nbsp; 345009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.29%) ± | 3.88 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2034 | &nbsp;&nbsp; 99513 | &nbsp;&nbsp;&nbsp;&nbsp; 97561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.50%) ± | 3.93 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2033 | &nbsp;&nbsp; 133993 | &nbsp;&nbsp;&nbsp;&nbsp; 130098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.28%) ± | 3.94 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2024 | &nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp; 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 3.97 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp; 39288 | &nbsp;&nbsp;&nbsp;&nbsp; 39700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (U.S. Treasury H15 Treasury Bill 6 Month Auction High Discount +2.23%) ± | 3.98 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2025 | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.93%) ± | 3.98 | &nbsp;&nbsp;12-1-2036 | &nbsp;&nbsp; 16376 | &nbsp;&nbsp;&nbsp;&nbsp; 16433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.21%) ± | 4.02 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2035 | &nbsp;&nbsp; 210017 | &nbsp;&nbsp;&nbsp;&nbsp; 212893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.55%) ± | 4.03 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2028 | &nbsp;&nbsp; 103986 | &nbsp;&nbsp;&nbsp;&nbsp; 102156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.36%) ± | 4.03 | &nbsp;&nbsp;11-1-2034 | &nbsp;&nbsp; 132416 | &nbsp;&nbsp;&nbsp;&nbsp; 135272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month Treasury Average +2.35%) ± | 4.04 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2040 | &nbsp;&nbsp; 277577 | &nbsp;&nbsp;&nbsp;&nbsp; 274807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.93%) ± | 4.05 | &nbsp;&nbsp;&nbsp;&nbsp;6-1-2032 | &nbsp;&nbsp;51678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.31%) ± | 4.06 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2033 | &nbsp;&nbsp;147499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.82%) ± | 4.07 | &nbsp;&nbsp;12-1-2046 | &nbsp;&nbsp;59371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.83%) ± | 4.08 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2033 | &nbsp;&nbsp;52185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.64%) ± | 4.09 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2028 | &nbsp;&nbsp;27427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.34%) ± | 4.11 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp;456271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.38%) ± | 4.13 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2031 | &nbsp;&nbsp;92582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 4.14 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2035 | &nbsp;&nbsp;200270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.90%) ± | 4.15 | &nbsp;&nbsp;10-1-2034 | &nbsp;&nbsp;223902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.42%) ± | 4.17 | &nbsp;&nbsp;12-1-2031 | &nbsp;&nbsp;104959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.15%) ± | 4.17 | &nbsp;&nbsp;&nbsp;&nbsp;2-1-2033 | &nbsp;&nbsp;37140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.55%) ± | 4.17 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2034 | &nbsp;&nbsp;86765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.19%) ± | 4.19 | &nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp;207667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.29%) ± | 4.21 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2031 | &nbsp;&nbsp;103529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.18%) ± | 4.22 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2035 | &nbsp;&nbsp;484998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.53%) ± | 4.23 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2029 | &nbsp;&nbsp;41280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.13%) ± | 4.25 | &nbsp;&nbsp;10-1-2025 | &nbsp;&nbsp;12211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +2.00%) ± | 4.25 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2035 | &nbsp;&nbsp;163335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +2.70%) ± | 4.26 | &nbsp;&nbsp;&nbsp;&nbsp;4-1-2024 | &nbsp;&nbsp;20147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.28%) ± | 4.28 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2026 | &nbsp;&nbsp;10284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.29%) ± | 4.29 | &nbsp;&nbsp;12-1-2030 | &nbsp;&nbsp;14598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.17%) ± | 4.29 | &nbsp;&nbsp;12-1-2039 | &nbsp;&nbsp;87894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.30%) ± | 4.30 | &nbsp;&nbsp;&nbsp;&nbsp;1-1-2026 | &nbsp;&nbsp;37471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.33%) ± | 4.35 | &nbsp;&nbsp;11-1-2024 | &nbsp;&nbsp;13822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.22%) ± | 4.35 | &nbsp;&nbsp;10-1-2034 | &nbsp;&nbsp;91158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.38%) ± | 4.38 | &nbsp;&nbsp;&nbsp;&nbsp;7-1-2027 | &nbsp;&nbsp;40699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.31%) ± | 4.41 | &nbsp;&nbsp;12-1-2034 | &nbsp;&nbsp;220496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Month LIBOR +1.17%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2029 | &nbsp;&nbsp;28455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.32%) ± | 4.44 | &nbsp;&nbsp;&nbsp;&nbsp;5-1-2025 | &nbsp;&nbsp;9730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.47%) ± | 4.47 | &nbsp;&nbsp;&nbsp;&nbsp;9-1-2028 | &nbsp;&nbsp;24425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.50%) ± | 4.50 | &nbsp;&nbsp;&nbsp;&nbsp;3-1-2027 | &nbsp;&nbsp;10333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10179 |

---

See accompanying notes to portfolio of investments

------

8 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.37%) ± | 4.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-1-2027 | &nbsp;&nbsp;$10254 | &nbsp;&nbsp;$10063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.40%) ± | 4.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-1-2033 | &nbsp;&nbsp; 267351 | &nbsp;&nbsp;&nbsp;&nbsp; 263514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +1.18%) ± | 4.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp; 39449 | &nbsp;&nbsp;&nbsp;&nbsp; 39288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.52%) ± | 4.64 | &nbsp;&nbsp;&nbsp;&nbsp;11-1-2024 | &nbsp;&nbsp; 7683 | &nbsp;&nbsp;&nbsp;&nbsp; 7587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.89%) ± | 4.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-1-2030 | &nbsp;&nbsp; 87274 | &nbsp;&nbsp;&nbsp;&nbsp; 85903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (1 Year Treasury Constant Maturity +2.60%) ± | 4.72 | &nbsp;&nbsp;&nbsp;&nbsp;10-1-2025 | &nbsp;&nbsp; 3169 | &nbsp;&nbsp;&nbsp;&nbsp; 3124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (11th District COFI +1.89%) ± | 4.86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2034 | &nbsp;&nbsp; 48254 | &nbsp;&nbsp;&nbsp;&nbsp; 48807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (12 Month LIBOR +1.64%) ± | 4.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-1-2042 | &nbsp;&nbsp; 208020 | &nbsp;&nbsp;&nbsp;&nbsp; 212763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +3.35%) ± | 5.07 | &nbsp;&nbsp;&nbsp;&nbsp;12-1-2032 | &nbsp;&nbsp; 80844 | &nbsp;&nbsp;&nbsp;&nbsp; 78645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA (6 Month LIBOR +3.57%) ± | 5.57 | &nbsp;&nbsp;&nbsp;&nbsp;11-1-2031 | &nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp; 1276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 6.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2028 | &nbsp;&nbsp; 23601 | &nbsp;&nbsp;&nbsp;&nbsp; 23566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 6.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2031 | &nbsp;&nbsp; 21908 | &nbsp;&nbsp;&nbsp;&nbsp; 22560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.06 | &nbsp;&nbsp;&nbsp;&nbsp;12-1-2024 | &nbsp;&nbsp; 8396 | &nbsp;&nbsp;&nbsp;&nbsp; 8379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2027 | &nbsp;&nbsp; 9884 | &nbsp;&nbsp;&nbsp;&nbsp; 9864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2031 | &nbsp;&nbsp; 16368 | &nbsp;&nbsp;&nbsp;&nbsp; 16395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1-1-2033 | &nbsp;&nbsp; 40190 | &nbsp;&nbsp;&nbsp;&nbsp; 40839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp; 40384 | &nbsp;&nbsp;&nbsp;&nbsp; 40978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp; 43237 | &nbsp;&nbsp;&nbsp;&nbsp; 43497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7-1-2033 | &nbsp;&nbsp; 20125 | &nbsp;&nbsp;&nbsp;&nbsp; 20117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8-1-2033 | &nbsp;&nbsp; 38548 | &nbsp;&nbsp;&nbsp;&nbsp; 38562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 8.00 | &nbsp;&nbsp;&nbsp;&nbsp;12-1-2026 | &nbsp;&nbsp; 17192 | &nbsp;&nbsp;&nbsp;&nbsp; 17258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 8.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2030 | &nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 8.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3-1-2030 | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 8.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5-1-2033 | &nbsp;&nbsp;31312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA | 8.50 | &nbsp;&nbsp;&nbsp;&nbsp;8-15-2024 | &nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 1993-113 Class FA (10 Year Treasury Constant Maturity -0.65%) ± | 3.14 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2023 | &nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 1993-247 Class FM (12 Month LIBOR +1.20%) ± | 5.99 | &nbsp;&nbsp;12-25-2023 | &nbsp;&nbsp;21477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 1994-14 Class F (12 Month LIBOR +1.60%) ± | 6.39 | &nbsp;&nbsp;10-25-2023 | &nbsp;&nbsp;10445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-50 Class BA | 7.00 | &nbsp;&nbsp;10-25-2041 | &nbsp;&nbsp;59003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-63 Class FD (1 Month LIBOR +0.60%) ± | 4.51 | &nbsp;&nbsp;12-18-2031 | &nbsp;&nbsp;43665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-81 Class F (1 Month LIBOR +0.55%) ± | 4.57 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2032 | &nbsp;&nbsp;20841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-T08 Class A1 | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2041 | &nbsp;&nbsp;59847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-T10 Class A2 | 7.50 | &nbsp;&nbsp;12-25-2041 | &nbsp;&nbsp;990682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-T12 Class A2 | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2041 | &nbsp;&nbsp;76873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-T12 Class A4 ±± | 3.91 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2041 | &nbsp;&nbsp;1882654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-W01 Class AV1 (1 Month LIBOR +0.12%) ± | 4.14 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2031 | &nbsp;&nbsp;23912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2001-W03 Class A ±± | 7.00 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2041 | &nbsp;&nbsp;221730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-05 Class FD (1 Month LIBOR +0.90%) ± | 4.92 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2032 | &nbsp;&nbsp;35574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-59 Class F (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2032 | &nbsp;&nbsp;90181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-66 Class A3 ±± | 3.76 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2042 | &nbsp;&nbsp;3874335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-T12 Class A3 | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2042 | &nbsp;&nbsp;797395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-T12 Class A5 ±± | 4.36 | &nbsp;&nbsp;10-25-2041 | &nbsp;&nbsp;881813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-T18 Class A5 ±± | 4.21 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2042 | &nbsp;&nbsp;1810035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-T19 Class A4 ±± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2042 | &nbsp;&nbsp;101226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-W01 Class 3A ±± | 3.31 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2042 | &nbsp;&nbsp;451911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2002-W04 Class A6 ±± | 3.61 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2042 | &nbsp;&nbsp;811735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-07 Class A2 ±± | 3.74 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2042 | &nbsp;&nbsp;313029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-63 Class A8 ±± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2043 | &nbsp;&nbsp;646248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-T2 Class A1 (1 Month LIBOR +0.14%) ± | 3.74 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2033 | &nbsp;&nbsp;745321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W02 Class 1A3 | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2042 | &nbsp;&nbsp;202451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W04 Class 5A ±± | 3.68 | &nbsp;&nbsp;10-25-2042 | &nbsp;&nbsp;453915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W08 Class 4A ±± | 3.80 | &nbsp;&nbsp;11-25-2042 | &nbsp;&nbsp;634795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W09 Class A (1 Month LIBOR +0.12%) ± | 4.14 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2033 | &nbsp;&nbsp;920828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W10 Class 2A ±± | 3.31 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2043 | &nbsp;&nbsp;1222689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106112 |

---

See accompanying notes to portfolio of investments

------

Allspring Adjustable Rate Government Fund \| 9

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W18 Class 2A ±± | 3.63% | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2043 | &nbsp;&nbsp;$1516110 | &nbsp;&nbsp;$1433866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2003-W6 Class 6A ±± | 3.38 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2042 | &nbsp;&nbsp; 526749 | &nbsp;&nbsp;&nbsp;&nbsp; 505203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-17 Class FT (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2034 | &nbsp;&nbsp; 430286 | &nbsp;&nbsp;&nbsp;&nbsp; 424886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-T03 Class 1A3 | 7.00 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2044 | &nbsp;&nbsp; 244013 | &nbsp;&nbsp;&nbsp;&nbsp; 256241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-T03 Class 2A ±± | 3.68 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2043 | &nbsp;&nbsp; 621219 | &nbsp;&nbsp;&nbsp;&nbsp; 608716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-T1 Class 2A ±± | 3.10 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2043 | &nbsp;&nbsp; 756774 | &nbsp;&nbsp;&nbsp;&nbsp; 697269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-W01 Class 2A2 | 7.00 | &nbsp;&nbsp;12-25-2033 | &nbsp;&nbsp; 124993 | &nbsp;&nbsp;&nbsp;&nbsp; 131691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-W01 Class 3A ±± | 4.04 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2043 | &nbsp;&nbsp; 33995 | &nbsp;&nbsp;&nbsp;&nbsp; 32136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-W02 Class 5A | 7.50 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2044 | &nbsp;&nbsp; 41218 | &nbsp;&nbsp;&nbsp;&nbsp; 43235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-W12 Class 2A ±± | 3.59 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2044 | &nbsp;&nbsp;1877420 | &nbsp;&nbsp;&nbsp;&nbsp; 1757972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2004-W15 Class 3A ±± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2044 | &nbsp;&nbsp;2640942 | &nbsp;&nbsp;&nbsp;&nbsp; 2501016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2005-25 Class PF (1 Month LIBOR +0.35%) ± | 4.37 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2035 | &nbsp;&nbsp; 581526 | &nbsp;&nbsp;&nbsp;&nbsp; 571626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2005-W03 Class 3A ±± | 3.47 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2045 | &nbsp;&nbsp; 495648 | &nbsp;&nbsp;&nbsp;&nbsp; 478088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-112 Class LF (1 Month LIBOR +0.55%) ± | 4.57 | &nbsp;&nbsp;11-25-2036 | &nbsp;&nbsp; 962772 | &nbsp;&nbsp;&nbsp;&nbsp; 950452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-16 Class FA (1 Month LIBOR +0.30%) ± | 4.32 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2036 | &nbsp;&nbsp; 384412 | &nbsp;&nbsp;&nbsp;&nbsp; 377889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-44 Class FY (1 Month LIBOR +0.57%) ± | 4.59 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2036 | &nbsp;&nbsp; 695285 | &nbsp;&nbsp;&nbsp;&nbsp; 690105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-5 Class 1-A ±± | 2.95 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2034 | &nbsp;&nbsp;1986734 | &nbsp;&nbsp;&nbsp;&nbsp; 1996951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-50 Class FE (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2036 | &nbsp;&nbsp;1228008 | &nbsp;&nbsp;&nbsp;&nbsp; 1212853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2006-W01 Class 3A ±± | 2.61 | &nbsp;&nbsp;10-25-2045 | &nbsp;&nbsp;1724952 | &nbsp;&nbsp;&nbsp;&nbsp; 1678177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2007-109 Class PF (1 Month LIBOR +0.65%) ± | 4.67 | &nbsp;&nbsp;12-25-2037 | &nbsp;&nbsp; 362689 | &nbsp;&nbsp;&nbsp;&nbsp; 360041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2007-4 Class DF (1 Month LIBOR +0.45%) ± | 4.46 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2037 | &nbsp;&nbsp; 548662 | &nbsp;&nbsp;&nbsp;&nbsp; 538944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2007-86 Class FA (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2037 | &nbsp;&nbsp; 979733 | &nbsp;&nbsp;&nbsp;&nbsp; 968306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2007-95 Class A2 (1 Month LIBOR +0.25%) ± | 3.84 | &nbsp;&nbsp;&nbsp;&nbsp;8-27-2036 | &nbsp;&nbsp; 98920 | &nbsp;&nbsp;&nbsp;&nbsp; 95894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2008-67 Class FG (1 Month LIBOR +1.00%) ± | 5.02 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2038 | &nbsp;&nbsp;503894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2009-106 Class FA (1 Month LIBOR +0.75%) ± | 4.77 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2040 | &nbsp;&nbsp;803783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2009-11 Class FU (1 Month LIBOR +1.00%) ± | 5.02 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2049 | &nbsp;&nbsp;187718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2010-27 Class BF (1 Month LIBOR +0.55%) ± | 4.57 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2040 | &nbsp;&nbsp;1636227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2010-27 Class FG (1 Month LIBOR +1.00%) ± | 5.02 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2040 | &nbsp;&nbsp;2503663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2010-54 Class AF (1 Month LIBOR +0.56%) ± | 4.58 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2037 | &nbsp;&nbsp;220918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2010-54 Class FT (1 Month LIBOR +0.76%) ± | 4.78 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2037 | &nbsp;&nbsp;3332617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2010-8 Class FE (1 Month LIBOR +0.79%) ± | 4.81 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2040 | &nbsp;&nbsp;2635504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2011-21 Class PF (1 Month LIBOR +0.35%) ± | 4.37 | &nbsp;&nbsp;12-25-2041 | &nbsp;&nbsp;199374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2011-71 Class FA (1 Month LIBOR +0.62%) ± | 4.64 | &nbsp;&nbsp;12-25-2036 | &nbsp;&nbsp;1566538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2012-122 Class FM (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;11-25-2042 | &nbsp;&nbsp;930595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2012-17 Class EF (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2041 | &nbsp;&nbsp;1269481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2012-47 Class FW (1 Month LIBOR +1.70%) ± | 5.72 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2027 | &nbsp;&nbsp;90031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2013-130 Class CF (1 Month LIBOR +0.25%) ± | 4.27 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2043 | &nbsp;&nbsp;318704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2013-23 Class LF (1 Month LIBOR +0.35%) ± | 2.92 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2043 | &nbsp;&nbsp;2907048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2014-10 Class CF (1 Month LIBOR +0.30%) ± | 2.64 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2044 | &nbsp;&nbsp;662902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2014-49 Class AF (1 Month LIBOR +0.32%) ± | 3.33 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2044 | &nbsp;&nbsp;118220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2015-38 Class DF (1 Month LIBOR +0.31%) ± | 3.44 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2055 | &nbsp;&nbsp;1507226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2015-4 Class FA (1 Month LIBOR +0.35%) ± | 3.48 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2045 | &nbsp;&nbsp;933240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-40 Class AF (1 Month LIBOR +0.45%) ± | 3.25 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2046 | &nbsp;&nbsp;4363027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-40 Class PF (1 Month LIBOR +0.45%) ± | 3.49 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2046 | &nbsp;&nbsp;4084119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-58 Class FA (1 Month LIBOR +0.48%) ± | 3.40 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2046 | &nbsp;&nbsp;430728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-62 Class AF (1 Month LIBOR +0.45%) ± | 3.32 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2046 | &nbsp;&nbsp;554526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-64 Class KF (1 Month LIBOR +0.47%) ± | 3.12 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2046 | &nbsp;&nbsp;1116554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-76 Class CF (1 Month LIBOR +0.45%) ± | 3.30 | &nbsp;&nbsp;10-25-2046 | &nbsp;&nbsp;685085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-82 Class FM (1 Month LIBOR +0.40%) ± | 3.37 | &nbsp;&nbsp;11-25-2046 | &nbsp;&nbsp;1383385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2016-87 Class AF (1 Month LIBOR +0.40%) ± | 3.14 | &nbsp;&nbsp;11-25-2046 | &nbsp;&nbsp;299090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2017-45 Class FA (1 Month LIBOR +0.32%) ± | 3.45 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2047 | &nbsp;&nbsp;3517501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2017-M9 Class F (1 Month LIBOR +0.48%) ± | 4.52 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2029 | &nbsp;&nbsp;4607263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2018-39 Class WF (1 Month LIBOR +0.30%) ± | 3.20 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2048 | &nbsp;&nbsp;3164240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2018-47 Class PC | 3.50 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2047 | &nbsp;&nbsp;176204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2018-72 Class FB (1 Month LIBOR +0.35%) ± | 4.37 | &nbsp;&nbsp;10-25-2058 | &nbsp;&nbsp;2569739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508999 |

---

See accompanying notes to portfolio of investments

------

10 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-25 Class FA (1 Month LIBOR +0.45%) ± | 4.47% | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2049 | &nbsp;&nbsp;$271828 | &nbsp;&nbsp;$264777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-38 Class AF (1 Month LIBOR +0.40%) ± | 3.27 | &nbsp;&nbsp;&nbsp;&nbsp;7-25-2049 | &nbsp;&nbsp;3586667 | &nbsp;&nbsp;&nbsp;&nbsp; 3593119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-41 Class F (1 Month LIBOR +0.50%) ± | 4.52 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2059 | &nbsp;&nbsp;2385389 | &nbsp;&nbsp;&nbsp;&nbsp; 2331052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-42 Class MF (1 Month LIBOR +0.40%) ± | 3.24 | &nbsp;&nbsp;&nbsp;&nbsp;8-25-2059 | &nbsp;&nbsp;1919298 | &nbsp;&nbsp;&nbsp;&nbsp; 1857133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-5 Class FE (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2049 | &nbsp;&nbsp; 383143 | &nbsp;&nbsp;&nbsp;&nbsp; 372877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2019-53 Class FA (1 Month LIBOR +0.40%) ± | 3.12 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2049 | &nbsp;&nbsp;1461540 | &nbsp;&nbsp;&nbsp;&nbsp; 1412087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2020-10 Class Q | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2050 | &nbsp;&nbsp;2734574 | &nbsp;&nbsp;&nbsp;&nbsp; 2453344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2020-29 Class FA (1 Month LIBOR +0.65%) ± | 3.28 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2050 | &nbsp;&nbsp; 971589 | &nbsp;&nbsp;&nbsp;&nbsp; 964741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2020-36 Class FH (1 Month LIBOR +0.45%) ± | 4.47 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2050 | &nbsp;&nbsp;2606883 | &nbsp;&nbsp;&nbsp;&nbsp; 2521459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2020-37 Class FD (1 Month LIBOR +0.40%) ± | 4.42 | &nbsp;&nbsp;&nbsp;&nbsp;6-25-2050 | &nbsp;&nbsp;2478458 | &nbsp;&nbsp;&nbsp;&nbsp; 2433598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series 2021-85 Class EF (30 Day Average U.S. SOFR +0.18%) ± | 2.63 | &nbsp;&nbsp;12-25-2051 | &nbsp;&nbsp;3749399 | &nbsp;&nbsp;&nbsp;&nbsp; 3756875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FNMA Series G93-1 Class K | 6.68 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2023 | &nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA (1 Year Treasury Constant Maturity +1.50%) ± | 2.63 | &nbsp;&nbsp;&nbsp;&nbsp;1-20-2034 | &nbsp;&nbsp; 848986 | &nbsp;&nbsp;&nbsp;&nbsp; 831781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA (1 Year Treasury Constant Maturity +2.00%) ± | 3.13 | &nbsp;&nbsp;&nbsp;&nbsp;1-20-2041 | &nbsp;&nbsp; 22819 | &nbsp;&nbsp;&nbsp;&nbsp; 22714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA (1 Year Treasury Constant Maturity +2.00%) ± | 3.38 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2041 | &nbsp;&nbsp; 26339 | &nbsp;&nbsp;&nbsp;&nbsp; 26175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA (1 Month LIBOR +0.62%) ± | 3.70 | &nbsp;&nbsp;&nbsp;&nbsp;5-20-2058 | &nbsp;&nbsp; 135986 | &nbsp;&nbsp;&nbsp;&nbsp; 134952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA (1 Year Treasury Constant Maturity +1.40%) ± | 5.48 | &nbsp;&nbsp;&nbsp;&nbsp;6-20-2058 | &nbsp;&nbsp; 29556 | &nbsp;&nbsp;&nbsp;&nbsp; 29609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 6.45 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2025 | &nbsp;&nbsp; 12897 | &nbsp;&nbsp;&nbsp;&nbsp; 13054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 6.45 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2025 | &nbsp;&nbsp; 15750 | &nbsp;&nbsp;&nbsp;&nbsp; 16543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 6.50 | &nbsp;&nbsp;&nbsp;&nbsp;8-20-2034 | &nbsp;&nbsp; 116722 | &nbsp;&nbsp;&nbsp;&nbsp; 114441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 9.00 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2024 | &nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 9.00 | &nbsp;&nbsp;11-20-2024 | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp; 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 9.00 | &nbsp;&nbsp;&nbsp;&nbsp;1-20-2025 | &nbsp;&nbsp; 1069 | &nbsp;&nbsp;&nbsp;&nbsp; 1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA | 9.00 | &nbsp;&nbsp;&nbsp;&nbsp;2-20-2025 | &nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2004-80 Class FA (1 Month LIBOR +0.40%) ± | 4.34 | &nbsp;&nbsp;10-20-2034 | &nbsp;&nbsp;374240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2006-16 Class DF (1 Month LIBOR +0.11%) ± | 4.05 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2036 | &nbsp;&nbsp;1905002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2008-65 Class FG (1 Month LIBOR +0.75%) ± | 4.69 | &nbsp;&nbsp;&nbsp;&nbsp;8-20-2038 | &nbsp;&nbsp;648520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2008-68 Class FA (1 Month LIBOR +0.95%) ± | 4.89 | &nbsp;&nbsp;&nbsp;&nbsp;8-20-2038 | &nbsp;&nbsp;804453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-12 Class FA (1 Month LIBOR +0.95%) ± | 4.89 | &nbsp;&nbsp;&nbsp;&nbsp;3-20-2039 | &nbsp;&nbsp;1030847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-15 Class FL (1 Month LIBOR +0.95%) ± | 4.89 | &nbsp;&nbsp;&nbsp;&nbsp;3-20-2039 | &nbsp;&nbsp;1030847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-29 Class FL (1 Month LIBOR +0.65%) ± | 4.54 | &nbsp;&nbsp;&nbsp;&nbsp;5-16-2039 | &nbsp;&nbsp;1087807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-36 Class FE (1 Month LIBOR +0.80%) ± | 4.74 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2038 | &nbsp;&nbsp;1040598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-50 Class FW (1 Month LIBOR +1.00%) ± | 4.94 | &nbsp;&nbsp;&nbsp;&nbsp;7-20-2039 | &nbsp;&nbsp;778076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2009-52 Class FD (1 Month LIBOR +0.95%) ± | 4.84 | &nbsp;&nbsp;&nbsp;&nbsp;7-16-2039 | &nbsp;&nbsp;388809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2010-25 Class FH (1 Month LIBOR +0.72%) ± | 4.61 | &nbsp;&nbsp;&nbsp;&nbsp;2-16-2040 | &nbsp;&nbsp;545289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2010-79 Class YF (1 Month LIBOR +0.35%) ± | 4.29 | &nbsp;&nbsp;&nbsp;&nbsp;5-20-2035 | &nbsp;&nbsp;1778535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2011-117 Class FJ (1 Month LIBOR +0.87%) ± | 4.81 | &nbsp;&nbsp;&nbsp;&nbsp;8-20-2041 | &nbsp;&nbsp;1001044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2011-H12 Class FA (1 Month LIBOR +0.49%) ± | 3.63 | &nbsp;&nbsp;&nbsp;&nbsp;2-20-2061 | &nbsp;&nbsp;444735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2011-H17 Class FA (1 Month LIBOR +0.53%) ± | 3.67 | &nbsp;&nbsp;&nbsp;&nbsp;6-20-2061 | &nbsp;&nbsp;382836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2012-124 Class GF (1 Month LIBOR +0.25%) ± | 4.19 | &nbsp;&nbsp;10-20-2042 | &nbsp;&nbsp;1128697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2014-44 Class IA ♀ | 3.50 | &nbsp;&nbsp;&nbsp;&nbsp;5-20-2028 | &nbsp;&nbsp;1903084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2014-H16 Class FL (1 Month LIBOR +0.47%) ± | 3.10 | &nbsp;&nbsp;&nbsp;&nbsp;7-20-2064 | &nbsp;&nbsp;742641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2014-H22 Class FC (1 Month LIBOR +0.48%) ± | 3.62 | &nbsp;&nbsp;11-20-2064 | &nbsp;&nbsp;1518464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2015-H23 Class TA (1 Month LIBOR +0.47%) ± | 3.61 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2065 | &nbsp;&nbsp;1481564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2016-H24 Class FD (12 Month LIBOR +0.30%) ± | 4.43 | &nbsp;&nbsp;11-20-2066 | &nbsp;&nbsp;364034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2017-130 Class FH (1 Month LIBOR +0.30%) ± | 4.24 | &nbsp;&nbsp;&nbsp;&nbsp;8-20-2047 | &nbsp;&nbsp;1685387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2017-H11 Class FE (12 Month LIBOR +0.18%) ± | 2.35 | &nbsp;&nbsp;&nbsp;&nbsp;5-20-2067 | &nbsp;&nbsp;2692142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2017-H11 Class FP (1 Month LIBOR +0.22%) ± | 3.36 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2067 | &nbsp;&nbsp;60551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2018-120 Class FL (1 Month LIBOR +0.30%) ± | 4.24 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2048 | &nbsp;&nbsp;263534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2018-49 Class FM (1 Month LIBOR +0.25%) ± | 4.19 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2048 | &nbsp;&nbsp;1183313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2018-H07 Class FD (1 Month LIBOR +0.30%) ± | 3.44 | &nbsp;&nbsp;&nbsp;&nbsp;5-20-2068 | &nbsp;&nbsp;370944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2018-H13 Class FC (1 Month LIBOR +0.30%) ± | 3.44 | &nbsp;&nbsp;&nbsp;&nbsp;7-20-2068 | &nbsp;&nbsp;290746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-103 Class FG (1 Month LIBOR +0.45%) ± | 4.39 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2049 | &nbsp;&nbsp;1067429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-129 Class WF (1 Month LIBOR +0.40%) ± | 2.42 | &nbsp;&nbsp;&nbsp;&nbsp;2-20-2046 | &nbsp;&nbsp;1342041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306199 |

---

See accompanying notes to portfolio of investments

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Allspring Adjustable Rate Government Fund \| 11

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Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Agency securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-42 Class F (1 Month LIBOR +0.45%) ± | 2.61% | &nbsp;&nbsp;&nbsp;&nbsp;3-20-2046 | &nbsp;&nbsp;$1282917 | &nbsp;&nbsp;$1219377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-90 Class FD (1 Month LIBOR +0.35%) ± | 4.29 | &nbsp;&nbsp;&nbsp;&nbsp;7-20-2049 | &nbsp;&nbsp;2947234 | &nbsp;&nbsp;&nbsp;&nbsp; 2874328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-H06 Class FD (1 Month LIBOR +0.72%) ± | 1.85 | &nbsp;&nbsp;&nbsp;&nbsp;1-20-2069 | &nbsp;&nbsp; 620757 | &nbsp;&nbsp;&nbsp;&nbsp; 595639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-H09 Class FE (1 Month LIBOR +0.50%) ± | 3.64 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2069 | &nbsp;&nbsp; 964857 | &nbsp;&nbsp;&nbsp;&nbsp; 945055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-H10 Class FB (1 Month LIBOR +0.60%) ± | 2.88 | &nbsp;&nbsp;&nbsp;&nbsp;6-20-2069 | &nbsp;&nbsp;2919407 | &nbsp;&nbsp;&nbsp;&nbsp; 2793742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2019-H15 Class FE (1 Month LIBOR +0.63%) ± | 3.77 | &nbsp;&nbsp;&nbsp;&nbsp;9-20-2069 | &nbsp;&nbsp;1940018 | &nbsp;&nbsp;&nbsp;&nbsp; 1880826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2020-H12 Class F (1 Month LIBOR +0.50%) ± | 3.64 | &nbsp;&nbsp;&nbsp;&nbsp;7-20-2070 | &nbsp;&nbsp; 762665 | &nbsp;&nbsp;&nbsp;&nbsp; 731273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2020-H19 Class FB (1 Month LIBOR +0.45%) ± | 2.74 | &nbsp;&nbsp;11-20-2070 | &nbsp;&nbsp;2367595 | &nbsp;&nbsp;&nbsp;&nbsp; 2273233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2021-H01 Class FC (1 Month LIBOR +0.40%) ± | 3.51 | &nbsp;&nbsp;11-20-2070 | &nbsp;&nbsp;1489180 | &nbsp;&nbsp;&nbsp;&nbsp; 1421923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2021-H14 Class FA (30 Day Average U.S. SOFR +0.30%) ± | 2.24 | &nbsp;&nbsp;&nbsp;&nbsp;4-20-2070 | &nbsp;&nbsp;3651763 | &nbsp;&nbsp;&nbsp;&nbsp; 3450187 |
| &nbsp;&nbsp;**Total Agency securities (Cost $347,253,047)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**337042440** |
| &nbsp;&nbsp;**Asset-backed securities: 6.72%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazos Education Funding Series 2015-1 Class A (1 Month LIBOR +1.00%) 144A± | 5.04 | &nbsp;&nbsp;10-25-2056 | &nbsp;&nbsp;1713101 | &nbsp;&nbsp;&nbsp;&nbsp; 1696366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cal Dive I Title XI Incorporated | 4.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-1-2027 | &nbsp;&nbsp;2577413 | &nbsp;&nbsp;&nbsp;&nbsp; 2571717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ECMC Group Student Loan Trust Series 2018-1A Class A (1 Month LIBOR +0.75%) 144A±± | 4.77 | &nbsp;&nbsp;&nbsp;&nbsp;2-27-2068 | &nbsp;&nbsp;2233580 | &nbsp;&nbsp;&nbsp;&nbsp; 2136490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ECMC Group Student Loan Trust Series 2018-2A Class A (1 Month LIBOR +0.80%) 144A± | 4.82 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2068 | &nbsp;&nbsp;3827807 | &nbsp;&nbsp;&nbsp;&nbsp; 3652018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EFS Volunteer LLC Series 2010-1 Class A2 (3 Month LIBOR +0.85%) 144A± | 5.21 | &nbsp;&nbsp;10-25-2035 | &nbsp;&nbsp; 444185 | &nbsp;&nbsp;&nbsp;&nbsp; 441332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2017-3A Class A2 (1 Month LIBOR +0.60%) 144A± | 4.62 | &nbsp;&nbsp;&nbsp;&nbsp;7-26-2066 | &nbsp;&nbsp; 319108 | &nbsp;&nbsp;&nbsp;&nbsp; 318954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2018-2A Class A2 (1 Month LIBOR +0.38%) 144A± | 4.40 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2067 | &nbsp;&nbsp; 25978 | &nbsp;&nbsp;&nbsp;&nbsp; 25960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2018-3A Class A2 (1 Month LIBOR +0.42%) 144A± | 4.44 | &nbsp;&nbsp;&nbsp;&nbsp;3-25-2067 | &nbsp;&nbsp; 730221 | &nbsp;&nbsp;&nbsp;&nbsp; 728156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2018-4A Class A2 144A (1 Month LIBOR +0.68%) 144A± | 4.70 | &nbsp;&nbsp;&nbsp;&nbsp;6-27-2067 | &nbsp;&nbsp;3838294 | &nbsp;&nbsp;&nbsp;&nbsp; 3716535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2020-2A Class A1B (1 Month LIBOR +0.90%) 144A± | 4.94 | &nbsp;&nbsp;&nbsp;&nbsp;8-26-2069 | &nbsp;&nbsp;1118069 | &nbsp;&nbsp;&nbsp;&nbsp; 1082638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2020-GA Class A 144A | 1.17 | &nbsp;&nbsp;&nbsp;&nbsp;9-16-2069 | &nbsp;&nbsp;1168309 | &nbsp;&nbsp;&nbsp;&nbsp; 1028152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2021-1A Class A1B 144A (1 Month LIBOR +0.60%) 144A± | 4.64 | &nbsp;&nbsp;12-26-2069 | &nbsp;&nbsp;888577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Series 2019-2A Class A (1 Month LIBOR +0.90%) 144A± | 4.94 | &nbsp;&nbsp;&nbsp;&nbsp;6-27-2067 | &nbsp;&nbsp;3122348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Series 2019-4A Class A (1 Month LIBOR +0.87%) 144A± | 4.91 | &nbsp;&nbsp;&nbsp;&nbsp;9-26-2067 | &nbsp;&nbsp;650561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust Series 2019-7A Class A1 (1 Month LIBOR +0.50%) 144A± | 4.54 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2068 | &nbsp;&nbsp;341149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLM Student Loan Trust Series 2003-10A Class A4 (3 Month LIBOR +0.67%) 144A± | 3.96 | &nbsp;&nbsp;12-17-2068 | &nbsp;&nbsp;3656407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLM Student Loan Trust Series 2004-10 Class A7B (3 Month LIBOR +0.60%) 144A± | 4.96 | &nbsp;&nbsp;10-25-2029 | &nbsp;&nbsp;275794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLM Student Loan Trust Series 2005-4 Class A3 (3 Month LIBOR +0.12%) ± | 4.48 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2027 | &nbsp;&nbsp;116507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Carolina Student Loan Series 2008-1 Class A4 (3 Month LIBOR +1.00%) ± | 4.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9-3-2024 | &nbsp;&nbsp;75207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74943 |
| &nbsp;&nbsp;**Total Asset-backed securities (Cost $27,144,526)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26197869** |
| &nbsp;&nbsp;**Non-agency mortgage-backed securities: 4.92%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC Series 2020-R1 Class A1 144A±± | 0.99 | &nbsp;&nbsp;&nbsp;&nbsp;4-25-2053 | &nbsp;&nbsp;702054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652831 |

---

See accompanying notes to portfolio of investments

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12 \| Allspring Adjustable Rate Government Fund

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Interest<br> rate** | &nbsp;&nbsp;**Maturity<br> date** | &nbsp;&nbsp;**Principal** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;**Non-agency mortgage-backed securities (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cascade Funding Mortgage Trust Series 2020-HB4 Class A 144A±± | 0.95% | &nbsp;&nbsp;12-26-2030 | &nbsp;&nbsp;$882358 | &nbsp;&nbsp;$852473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Trust Series 2022-NQM1 Class A1 144A±± | 2.27 | &nbsp;&nbsp;11-25-2066 | &nbsp;&nbsp;2771585 | &nbsp;&nbsp;&nbsp;&nbsp; 2242735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FRESB Mortgage Trust Series 2022-SB94 Class A5H ±± | 1.72 | &nbsp;&nbsp;11-25-2041 | &nbsp;&nbsp;5957904 | &nbsp;&nbsp;&nbsp;&nbsp; 5461921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Mortgage-Backed Securities Trust Series 2020-PJ4 Class A2 144A±± | 3.00 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2051 | &nbsp;&nbsp; 661579 | &nbsp;&nbsp;&nbsp;&nbsp; 561368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust Series 2021-NQM2 Class A2 144A±± | 1.36 | &nbsp;&nbsp;&nbsp;&nbsp;9-25-2056 | &nbsp;&nbsp; 651938 | &nbsp;&nbsp;&nbsp;&nbsp; 495801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust Series 2022-NQM1 Class A1 144A±± | 2.49 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2067 | &nbsp;&nbsp;2489738 | &nbsp;&nbsp;&nbsp;&nbsp; 2176674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust Series 2016-5 Class A1 144A±± | 4.05 | &nbsp;&nbsp;12-25-2046 | &nbsp;&nbsp; 573807 | &nbsp;&nbsp;&nbsp;&nbsp; 544301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFRA Trust Series 2020-NQM3 Class A1 144A±± | 1.01 | &nbsp;&nbsp;&nbsp;&nbsp;1-26-2065 | &nbsp;&nbsp; 315099 | &nbsp;&nbsp;&nbsp;&nbsp; 287657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust Series 2018-4A Class A1M (1 Month LIBOR +0.90%) 144A± | 4.92 | &nbsp;&nbsp;&nbsp;&nbsp;1-25-2048 | &nbsp;&nbsp;1100134 | &nbsp;&nbsp;&nbsp;&nbsp; 1054030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust Series 2020-RPL1 Class A1 144A±± | 2.75 | &nbsp;&nbsp;11-25-2059 | &nbsp;&nbsp; 209902 | &nbsp;&nbsp;&nbsp;&nbsp; 190595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Onslow Bay Financial LLC Series 2022-NQM1 Class A1 144A±± | 2.31 | &nbsp;&nbsp;11-25-2061 | &nbsp;&nbsp;2917904 | &nbsp;&nbsp;&nbsp;&nbsp; 2445503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Starwood Commercial Mortgage Trust Series 2022-FL3 Class A (30 Day Average U.S. SOFR +1.35%) 144A± | 4.57 | &nbsp;&nbsp;11-15-2038 | &nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp;&nbsp; 920932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust Series 2021-2 Class A1 144A±± | 0.94 | &nbsp;&nbsp;&nbsp;&nbsp;5-25-2065 | &nbsp;&nbsp; 849879 | &nbsp;&nbsp;&nbsp;&nbsp; 782998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust Series 2017-5 Class A1 (1 Month LIBOR +0.60%) 144A± | 3.51 | &nbsp;&nbsp;&nbsp;&nbsp;2-25-2057 | &nbsp;&nbsp; 514672 | &nbsp;&nbsp;&nbsp;&nbsp; 506340 |
| &nbsp;&nbsp;**Total Non-agency mortgage-backed securities (Cost $21,584,873)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19176159** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Yield** | &nbsp;&nbsp;**Shares** |  |
| &nbsp;&nbsp;**Short-term investments: 1.64%** |  |  |  |  |
| &nbsp;&nbsp;**Investment companies: 1.64%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allspring Government Money Market Fund Select Class ♠∞ |  | 3.60 | &nbsp;&nbsp;&nbsp;&nbsp;6383013 | &nbsp;&nbsp;&nbsp;&nbsp; 6383013 |
| &nbsp;&nbsp;**Total Short-term investments (Cost $6,383,013)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6383013** |
| &nbsp;&nbsp;**Total investments in securities (Cost $402,365,459)** | &nbsp;&nbsp;99.71% |  |  | &nbsp;&nbsp;&nbsp;&nbsp;388799481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other assets and liabilities, net | &nbsp;&nbsp;&nbsp;&nbsp;0.29 |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1138349 |
| &nbsp;&nbsp;**Total net assets** | **100.00%** |  |  | &nbsp;&nbsp;**$389937830** |

---

---

| | |
|:---|:---|
| ± | Variable rate investment. The rate shown is the rate in effect at period end. |
| ±± | The coupon of the security is adjusted based on the principal and/or interest payments received from the underlying pool of mortgages as well as the credit quality and the actual prepayment speed of the underlying mortgages. The rate shown is the rate in effect at period end. |
| ♀ | Investment in an interest-only security that entitles holders to receive only the interest payments on the underlying mortgages. The principal amount shown is the notional amount of the underlying mortgages. The rate represents the coupon rate. |
| 144A | The security may be resold in transactions exempt from registration, normally to qualified institutional buyers, pursuant to Rule 144A under the Securities Act of 1933. |
| ♠ | The issuer of the security is an affiliated person of the Fund as defined in the Investment Company Act of 1940. |
| ∞ | The rate represents the 7-day annualized yield at period end. |

---

See accompanying notes to portfolio of investments

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Allspring Adjustable Rate Government Fund \| 13

------

Portfolio of investments—November 30, 2022 (unaudited)

------

---

| | |
|:---|:---|
| Abbreviations: | Abbreviations: |
| COFI | &nbsp;&nbsp;&nbsp;Cost of Funds Index |
| FHLMC | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corporation |
| FNMA | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association |
| GNMA | &nbsp;&nbsp;&nbsp;Government National Mortgage Association |
| LIBOR | &nbsp;&nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;&nbsp;Secured Overnight Financing Rate |

---

#### Investments in affiliates
An affiliated investment is an investment in which the Fund owns at least 5% of the outstanding voting shares of the issuer or as a result of other relationships, such as the Fund and the issuer having the same investment manager. Transactions with issuers that were affiliates of the Fund at the end of the period were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value,<br> beginning of<br> period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gains<br> (losses)** | **Net<br> change in<br> unrealized<br> gains<br> (losses)** | **Value,<br> end of<br> period** | **Shares,<br> end<br> of period** | **Income<br> from<br> affiliated<br> securities** |
| &nbsp;&nbsp;**Short-term investments** | &nbsp;&nbsp;**Short-term investments** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allspring Government Money Market Fund Select Class | $1904979 | $60594008 | $(56115974) | $0 | $0 | $6383013 | 6383013 | $27845 |

---

#### Futures contracts

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Description** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> cost** | &nbsp;&nbsp;**Notional<br> value** | &nbsp;&nbsp;**Unrealized<br> gains** | &nbsp;&nbsp;**Unrealized<br> losses** |
| &nbsp;&nbsp;**Short** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;10-Year U.S. Treasury Notes | &nbsp;&nbsp;&nbsp;&nbsp;(56) | &nbsp;&nbsp;3-22-2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(6346248) | &nbsp;&nbsp;&nbsp;&nbsp;$(6356000) | &nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$(9752) |
| &nbsp;&nbsp;&nbsp;&nbsp;2-Year U.S. Treasury Notes | &nbsp;&nbsp;(536) | &nbsp;&nbsp;3-31-2023 | &nbsp;&nbsp;&nbsp;&nbsp;(109870767) | &nbsp;&nbsp;&nbsp;&nbsp;(110072625) | &nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;(201858) |
| &nbsp;&nbsp;&nbsp;&nbsp;5-Year U.S. Treasury Notes | &nbsp;&nbsp;(259) | &nbsp;&nbsp;3-31-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28026908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28119711) | &nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92803) |
|  |  |  |  |  | &nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$(304413)** |

---

See accompanying notes to portfolio of investments

------

14 \| Allspring Adjustable Rate Government Fund

------

Notes to portfolio of investments—November 30, 2022 (unaudited)

------

Securities valuation

All investments are valued each business day as of the close of regular trading on the New York Stock Exchange (generally 4 p.m. Eastern Time), although the Fund may deviate from this calculation time under unusual or unexpected circumstances.

Debt securities are valued at the evaluated bid price provided by an independent pricing service (e.g. taking into account various factors, including yields, maturities, or credit ratings) or, if a reliable price is not available, the quoted bid price from an independent broker-dealer.

Futures contracts that are listed on a foreign or domestic exchange or market are valued at the official closing price or, if none, the last sales price.

Investments in registered open-end investment companies (other than those listed on a foreign or domestic exchange or market) are valued at net asset value.

Investments which are not valued using the methods discussed above are valued at their fair value, as determined in good faith by Allspring Funds Management, LLC ("Allspring Funds Management"), which was named the valuation designee by the Board of Trustees. As the valuation designee, Allspring Funds Management is responsible for day-to-day valuation activities for the Allspring Funds. In connection with these responsibilities, Allspring Funds Management has established a Valuation Committee and has delegated to it the authority to take any actions regarding the valuation of portfolio securities that the Valuation Committee deems necessary or appropriate, including determining the fair value of portfolio securities. On a quarterly basis, the Board of Trustees receives reports of valuation actions taken by the Valuation Committee. On at least an annual basis, the Board of Trustees receives an assessment of the adequacy and effectiveness of Allspring Funds Management's process for determining the fair value of the portfolio of investments.

Futures contracts

Futures contracts are agreements between the Fund and a counterparty to buy or sell a specific amount of a commodity, financial instrument or currency at a specified price and on a specified date. The Fund may buy and sell futures contracts in order to gain exposure to, or protect against, changes in interest rates and is subject to interest rate risk. The primary risks associated with the use of futures contracts are the imperfect correlation between changes in market values of securities held by the Fund and the prices of futures contracts, and the possibility of an illiquid market. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. With futures contracts, there is minimal counterparty risk to the Fund since futures contracts are exchange traded and the exchange's clearinghouse, as the counterparty to all exchange traded futures, guarantees the futures contracts against default.

Upon entering into futures contracts, the Fund is required to deposit either cash or securities (initial margin) with the broker in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are paid to or from the broker each day equal to the daily changes in the contract value. Such payments are recorded as unrealized gains or losses and, if any, shown as variation margin receivable (payable). Should the Fund fail to make requested variation margin payments, the broker can gain access to the initial margin to satisfy the Fund's payment obligations. When the contracts are closed, a realized gain or loss is recorded.

Fair valuation measurements

Fair value measurements of investments are determined within a framework that has established a fair value hierarchy based upon the various data inputs utilized in determining the value of the Fund's investments. The three-level hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The Fund's investments are classified within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement. The inputs are summarized into three broad levels as follows:

■ Level 1 – quoted prices in active markets for identical securities

■ Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

■ Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing investments in securities are not necessarily an indication of the risk associated with investing in those securities.

------

Allspring Adjustable Rate Government Fund \| 15

------

Notes to portfolio of investments—November 30, 2022 (unaudited)

------

The following is a summary of the inputs used in valuing the Fund's assets and liabilities as of November 30, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | &nbsp;&nbsp;Quoted prices<br> (Level 1) | &nbsp;&nbsp;&nbsp;&nbsp;Other significant<br> observable inputs<br> (Level 2) | &nbsp;&nbsp;&nbsp;&nbsp;Significant<br> unobservable inputs<br> (Level 3) | &nbsp;&nbsp;&nbsp;&nbsp;Total |
| &nbsp;&nbsp;&nbsp;&nbsp;**<u>Assets</u>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Investments in:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Agency securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$337042440 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$337042440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Asset-backed securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26197869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26197869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Non-agency mortgage-backed securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19176159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19176159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Short-term investments** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*Investment companies* | &nbsp;&nbsp;&nbsp;&nbsp;6383013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6383013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total assets** | &nbsp;&nbsp;**$6383013** | &nbsp;&nbsp;&nbsp;&nbsp;**$382416468** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$388799481** |
| &nbsp;&nbsp;&nbsp;&nbsp;**<u>Liabilities</u>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Futures contracts** | &nbsp;&nbsp;&nbsp;$304413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$304413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total liabilities** | &nbsp;&nbsp;&nbsp;**$304413** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$304413** |

---

Futures contracts are reported at their cumulative unrealized gains (losses) at measurement date as reported in the table following the Portfolio of Investments. All other assets and liabilities are reported at their market value at measurement date.

Additional sector, industry or geographic detail, if any, is included in the Portfolio of Investments.

As of November 30, 2022, $1,145,978 was segregated as cash collateral for open futures contracts.

For the three months ended November 30, 2022, the Fund did not have any transfers into/out of Level 3.

------

16 \| Allspring Adjustable Rate Government Fund

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING FUNDS TRUST

- **b. Investment Company Act file number:** 811-09253

- **c. CIK number of Registrant:** 0001081400

- **d. LEI of Registrant:** 549300XROIY0CTN7RZ24

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

  - **Street Address 1:** 525 MARKET STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-222-8222

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

- **a. Name of Series:** Allspring Adjustable Rate Government Fund

- **b. EDGAR series identifier (if any):** S000029096

- **c. LEI of Series:** 549300M33JC6U6N0MH39

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $392346218.84

**Total Liabilities:** $838890.66

**Net Assets:** $391507328.18

**Cash Not Reported:** $1085041.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -162.92000000 | **1-Year:** -2441.14000000 | **5-Year:** -8140.45000000 | **10-Year:** -6159.41000000 | **30-Year:** -272.90000000

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

- **3-Month:** -562.13000000 | **1-Year:** -2124.44000000 | **5-Year:** -5430.04000000 | **10-Year:** -7855.64000000 | **30-Year:** -1722.52000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089448 | 0.13%                | -0.41%               | 0.18%                |
| Class ID C000089445 | -0.01%               | -0.43%               | 0.16%                |
| Class ID C000092798 | 0.00%                | -0.42%               | 0.17%                |
| Class ID C000089447 | 0.04%                | -0.50%               | -0.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-304014.91              | $-2316810.84                               |
| Month 2  | $-388.54                 | $-3203378.86                               |
| Month 3  | $-13227.97               | $614843.31                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S4E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385051 | PA      | $378510.61    | 0.10%             | 2035-10-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500603 | PA      | $507859.46    | 0.13%             | 2034-10-01      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31394KHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3009373 | PA      | $3084998.14   | 0.79%             | 2033-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31358R6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        62 | PA      | $62.13        | 0.00%             | 2023-01-25      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336SRX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115218 | PA      | $113160.82    | 0.03%             | 2033-05-01      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128LLZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114279 | PA      | $116827.99    | 0.03%             | 2042-08-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2647230 | PA      | $2655577.27   | 0.68%             | 2043-10-01      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133T4DZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1225 | PA      | $1226.97      | 0.00%             | 2024-02-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31395DTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228008 | PA      | $1212852.53   | 0.31%             | 2036-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FG5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183793 | PA      | $179669.39    | 0.05%             | 2028-03-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31396HZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2011691 | PA      | $2044154.53   | 0.52%             | 2036-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2020-R1                             | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702054 | PA      | $652830.64    | 0.17%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376XXU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       600 | PA      | $595.47       | 0.00%             | 2024-04-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2004-W1                                     | CUSIP: 31393U4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33995 | PA      | $32136.23     | 0.01%             | 2043-01-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1236469 | PA      | $1212678.97   | 0.31%             | 2030-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202CDH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.17        | 0.00%             | 2024-11-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HD2L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1795 | PA      | $1789.11      | 0.00%             | 2025-12-01      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128Q43Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326207 | PA      | $324943.24    | 0.08%             | 2037-10-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119289 | PA      | $117234.90    | 0.03%             | 2035-10-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402C3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277562 | PA      | $275579.52    | 0.07%             | 2033-01-01      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2003-W2                                     | CUSIP: 31392JAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202451 | PA      | $215067.20    | 0.05%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398PEY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2503663 | PA      | $2498796.43   | 0.64%             | 2040-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402C3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456271 | PA      | $447038.32    | 0.11%             | 2033-05-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31411WPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222380 | PA      | $226004.11    | 0.06%             | 2036-10-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31409XEN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285923 | PA      | $281340.36    | 0.07%             | 2037-05-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38381TC37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620757 | PA      | $595639.31    | 0.15%             | 2069-01-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205584 | PA      | $204436.37    | 0.05%             | 2036-09-01      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FNWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1585155 | PA      | $1573198.88   | 0.40%             | 2038-12-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31378UXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17192 | PA      | $17258.25     | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-G             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1168309 | PA      | $1028151.50   | 0.26%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392EX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3874335 | PA      | $3779613.01   | 0.97%             | 2042-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348MXS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18636 | PA      | $18097.33     | 0.00%             | 2027-08-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2093791 | PA      | $2112445.90   | 0.54%             | 2036-02-01      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397H7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    808226 | PA      | $790921.78    | 0.20%             | 2037-05-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31396F4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527405 | PA      | $518481.64    | 0.13%             | 2035-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385SEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36658 | PA      | $36180.71     | 0.01%             | 2034-06-01      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387JR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21908 | PA      | $22559.76     | 0.01%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391LJN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172890 | PA      | $169710.39    | 0.04%             | 2033-02-01      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust                                     | CUSIP: 46647HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573807 | PA      | $544300.54    | 0.14%             | 2046-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2018-3                            | CUSIP: 63940TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730221 | PA      | $728155.66    | 0.19%             | 2067-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B5E50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2385389 | PA      | $2331052.22   | 0.60%             | 2059-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                           | CUSIP: 3128HXM85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604288 | PA      | $596008.66    | 0.15%             | 2042-07-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410F4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8678 | PA      | $8530.30      | 0.00%             | 2038-01-01      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                     | ECMC Group Student Loan Trust 2018-1                         | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2233580 | PA      | $2136490.06   | 0.55%             | 2068-02-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31394V4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384412 | PA      | $377888.74    | 0.10%             | 2036-03-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JNSP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131915 | PA      | $132164.84    | 0.03%             | 2037-04-01      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LHH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290746 | PA      | $285950.72    | 0.07%             | 2068-07-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349ATF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44252 | PA      | $43864.41     | 0.01%             | 2025-12-01      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31371EMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2532 | PA      | $2512.00      | 0.00%             | 2023-11-01      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60058 | PA      | $60688.97     | 0.02%             | 2040-04-01      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376RA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6961 | PA      | $6911.01      | 0.00%             | 2024-10-01      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86765 | PA      | $86430.15     | 0.02%             | 2034-03-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137A7Y38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239218 | PA      | $235066.27    | 0.06%             | 2041-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JA3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692678 | PA      | $696605.77    | 0.18%             | 2044-09-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B4ZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271828 | PA      | $264777.17    | 0.07%             | 2049-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373HXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200899 | PA      | $197186.83    | 0.05%             | 2034-04-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128Q3LT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155148 | PA      | $152858.44    | 0.04%             | 2036-02-01      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2002-T12                            | CUSIP: 31392D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    881813 | PA      | $830326.01    | 0.21%             | 2041-10-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295LBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143988 | PA      | $141512.52    | 0.04%             | 2030-06-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109267 | PA      | $106335.45    | 0.03%             | 2034-07-01      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ATVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554526 | PA      | $543478.18    | 0.14%             | 2046-09-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392BMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20841 | PA      | $20667.83     | 0.01%             | 2032-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    896424 | PA      | $893114.31    | 0.23%             | 2032-04-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348SUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34395 | PA      | $33807.47     | 0.01%             | 2026-11-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400851 | PA      | $391419.26    | 0.10%             | 2033-08-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QJYD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43038 | PA      | $41848.91     | 0.01%             | 2037-02-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2021-2                   | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849879 | PA      | $782997.94    | 0.20%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31395NAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695285 | PA      | $690104.72    | 0.18%             | 2036-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5CP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137285 | PA      | $138310.02    | 0.04%             | 2037-09-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38377GGS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1778535 | PA      | $1763206.05   | 0.45%             | 2035-05-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138NYZ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456432 | PA      | $468778.85    | 0.12%             | 2043-02-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403LQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39449 | PA      | $39287.50     | 0.01%             | 2033-08-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376R3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2692142 | PA      | $2631148.66   | 0.67%             | 2067-05-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T3                             | CUSIP: 31393YU78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244013 | PA      | $256241.27    | 0.07%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31378QBE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25987 | PA      | $25479.33     | 0.01%             | 2027-06-01      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36225FA82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22819 | PA      | $22713.87     | 0.01%             | 2041-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386SJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40699 | PA      | $40142.94     | 0.01%             | 2027-07-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295K4L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42874 | PA      | $41119.34     | 0.01%             | 2029-11-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31392MP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70560 | PA      | $70152.10     | 0.02%             | 2032-03-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31342AYW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14350 | PA      | $14071.17     | 0.00%             | 2033-08-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31393LFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618208 | PA      | $563680.63    | 0.14%             | 2043-02-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133THRT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243528 | PA      | $242822.55    | 0.06%             | 2028-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31347JAW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $37.54        | 0.00%             | 2023-01-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373MD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12880 | PA      | $12633.31     | 0.00%             | 2024-10-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31388MXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76255 | PA      | $74263.45     | 0.02%             | 2031-08-01      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31412FSD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331798 | PA      | $326531.20    | 0.08%             | 2030-08-01      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2003-W8                                     | CUSIP: 31393CX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    634795 | PA      | $591046.01    | 0.15%             | 2042-11-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| EFS Volunteer LLC                                 | EFS Volunteer LLC                                            | CUSIP: 26844VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444185 | PA      | $441332.33    | 0.11%             | 2035-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128Q43C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229144 | PA      | $223895.67    | 0.06%             | 2035-12-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QEY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516034 | PA      | $515582.05    | 0.13%             | 2045-07-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386QNL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20147 | PA      | $19844.86     | 0.01%             | 2024-04-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402DSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370769 | PA      | $365180.31    | 0.09%             | 2033-08-01      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2445910 | PA      | $2360802.95   | 0.60%             | 2047-11-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31412YBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74528 | PA      | $73591.42     | 0.02%             | 2037-07-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402Q4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209819 | PA      | $205789.65    | 0.05%             | 2033-05-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31400YA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264031 | PA      | $258692.57    | 0.07%             | 2033-04-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183241 | PA      | $179478.36    | 0.05%             | 2026-06-01      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31394DAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581526 | PA      | $571625.60    | 0.15%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31404GU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28455 | PA      | $28676.83     | 0.01%             | 2029-05-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150903 | PA      | $147723.81    | 0.04%             | 2035-01-01      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31413H5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347871 | PA      | $342453.44    | 0.09%             | 2037-09-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2005-4                                | CUSIP: 78442GPG5<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    116507 | PA      | $116163.17    | 0.03%             | 2027-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385KCA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13365 | PA      | $13181.74     | 0.00%             | 2026-08-01      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407FUY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210017 | PA      | $212892.81    | 0.05%             | 2035-08-01      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NUFL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593305 | PA      | $585680.53    | 0.15%             | 2038-04-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349TE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28154 | PA      | $28199.06     | 0.01%             | 2034-05-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31337NNG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11156 | PA      | $10873.92     | 0.00%             | 2030-04-01      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31374VCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3169 | PA      | $3123.94      | 0.00%             | 2025-10-01      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295NPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21156 | PA      | $20601.34     | 0.01%             | 2029-04-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136A95L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930595 | PA      | $906794.40    | 0.23%             | 2042-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348S4G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6169 | PA      | $6061.62      | 0.00%             | 2028-01-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374TKE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1030846 | PA      | $1037619.68   | 0.27%             | 2039-03-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397FLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470415 | PA      | $460953.10    | 0.12%             | 2037-03-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2022-NQM1 Trust                                          | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2917904 | PA      | $2445502.91   | 0.62%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376XX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2175 | PA      | $2146.49      | 0.00%             | 2024-07-01      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EJ5V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160606 | PA      | $157573.19    | 0.04%             | 2036-09-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LTC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569698 | PA      | $578063.52    | 0.15%             | 2037-01-01      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349G5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3461 | PA      | $3416.59      | 0.00%             | 2025-10-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31383QTJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87894 | PA      | $86480.51     | 0.02%             | 2039-12-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375UNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    742641 | PA      | $731049.15    | 0.19%             | 2064-07-20      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31404GF55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267351 | PA      | $263513.99    | 0.07%             | 2033-09-01      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TPFD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735934 | PA      | $731874.88    | 0.19%             | 2030-10-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TQCC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629492 | PA      | $612069.24    | 0.16%             | 2030-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31400QCN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46853 | PA      | $45732.20     | 0.01%             | 2033-01-01      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410GJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129228 | PA      | $126675.38    | 0.03%             | 2033-09-01      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31377Y6E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26857 | PA      | $26268.21     | 0.01%             | 2027-05-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263925 | PA      | $259219.50    | 0.07%             | 2038-05-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137AFGG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55666 | PA      | $55398.87     | 0.01%             | 2041-01-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LB28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1940018 | PA      | $1880826.27   | 0.48%             | 2069-09-20      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382836 | PA      | $379651.51    | 0.10%             | 2061-06-20      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38382YDQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3651763 | PA      | $3450187.24   | 0.88%             | 2070-04-20      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S6CQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1089073 | PA      | $1103787.60   | 0.28%             | 2037-04-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31405GMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160430 | PA      | $157486.59    | 0.04%             | 2033-12-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374XJG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1030846 | PA      | $1038539.30   | 0.27%             | 2039-03-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302321 | PA      | $302615.95    | 0.08%             | 2035-06-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376R3G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60551 | PA      | $60493.66     | 0.02%             | 2067-04-20      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391D6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93749 | PA      | $91800.55     | 0.02%             | 2031-09-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3227080 | PA      | $3268193.70   | 0.83%             | 2040-12-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384VXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138922 | PA      | $133930.96    | 0.03%             | 2029-07-01      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406L4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178796 | PA      | $173500.79    | 0.04%             | 2035-03-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31401EWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13358 | PA      | $13145.36     | 0.00%             | 2032-03-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TKPF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    796618 | PA      | $771679.82    | 0.20%             | 2029-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384VJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103986 | PA      | $102156.29    | 0.03%             | 2028-07-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FQJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960113 | PA      | $934443.66    | 0.24%             | 2049-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380GGY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1685387 | PA      | $1637634.40   | 0.42%             | 2047-08-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31392KBP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56533 | PA      | $3442.20      | 0.00%             | 2032-03-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31389YSS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103529 | PA      | $101403.38    | 0.03%             | 2031-01-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402G5Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167586 | PA      | $163981.25    | 0.04%             | 2032-12-01      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410KVF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86510 | PA      | $85634.43     | 0.02%             | 2027-10-01      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QPNA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189832 | PA      | $185872.69    | 0.05%             | 2036-07-01      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295MF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18970 | PA      | $18503.92     | 0.00%             | 2029-09-01      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385HJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8605 | PA      | $8551.81      | 0.00%             | 2034-10-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31405QCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91158 | PA      | $89268.86     | 0.02%             | 2034-10-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504926 | PA      | $1528908.55   | 0.39%             | 2044-07-01      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31359BRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2141 | PA      | $2140.14      | 0.00%             | 2023-07-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384PDF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26119 | PA      | $25941.97     | 0.01%             | 2027-01-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374JGQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374240 | PA      | $372397.56    | 0.10%             | 2034-10-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    704359 | PA      | $707840.00    | 0.18%             | 2039-09-01      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EMJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261712 | PA      | $258370.46    | 0.07%             | 2038-04-01      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31381JQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208272 | PA      | $207585.15    | 0.05%             | 2036-01-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234348 | PA      | $227819.71    | 0.06%             | 2034-02-01      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407GCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470110 | PA      | $462050.27    | 0.12%             | 2035-05-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FPCJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3474880 | PA      | $3466186.70   | 0.89%             | 2038-08-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38548 | PA      | $38561.68     | 0.01%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375XPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804453 | PA      | $811481.57    | 0.21%             | 2038-08-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295KYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141420 | PA      | $140200.14    | 0.04%             | 2027-07-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38381Y7T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342041 | PA      | $1306198.86   | 0.33%             | 2046-02-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31359F7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10445 | PA      | $10450.50     | 0.00%             | 2023-10-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295NHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19027 | PA      | $18634.79     | 0.00%             | 2025-06-01      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2004-10                               | CUSIP: 78442GNK8<br>LEI: 54930060UIG70QCSNY68 | Long             | ABS-O            | CORP              | US        |    275794 | PA      | $273230.27    | 0.07%             | 2029-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AHZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318704 | PA      | $313405.58    | 0.08%             | 2043-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -56 | NC      | $-9751.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1891954 | PA      | $1913497.57   | 0.49%             | 2038-09-01      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AJFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662902 | PA      | $652136.30    | 0.17%             | 2044-03-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349G5N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13759 | PA      | $13581.35     | 0.00%             | 2024-10-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B2CB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3164240 | PA      | $3086491.05   | 0.79%             | 2048-06-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EH6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152023 | PA      | $149995.26    | 0.04%             | 2036-01-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36208ESR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15750 | PA      | $16542.52     | 0.00%             | 2025-09-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128SGAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8727 | PA      | $8468.97      | 0.00%             | 2030-11-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                    | ALLSPRING GOVERNMENT MONEY MAR                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6383013 | NS      | $6383013.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM1                       | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489738 | PA      | $2176674.12   | 0.56%             | 2067-02-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31396XWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98920 | PA      | $95894.49     | 0.02%             | 2036-08-27      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FNC81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547338 | PA      | $1533921.60   | 0.39%             | 2042-12-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S6CM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1103817 | PA      | $1112546.48   | 0.28%             | 2040-01-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EQDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348676 | PA      | $345008.90    | 0.09%             | 2037-01-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31411GK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59371 | PA      | $57922.20     | 0.01%             | 2046-12-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TNT38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    229177 | PA      | $227034.00    | 0.06%             | 2030-06-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136BKJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3749399 | PA      | $3756874.83   | 0.96%             | 2051-12-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ENGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36514 | PA      | $36234.33     | 0.01%             | 2044-02-01      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EKXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173868 | PA      | $169896.51    | 0.04%             | 2035-08-01      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AUAW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1383385 | PA      | $1347998.61   | 0.34%             | 2046-11-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31416BPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104071 | PA      | $106089.60    | 0.03%             | 2037-07-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376RFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9730 | PA      | $9607.69      | 0.00%             | 2025-05-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2004-W12                              | CUSIP: 31394A7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1877420 | PA      | $1757972.07   | 0.45%             | 2044-06-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ATUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116554 | PA      | $1092738.54   | 0.28%             | 2046-09-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137AXAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1393809 | PA      | $1356298.02   | 0.35%             | 2037-09-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202CEM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1069 | PA      | $1074.34      | 0.00%             | 2025-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QHTB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397450 | PA      | $395852.47    | 0.10%             | 2037-01-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374V2Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    778076 | PA      | $786760.13    | 0.20%             | 2039-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318393 | PA      | $310105.06    | 0.08%             | 2037-01-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132416 | PA      | $135272.14    | 0.03%             | 2034-11-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JRCM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145420 | PA      | $141728.77    | 0.04%             | 2034-04-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386MMU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19142 | PA      | $18441.38     | 0.00%             | 2030-12-01      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2021-1                            | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888577 | PA      | $859015.79    | 0.22%             | 2069-12-26      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202CCG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       290 | PA      | $290.20       | 0.00%             | 2024-09-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386M2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10254 | PA      | $10063.41     | 0.00%             | 2027-07-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348JZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7195 | PA      | $7038.41      | 0.00%             | 2025-03-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31390RLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31312 | PA      | $31277.23     | 0.01%             | 2033-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387TZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87274 | PA      | $85902.89     | 0.02%             | 2030-09-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202CE74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1784 | PA      | $1789.87      | 0.00%             | 2025-02-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B9TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971589 | PA      | $964740.96    | 0.25%             | 2050-05-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38377XQA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1001044 | PA      | $1009727.66   | 0.26%             | 2041-08-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194268 | PA      | $191585.77    | 0.05%             | 2041-05-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385TW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48254 | PA      | $48807.28     | 0.01%             | 2034-05-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H2NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3694736 | PA      | $3274861.90   | 0.84%             | 2051-05-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| South Carolina Student Loan Corporation           | South Carolina Student Loan Corp                             | CUSIP: 83715AAH2<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |     75207 | PA      | $74943.13     | 0.02%             | 2024-09-03      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133T5KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14796 | PA      | $14702.32     | 0.00%             | 2024-05-15      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2021-NQM2                       | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651938 | PA      | $495801.21    | 0.13%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374MH85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1905002 | PA      | $1880198.87   | 0.48%             | 2036-04-20      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AWB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3517501 | PA      | $3420998.49   | 0.87%             | 2047-06-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ELZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147881 | PA      | $148765.60    | 0.04%             | 2042-09-01      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295LVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25970 | PA      | $24743.82     | 0.01%             | 2030-09-01      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205300 | PA      | $202470.37    | 0.05%             | 2035-06-01      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31381DZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1606 | PA      | $1607.10      | 0.00%             | 2024-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31396RE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674786 | PA      | $663564.30    | 0.17%             | 2036-05-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2001-W1                               | CUSIP: 31359S2J8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     23912 | PA      | $22744.19     | 0.01%             | 2031-08-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138XUYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469001 | PA      | $471632.35    | 0.12%             | 2044-06-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31397MCT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503894 | PA      | $509160.14    | 0.13%             | 2038-07-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B3K74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383143 | PA      | $372877.10    | 0.10%             | 2049-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137A8J25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491232 | PA      | $486163.65    | 0.12%             | 2033-02-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EPYB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154213 | PA      | $150033.59    | 0.04%             | 2038-04-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2001-T8                             | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59847 | PA      | $60113.56     | 0.02%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387TZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30981 | PA      | $30252.89     | 0.01%             | 2028-10-01      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LTT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    964857 | PA      | $945055.33    | 0.24%             | 2069-04-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NH6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113916 | PA      | $110971.11    | 0.03%             | 2035-08-01      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LSV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137937 | PA      | $135770.74    | 0.03%             | 2038-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349HBA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118765 | PA      | $116759.75    | 0.03%             | 2032-06-01      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31396XNX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979733 | PA      | $968305.93    | 0.25%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410GD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47308 | PA      | $46567.66     | 0.01%             | 2035-06-01      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402Q4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109312 | PA      | $107436.27    | 0.03%             | 2030-07-01      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31346VHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       363 | PA      | $350.33       | 0.00%             | 2030-01-01      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31379MGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7683 | PA      | $7586.61      | 0.00%             | 2024-11-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137F1FL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457384 | PA      | $457108.78    | 0.12%             | 2047-06-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94659 | PA      | $94606.15     | 0.02%             | 2044-07-01      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2003-W10                              | CUSIP: 31393DUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1222689 | PA      | $1106112.40   | 0.28%             | 2043-06-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    937710 | PA      | $931135.99    | 0.24%             | 2042-12-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ENY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255640 | PA      | $248312.02    | 0.06%             | 2035-11-01      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EN5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261181 | PA      | $254224.50    | 0.06%             | 2035-11-01      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RUT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746928 | PA      | $720096.71    | 0.18%             | 2037-09-01      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TMG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893284 | PA      | $1861127.58   | 0.48%             | 2029-12-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392BTR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35574 | PA      | $35652.19     | 0.01%             | 2032-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2017-3                            | CUSIP: 63940JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319108 | PA      | $318954.21    | 0.08%             | 2066-07-26      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HDMT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19374 | PA      | $19030.01     | 0.00%             | 2030-09-01      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384HFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11691 | PA      | $11742.44     | 0.00%             | 2028-06-01      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349SKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34916 | PA      | $33983.77     | 0.01%             | 2034-02-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78597 | PA      | $76369.61     | 0.02%             | 2034-04-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31396HGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215411 | PA      | $213993.12    | 0.05%             | 2030-09-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380WRK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1183313 | PA      | $1151218.62   | 0.29%             | 2048-04-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391XDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277577 | PA      | $274807.15    | 0.07%             | 2040-08-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31374S6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $43.80        | 0.00%             | 2024-11-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295KWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164523 | PA      | $161642.79    | 0.04%             | 2027-11-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387TZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3238 | PA      | $3165.93      | 0.00%             | 2030-03-01      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EKDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282917 | PA      | $279836.34    | 0.07%             | 2037-10-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376RHJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1481564 | PA      | $1460844.48   | 0.37%             | 2065-09-20      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376RE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364034 | PA      | $359116.72    | 0.09%             | 2066-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407JNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346000 | PA      | $351031.77    | 0.09%             | 2035-07-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475703 | PA      | $1501205.38   | 0.38%             | 2038-07-01      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2003-W6                                     | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526749 | PA      | $505203.25    | 0.13%             | 2042-08-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31377YJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9884 | PA      | $9863.92      | 0.00%             | 2027-01-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380QDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    762665 | PA      | $731273.37    | 0.19%             | 2070-07-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31390LVL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28387 | PA      | $27929.25     | 0.01%             | 2032-08-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385W7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80844 | PA      | $78644.60     | 0.02%             | 2032-12-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NGBV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258857 | PA      | $252828.55    | 0.06%             | 2035-02-01      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31347JA62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5010 | PA      | $5001.74      | 0.00%             | 2024-07-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133T36T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126213 | PA      | $126325.78    | 0.03%             | 2024-02-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137AWEQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472411 | PA      | $457557.47    | 0.12%             | 2042-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109481 | PA      | $107190.40    | 0.03%             | 2034-12-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722005 | PA      | $725797.95    | 0.19%             | 2037-08-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407A7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39288 | PA      | $39700.11     | 0.01%             | 2035-07-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241347 | PA      | $237085.59    | 0.06%             | 2030-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                | STWD 2022-FL3 Ltd                                            | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    960000 | PA      | $920932.48    | 0.24%             | 2038-11-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31396HZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1948960 | PA      | $1941090.43   | 0.50%             | 2036-03-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LZL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276114 | PA      | $278425.53    | 0.07%             | 2036-06-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31415QLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220496 | PA      | $218677.93    | 0.06%             | 2034-12-01      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31404NFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79391 | PA      | $78263.80     | 0.02%             | 2035-07-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JRGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471814 | PA      | $468248.17    | 0.12%             | 2035-04-01      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31342AUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262587 | PA      | $255479.75    | 0.07%             | 2033-06-01      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EGJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156864 | PA      | $155165.15    | 0.04%             | 2024-04-01      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376SEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12211 | PA      | $12029.69     | 0.00%             | 2025-10-01      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137A06D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997773 | PA      | $974196.42    | 0.25%             | 2036-11-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385JC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13571 | PA      | $13512.73     | 0.00%             | 2031-12-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5S47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216488 | PA      | $212285.85    | 0.05%             | 2039-05-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31390RLF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40190 | PA      | $40838.54     | 0.01%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31346VH28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80286 | PA      | $77378.34     | 0.02%             | 2030-07-01      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2022-NQM1                                               | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2771584 | PA      | $2242734.58   | 0.57%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376XXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8814 | PA      | $8697.39      | 0.00%             | 2024-06-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2003-W18                              | CUSIP: 31393UNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1516110 | PA      | $1433866.14   | 0.37%             | 2043-06-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403CWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484998 | PA      | $493978.78    | 0.13%             | 2035-09-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402BKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207667 | PA      | $204512.26    | 0.05%             | 2033-08-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128Q4YT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140724 | PA      | $137491.84    | 0.04%             | 2033-09-01      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QLUB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94711 | PA      | $92762.77     | 0.02%             | 2034-07-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36207TA92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12897 | PA      | $13053.79     | 0.00%             | 2025-04-20      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JRSB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485822 | PA      | $477049.95    | 0.12%             | 2035-04-01      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S4MP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127614 | PA      | $123826.27    | 0.03%             | 2037-06-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398RSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220918 | PA      | $218855.53    | 0.06%             | 2037-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31371L5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161836 | PA      | $160568.81    | 0.04%             | 2035-01-01      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373TDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13877 | PA      | $13635.84     | 0.00%             | 2024-12-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31326NXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2565327 | PA      | $2339997.75   | 0.60%             | 2050-06-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31401BX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52185 | PA      | $51110.15     | 0.01%             | 2033-01-01      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402AG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37140 | PA      | $36707.92     | 0.01%             | 2033-02-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288VNH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1463.43      | 0.00%             | 2024-06-01      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FDT93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178152 | PA      | $1133632.49   | 0.29%             | 2048-02-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410KQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271717 | PA      | $265005.99    | 0.07%             | 2034-05-01      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406X2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218585 | PA      | $214900.42    | 0.05%             | 2035-01-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375D4S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388809 | PA      | $392251.09    | 0.10%             | 2039-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36225FDN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26339 | PA      | $26175.22     | 0.01%             | 2041-04-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2001-T10                            | CUSIP: 3139216B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    990682 | PA      | $1014739.20   | 0.26%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 3133TMGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650941 | PA      | $648966.47    | 0.17%             | 2029-10-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348STH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22204 | PA      | $21802.34     | 0.01%             | 2027-03-01      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295RLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12351 | PA      | $12086.29     | 0.00%             | 2026-11-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HD3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $53820.21     | 0.01%             | 2032-12-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384PDJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13822 | PA      | $13675.78     | 0.00%             | 2024-11-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392EST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90181 | PA      | $89552.30     | 0.02%             | 2032-09-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138YAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65455 | PA      | $64632.68     | 0.02%             | 2044-11-01      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B2PR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176204 | PA      | $167140.26    | 0.04%             | 2047-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QLPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29863 | PA      | $30174.16     | 0.01%             | 2035-06-01      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LVL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2919407 | PA      | $2793742.31   | 0.71%             | 2069-06-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1243613 | PA      | $1261406.51   | 0.32%             | 2040-12-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407XWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35697 | PA      | $34863.90     | 0.01%             | 2035-11-01      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374UTZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1087807 | PA      | $1087767.62   | 0.28%             | 2039-05-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385XHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147499 | PA      | $143518.67    | 0.04%             | 2033-04-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Brazos Education Funding                          | Brazos Education Funding 2015-1 LLC                          | CUSIP: 10620XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1713101 | PA      | $1696366.16   | 0.43%             | 2056-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31374WF80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $17.36        | 0.00%             | 2025-07-01      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EJTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484880 | PA      | $499527.82    | 0.13%             | 2037-06-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FJG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854108 | PA      | $826275.45    | 0.21%             | 2048-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31405QY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223902 | PA      | $220095.73    | 0.06%             | 2034-10-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-5                             | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514672 | PA      | $506339.52    | 0.13%             | 2057-02-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31416CBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99513 | PA      | $97560.71     | 0.02%             | 2034-05-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137B93Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684887 | PA      | $671023.24    | 0.17%             | 2044-01-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392H2L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313029 | PA      | $308446.26    | 0.08%             | 2042-05-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380QUG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1489180 | PA      | $1421922.55   | 0.36%             | 2070-11-20      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31388GZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104959 | PA      | $104666.20    | 0.03%             | 2031-12-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31411YST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515198 | PA      | $519845.13    | 0.13%             | 2037-05-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JMH91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78845 | PA      | $78739.76     | 0.02%             | 2035-04-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31396FQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881808 | PA      | $875712.42    | 0.22%             | 2036-01-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16376 | PA      | $16433.43     | 0.00%             | 2036-12-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ATAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430728 | PA      | $414828.96    | 0.11%             | 2046-08-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2002-T12                            | CUSIP: 31392D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    797395 | PA      | $844506.50    | 0.22%             | 2042-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                           | CUSIP: 3132HTWL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886281 | PA      | $864877.81    | 0.22%             | 2043-11-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296212 | PA      | $302280.41    | 0.08%             | 2035-05-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FWHL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1811348 | PA      | $1791631.79   | 0.46%             | 2030-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392ATW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43665 | PA      | $43567.35     | 0.01%             | 2031-12-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387UQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20299 | PA      | $20021.04     | 0.01%             | 2030-09-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31404GNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176498 | PA      | $171528.36    | 0.04%             | 2034-03-01      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295KL28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64822 | PA      | $63281.52     | 0.02%             | 2028-05-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2018-4                   | CUSIP: 64828FCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100134 | PA      | $1054030.01   | 0.27%             | 2048-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2019-4                             | CUSIP: 64034TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650561 | PA      | $638463.12    | 0.16%             | 2067-09-26      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T1                             | CUSIP: 31393XFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    756774 | PA      | $697269.25    | 0.18%             | 2043-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EQJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282976 | PA      | $287886.42    | 0.07%             | 2045-08-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NGFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25808 | PA      | $26206.40     | 0.01%             | 2037-01-01      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31362TKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21750 | PA      | $21294.23     | 0.01%             | 2028-05-01      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                              | CUSIP: 3136AV7L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4607263 | PA      | $4528417.62   | 1.16%             | 2029-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31404TAZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151748 | PA      | $148302.19    | 0.04%             | 2034-04-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348MVX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6056 | PA      | $6068.25      | 0.00%             | 2029-08-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136A4F61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269481 | PA      | $1264646.38   | 0.32%             | 2041-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349HAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56788 | PA      | $55545.14     | 0.01%             | 2029-10-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2001-W3                               | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221730 | PA      | $217687.28    | 0.06%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418M6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63346 | PA      | $62297.74     | 0.02%             | 2040-01-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31396LPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962772 | PA      | $950451.59    | 0.24%             | 2036-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31417JLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396277 | PA      | $388830.19    | 0.10%             | 2038-07-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RM97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46286 | PA      | $45406.64     | 0.01%             | 2033-05-01      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QGMM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1568 | PA      | $1556.94      | 0.00%             | 2037-02-01      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387TZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27427 | PA      | $26967.90     | 0.01%             | 2028-07-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295LBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17763 | PA      | $17270.40     | 0.00%             | 2030-06-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H0H92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1154061 | PA      | $1113553.15   | 0.28%             | 2031-04-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617360 | PA      | $1644217.65   | 0.42%             | 2038-11-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31389YST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191879 | PA      | $188876.96    | 0.05%             | 2030-12-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2002-T19                            | CUSIP: 31392GVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101226 | PA      | $98208.18     | 0.03%             | 2042-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31346VM71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25845 | PA      | $25426.41     | 0.01%             | 2035-02-01      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398GYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2635504 | PA      | $2637570.24   | 0.67%             | 2040-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2020-HB4 LLC                                            | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882358 | PA      | $852472.51    | 0.22%             | 2030-12-26      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31380H4M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $44.41        | 0.00%             | 2028-07-01      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384LJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41280 | PA      | $40599.25     | 0.01%             | 2029-01-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FNJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3879214 | PA      | $3916909.99   | 1.00%             | 2038-02-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NHTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113222 | PA      | $113887.32    | 0.03%             | 2036-12-01      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348UKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58782 | PA      | $58296.00     | 0.01%             | 2031-05-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31392UZ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1036816 | PA      | $965025.91    | 0.25%             | 2033-07-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31392MKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33793 | PA      | $33629.03     | 0.01%             | 2028-04-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NCR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18844 | PA      | $18496.93     | 0.00%             | 2035-05-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JPER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125152 | PA      | $122750.20    | 0.03%             | 2035-06-01      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QHTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20538 | PA      | $19935.80     | 0.01%             | 2037-05-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349SJC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283799 | PA      | $276938.68    | 0.07%             | 2033-12-01      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375X8F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648520 | PA      | $650705.55    | 0.17%             | 2038-08-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2019-2                             | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3122348 | PA      | $3075787.52   | 0.79%             | 2067-06-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407VH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101465 | PA      | $100036.62    | 0.03%             | 2035-08-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380QNU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2367595 | PA      | $2273232.98   | 0.58%             | 2070-11-20      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824658 | PA      | $825643.71    | 0.21%             | 2036-05-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B5DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3586667 | PA      | $3593118.74   | 0.92%             | 2049-07-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132A8QT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787459 | PA      | $789314.14    | 0.20%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1157915 | PA      | $1173717.27   | 0.30%             | 2042-01-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407VFQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294444 | PA      | $296530.05    | 0.08%             | 2035-09-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31394VL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1986734 | PA      | $1996950.51   | 0.51%             | 2034-08-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                     | ECMC Group Student Loan Trust 2018-2                         | CUSIP: 26829GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3827807 | PA      | $3652018.25   | 0.93%             | 2068-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31346VHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1561 | PA      | $1506.82      | 0.00%             | 2030-01-01      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31393DTB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646248 | PA      | $626016.67    | 0.16%             | 2043-01-25      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| CAL DIVE I-TITLE XI INC                           | Cal Dive I-Title XI Inc                                      | CUSIP: 12802RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2577413 | PA      | $2571716.63   | 0.66%             | 2027-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136A0NR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1566538 | PA      | $1556834.11   | 0.40%             | 2036-12-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407MJZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37689 | PA      | $36979.50     | 0.01%             | 2035-07-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31393G5Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154771 | PA      | $154047.08    | 0.04%             | 2032-12-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31396NDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429160 | PA      | $421658.93    | 0.11%             | 2036-03-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128LUMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100659 | PA      | $100265.12    | 0.03%             | 2037-04-01      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31388SWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16891 | PA      | $16612.77     | 0.00%             | 2031-03-01      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349UKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141056 | PA      | $137345.45    | 0.04%             | 2035-01-01      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403QTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42987 | PA      | $41894.05     | 0.01%             | 2033-09-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384HDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183946 | PA      | $180227.22    | 0.05%             | 2029-10-01      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376JES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107841 | PA      | $104987.90    | 0.03%             | 2036-01-01      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BL2A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1293803 | PA      | $1257678.22   | 0.32%             | 2042-02-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BLS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444735 | PA      | $440516.84    | 0.11%             | 2061-02-20      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2001-T12                            | CUSIP: 31392A5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1882654 | PA      | $1876229.87   | 0.48%             | 2041-08-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -536 | NC      | $-201858.68   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HD5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36900 | PA      | $36244.61     | 0.01%             | 2031-07-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370944 | PA      | $368084.64    | 0.09%             | 2068-05-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30870 | PA      | $30249.59     | 0.01%             | 2037-09-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136APAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507226 | PA      | $1475855.44   | 0.38%             | 2055-06-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B94A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2606883 | PA      | $2521459.05   | 0.64%             | 2050-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385XB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92881 | PA      | $90254.64     | 0.02%             | 2033-02-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385HHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       336 | PA      | $329.28       | 0.00%             | 2030-04-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376YB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9216 | PA      | $9052.50      | 0.00%             | 2026-08-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31409JRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47895 | PA      | $48492.34     | 0.01%             | 2036-06-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768403 | PA      | $772861.56    | 0.20%             | 2041-06-01      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31393NTB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33008 | PA      | $33613.51     | 0.01%             | 2043-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43586 | PA      | $44244.09     | 0.01%             | 2035-06-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385XPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25339 | PA      | $24737.86     | 0.01%             | 2033-07-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375USE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1518464 | PA      | $1499072.68   | 0.38%             | 2064-11-20      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31419AJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83990 | PA      | $84567.45     | 0.02%             | 2038-11-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38379AUZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1903084 | PA      | $84210.52     | 0.02%             | 2028-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137A2C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261381 | PA      | $259587.01    | 0.07%             | 2040-08-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387UFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254612 | PA      | $253221.75    | 0.06%             | 2029-02-01      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849818 | PA      | $861599.49    | 0.22%             | 2035-09-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NVMK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20417 | PA      | $20144.12     | 0.01%             | 2037-05-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FHEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350371 | PA      | $337792.01    | 0.09%             | 2048-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2003-10                               | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   3656407 | PA      | $3421401.20   | 0.87%             | 2068-12-17      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AMQU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933240 | PA      | $909463.17    | 0.23%             | 2045-02-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AT6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299090 | PA      | $290719.97    | 0.07%             | 2046-11-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406QAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271180 | PA      | $264700.53    | 0.07%             | 2034-11-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137F4BX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348529 | PA      | $1329501.87   | 0.34%             | 2044-07-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295LBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54125 | PA      | $52473.52     | 0.01%             | 2030-06-01      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137F2N36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2814914 | PA      | $2808453.93   | 0.72%             | 2044-09-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31339LTN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27292 | PA      | $27036.06     | 0.01%             | 2031-06-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica | FRESB 2022-SB94 Mortgage Trust                               | CUSIP: 30324QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5957904 | PA      | $5461920.66   | 1.40%             | 2041-11-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391FPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24425 | PA      | $24051.62     | 0.01%             | 2028-09-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137F8U50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1319085 | PA      | $1248639.40   | 0.32%             | 2051-01-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2020-2                            | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1118069 | PA      | $1082638.11   | 0.28%             | 2069-08-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31337NNR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58874 | PA      | $57613.20     | 0.01%             | 2029-11-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ASK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363027 | PA      | $4255637.16   | 1.09%             | 2046-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321785 | PA      | $324009.53    | 0.08%             | 2038-04-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B5WB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1919298 | PA      | $1857133.14   | 0.47%             | 2059-08-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5ZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151128 | PA      | $151713.77    | 0.04%             | 2037-09-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349SUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101680 | PA      | $99875.23     | 0.03%             | 2034-05-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31388BNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92582 | PA      | $92233.99     | 0.02%             | 2031-08-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163335 | PA      | $166757.34    | 0.04%             | 2035-09-01      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348S6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       935 | PA      | $916.81       | 0.00%             | 2028-01-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1521532 | PA      | $1524930.80   | 0.39%             | 2034-02-01      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31342A5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46843 | PA      | $47887.13     | 0.01%             | 2033-09-01      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193865 | PA      | $189944.66    | 0.05%             | 2035-07-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2002-W1                               | CUSIP: 31392CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    451911 | PA      | $419464.92    | 0.11%             | 2042-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397HB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    668789 | PA      | $653220.18    | 0.17%             | 2036-07-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BRNQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175985 | PA      | $172451.49    | 0.04%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227727 | PA      | $222784.65    | 0.06%             | 2035-05-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136A6FE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90031 | PA      | $92302.20     | 0.02%             | 2027-05-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31396X2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362689 | PA      | $360041.26    | 0.09%             | 2037-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1519628 | PA      | $1521111.54   | 0.39%             | 2044-10-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31416BPE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933855 | PA      | $956440.08    | 0.24%             | 2037-07-01      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133TTEV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20849 | PA      | $20783.30     | 0.01%             | 2027-04-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385XLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133993 | PA      | $130097.78    | 0.03%             | 2033-04-01      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31416CBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202500 | PA      | $199083.63    | 0.05%             | 2035-06-01      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2018-2                            | CUSIP: 63941DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25978 | PA      | $25959.83     | 0.01%             | 2067-03-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -259 | NC      | $-92802.81    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397CFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707263 | PA      | $694182.70    | 0.18%             | 2036-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QHU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5481431 | PA      | $5538321.37   | 1.41%             | 2038-07-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140K9GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323347 | PA      | $1245039.33   | 0.32%             | 2050-04-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31401G5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109167 | PA      | $108768.95    | 0.03%             | 2032-01-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Corp Trust 2020-PJ4            | CUSIP: 36259VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661579 | PA      | $561367.69    | 0.14%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385WSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19459 | PA      | $19424.00     | 0.00%             | 2029-08-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B9CQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2734574 | PA      | $2453344.33   | 0.63%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2004-W1                                     | CUSIP: 31393U4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124993 | PA      | $131691.46    | 0.03%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406JYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23601 | PA      | $23565.73     | 0.01%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HDMB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4999 | PA      | $4949.93      | 0.00%             | 2023-04-01      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295LB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20476 | PA      | $20094.40     | 0.01%             | 2030-02-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36200NYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116722 | PA      | $114440.99    | 0.03%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JA3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113266 | PA      | $1121743.28   | 0.29%             | 2043-07-01      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385BHQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $950.31       | 0.00%             | 2030-04-01      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BLAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191791 | PA      | $189272.67    | 0.05%             | 2038-08-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124386 | PA      | $121750.34    | 0.03%             | 2033-03-01      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2003-W9                               | CUSIP: 31393B6U4<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-O            | USGSE             | US        |    920828 | PA      | $888610.99    | 0.23%             | 2033-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HDXG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19654 | PA      | $19170.41     | 0.00%             | 2028-06-01      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2020-NQM3 Trust                                          | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315099 | PA      | $287657.34    | 0.07%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391D6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21901 | PA      | $21463.02     | 0.01%             | 2031-08-01      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386M2H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229364 | PA      | $220869.33    | 0.06%             | 2030-09-01      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373T2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2826 | PA      | $2795.92      | 0.00%             | 2024-10-01      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137AQMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733226 | PA      | $721643.92    | 0.18%             | 2042-05-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38381XJH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2947234 | PA      | $2874327.84   | 0.73%             | 2049-07-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31386M2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224441 | PA      | $215114.76    | 0.05%             | 2030-09-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376JET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8929 | PA      | $8708.59      | 0.00%             | 2036-01-01      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31376XXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10284 | PA      | $10127.93     | 0.00%             | 2026-09-01      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JRCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337854 | PA      | $330329.78    | 0.08%             | 2033-10-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133T4U79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21486 | PA      | $21292.84     | 0.01%             | 2024-03-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5SD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494675 | PA      | $494731.51    | 0.13%             | 2037-05-01      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391XER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411575 | PA      | $406786.08    | 0.10%             | 2040-06-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387A3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31324 | PA      | $30861.79     | 0.01%             | 2031-08-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391XSR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143581 | PA      | $139047.62    | 0.04%             | 2035-01-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407YRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11987 | PA      | $11774.02     | 0.00%             | 2035-11-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ELEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3210306 | PA      | $3210163.30   | 0.82%             | 2043-06-01      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402Q4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122332 | PA      | $119828.74    | 0.03%             | 2030-09-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132V8AP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3460129.44   | 0.88%             | 2031-07-01      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H13Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801430 | PA      | $770335.19    | 0.20%             | 2031-05-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103229 | PA      | $103195.10    | 0.03%             | 2035-11-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387XCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16368 | PA      | $16394.65     | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36208AZP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135986 | PA      | $134952.12    | 0.03%             | 2058-05-20      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36208AZR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29556 | PA      | $29609.44     | 0.01%             | 2058-06-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295KQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28780 | PA      | $28361.66     | 0.01%             | 2029-07-01      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31384VZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $58.46        | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373PPQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8583 | PA      | $8467.20      | 0.00%             | 2024-12-01      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137A3L49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096592 | PA      | $1077620.25   | 0.28%             | 2040-11-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402RX20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20125 | PA      | $20117.24     | 0.01%             | 2033-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300MSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5519261 | PA      | $5607511.16   | 1.43%             | 2036-09-01      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                           | CUSIP: 31351DEJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5815303 | PA      | $5710040.73   | 1.46%             | 2040-09-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31396PMC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548662 | PA      | $538944.44    | 0.14%             | 2037-02-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403DTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247765 | PA      | $248654.95    | 0.06%             | 2034-04-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336SRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163050 | PA      | $160998.58    | 0.04%             | 2033-06-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136A2XF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199374 | PA      | $194465.32    | 0.05%             | 2041-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BSNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2186565 | PA      | $2164113.73   | 0.55%             | 2038-12-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31359FQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21477 | PA      | $21453.91     | 0.01%             | 2023-12-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4196 | PA      | $4150.21      | 0.00%             | 2029-08-01      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349ST37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60800 | PA      | $59722.81     | 0.02%             | 2034-04-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31389F3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1305 | PA      | $1276.17      | 0.00%             | 2031-11-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QPPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157825 | PA      | $158970.32    | 0.04%             | 2036-10-01      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398PFF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636227 | PA      | $1619422.24   | 0.41%             | 2040-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2003-W4                               | CUSIP: 31393AR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453915 | PA      | $409279.24    | 0.10%             | 2042-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376V4G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545289 | PA      | $545241.53    | 0.14%             | 2040-02-16      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FPPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335979 | PA      | $1300119.33   | 0.33%             | 2049-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBE44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468385 | PA      | $1489570.48   | 0.38%             | 2040-12-01      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2018-4                            | CUSIP: 63941NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3838294 | PA      | $3716534.62   | 0.95%             | 2067-06-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31390RLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43237 | PA      | $43496.67     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2020-RPL1                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209902 | PA      | $190594.59    | 0.05%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31371JG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103 | PA      | $102.98       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402DRC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553458 | PA      | $527424.65    | 0.13%             | 2042-04-01      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137AMAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465677 | PA      | $456787.29    | 0.12%             | 2042-02-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2001-T12                            | CUSIP: 31392A5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76873 | PA      | $79340.48     | 0.02%             | 2041-08-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NGEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110514 | PA      | $108360.47    | 0.03%             | 2036-10-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140KKYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2483062 | PA      | $2235054.29   | 0.57%             | 2050-08-01      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31363P4H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4688 | PA      | $4578.93      | 0.00%             | 2029-11-01      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137ANHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227328 | PA      | $226306.81    | 0.06%             | 2041-03-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38381X3K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067429 | PA      | $1047836.79   | 0.27%             | 2049-04-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 313398VT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1154341 | PA      | $1147836.97   | 0.29%             | 2031-09-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406UPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187574 | PA      | $179121.48    | 0.05%             | 2044-10-01      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31347ALY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585807 | PA      | $587928.87    | 0.15%             | 2038-07-01      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T3                             | CUSIP: 31393YV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621219 | PA      | $608716.10    | 0.16%             | 2043-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2006-W1                                     | CUSIP: 31395B5R0<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |   1724952 | PA      | $1678177.13   | 0.43%             | 2045-10-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae REMIC Trust 2002-W4                               | CUSIP: 31392DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    811735 | PA      | $778582.57    | 0.20%             | 2042-05-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407BZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285917 | PA      | $278922.96    | 0.07%             | 2035-07-01      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403GM33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2634 | PA      | $2572.20      | 0.00%             | 2033-08-01      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406MER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411050 | PA      | $417477.06    | 0.11%             | 2035-01-01      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36225C4B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    848986 | PA      | $831780.81    | 0.21%             | 2034-01-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59003 | PA      | $60775.50     | 0.02%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38381TJ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1282917 | PA      | $1219376.82   | 0.31%             | 2046-03-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LTV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119800 | PA      | $118300.21    | 0.03%             | 2036-04-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398GUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803783 | PA      | $803687.51    | 0.21%             | 2040-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2002-T18                            | CUSIP: 31392GFS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1810035 | PA      | $1702942.17   | 0.43%             | 2042-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2005-W3                                     | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    495648 | PA      | $478087.60    | 0.12%             | 2045-04-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FHQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162240 | PA      | $1119465.40   | 0.29%             | 2048-10-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FPE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918978 | PA      | $893305.23    | 0.23%             | 2049-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38378H3R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1128697 | PA      | $1106577.65   | 0.28%             | 2042-10-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140KEKX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2757495 | PA      | $2498187.65   | 0.64%             | 2050-08-01      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31402CX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374955 | PA      | $369132.30    | 0.09%             | 2034-03-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EGJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210550 | PA      | $211909.31    | 0.05%             | 2035-07-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ADBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2907048 | PA      | $2868539.88   | 0.73%             | 2043-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JBFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696739 | PA      | $705038.59    | 0.18%             | 2037-06-01      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224243 | PA      | $1182815.95   | 0.30%             | 2055-01-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336RZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148678 | PA      | $145201.29    | 0.04%             | 2032-03-01      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BJG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114711 | PA      | $1074141.14   | 0.27%             | 2036-12-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138EGLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251246 | PA      | $256608.02    | 0.07%             | 2038-05-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31396JWT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383465 | PA      | $377112.84    | 0.10%             | 2036-04-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407A7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200270 | PA      | $202388.62    | 0.05%             | 2035-07-01      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31393RG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794992 | PA      | $782200.81    | 0.20%             | 2043-05-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2019-7                             | CUSIP: 64034WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341149 | PA      | $340547.22    | 0.09%             | 2068-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39273 | PA      | $37785.88     | 0.01%             | 2033-03-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ASM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4084118 | PA      | $4009052.81   | 1.02%             | 2046-07-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31348ULT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70627 | PA      | $69708.59     | 0.02%             | 2032-05-01      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380YVU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263534 | PA      | $256660.39    | 0.07%             | 2048-09-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397G2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51152 | PA      | $50102.62     | 0.01%             | 2037-03-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136AKWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118220 | PA      | $115061.27    | 0.03%             | 2044-08-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31373QXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8396 | PA      | $8378.59      | 0.00%             | 2024-12-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31393XZW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430286 | PA      | $424885.99    | 0.11%             | 2034-04-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31389YED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10333 | PA      | $10179.14     | 0.00%             | 2027-03-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B27D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2569739 | PA      | $2508998.91   | 0.64%             | 2058-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128NHBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558290 | PA      | $563001.64    | 0.14%             | 2038-03-01      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140EUJW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695710 | PA      | $689181.17    | 0.18%             | 2046-03-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31416BPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180224 | PA      | $177135.89    | 0.05%             | 2036-09-01      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31388L4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28418 | PA      | $27949.25     | 0.01%             | 2027-06-01      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities          | Freddie Mac Structured Pass-Through Certificates             | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1327476 | PA      | $1341444.50   | 0.34%             | 2045-02-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                           | CUSIP: 31351DCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1706 | PA      | $1711.35      | 0.00%             | 2029-07-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137BHYE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1016904 | PA      | $983479.29    | 0.25%             | 2040-10-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31392MW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36847 | PA      | $37097.04     | 0.01%             | 2032-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 31397TCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241827 | PA      | $240173.46    | 0.06%             | 2036-11-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31387URF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14598 | PA      | $14404.78     | 0.00%             | 2030-12-01      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31398RSS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3332617 | PA      | $3333901.65   | 0.85%             | 2037-04-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138MBML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208020 | PA      | $212762.98    | 0.05%             | 2042-09-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 31397NLT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187718 | PA      | $188301.11    | 0.05%             | 2049-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391VB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65404 | PA      | $63543.68     | 0.02%             | 2032-06-01      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128HDGV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2553 | PA      | $2494.59      | 0.00%             | 2027-08-01      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2004-W15                                    | CUSIP: 31394B2D5<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |   2640942 | PA      | $2501015.83   | 0.64%             | 2044-06-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                              | Fannie Mae Trust 2004-W2                                     | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41218 | PA      | $43234.55     | 0.01%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3137FPBU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348053 | PA      | $337671.77    | 0.09%             | 2049-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31336CM42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144124 | PA      | $141771.90    | 0.04%             | 2035-06-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31371MB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309759 | PA      | $309734.53    | 0.08%             | 2035-05-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349UD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153638 | PA      | $149708.27    | 0.04%             | 2034-11-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461540 | PA      | $1412087.23   | 0.36%             | 2049-09-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31406PEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176859 | PA      | $178066.63    | 0.05%             | 2035-06-01      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295KY24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27190 | PA      | $26615.98     | 0.01%             | 2029-11-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138AFUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37471 | PA      | $36882.07     | 0.01%             | 2026-01-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31407PX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269171 | PA      | $262002.75    | 0.07%             | 2035-10-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38374T3U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040598 | PA      | $1045339.52   | 0.27%             | 2038-09-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31390RLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40384 | PA      | $40978.20     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31391A3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51678 | PA      | $50719.94     | 0.01%             | 2032-06-01      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31401MUR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52642 | PA      | $51396.19     | 0.01%             | 2028-04-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349G3Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73747 | PA      | $71963.16     | 0.02%             | 2028-05-01      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128JR2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84023 | PA      | $81654.26     | 0.02%             | 2031-07-01      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136ATY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685085 | PA      | $668608.27    | 0.17%             | 2046-10-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JR5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390334 | PA      | $390966.69    | 0.10%             | 2048-07-01      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                            | CUSIP: 3136B9S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2478458 | PA      | $2433597.55   | 0.62%             | 2050-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2003-T2                             | CUSIP: 31392JAT6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    745321 | PA      | $736809.56    | 0.19%             | 2033-03-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31295M3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28637 | PA      | $28078.51     | 0.01%             | 2031-09-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QJ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3002419 | PA      | $3037216.73   | 0.78%             | 2043-06-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer