# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-26-015399
**Filing Date:** 2026-4
**Character Count:** 78618
**Document Hash:** e54a689fabee803c1e0ddeee81d82335
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015399.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 26908248

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $90789381.17

**Total Liabilities:** $14082720.70

**Net Assets:** $76706660.47

**Stand-by Commitments:** $12196654.69

**Cash Not Reported:** $84042.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25.14603000 | **1-Year:** 3475.15031000 | **5-Year:** 24270.27014000 | **10-Year:** 10313.90332000 | **30-Year:** 480.49281000

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

- **3-Month:** 0.00000000 | **1-Year:** 352.11087000 | **5-Year:** 806.91489000 | **10-Year:** 76.52615000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210706 | 0.04%                | 0.46%                | 1.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4564.21                 | $-192161.16                                |
| Month 2  | $37145.19                | $79792.36                                  |
| Month 3  | $32448.18                | $825874.93                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Securitized MBS/ABS/CMBS Index

- **Index Identifier:** LD19TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                        | 10-Year T-Note Futures, Jun-2026,ETH           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        15 | NC      | $13797.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA8346                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161991 | PA      | $157636.15    | 0.21%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2007-24 PC                                 | CUSIP: 38375J6B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      3994 | PA      | $3991.79      | 0.01%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4761                                      | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698655 | PA      | $1716125.68   | 2.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2010-102 PN                                | CUSIP: 31398NAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    400421 | PA      | $412688.28    | 0.54%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2023-149 EZ                                | CUSIP: 38384DEV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    621945 | PA      | $650821.11    | 0.85%             | 2063-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-CCM1                           | JPMMT 2025-CCM1 B3                             | CUSIP: 46593MBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408971 | PA      | $408189.20    | 0.53%             | 2055-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4578                                      | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096875 | PA      | $957021.39    | 1.25%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2448 ZQ                                    | CUSIP: 31392M6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     13941 | PA      | $14230.67     | 0.02%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FR QD6052                                      | CUSIP: 3133B3WM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769235 | PA      | $649553.39    | 0.85%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4511                                      | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763242 | PA      | $1467195.34   | 1.91%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | SLST 2018-1 A1                                 | CUSIP: 35564CAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    267491 | PA      | $263714.90    | 0.34%             | 2028-06-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4273 GM                                    | CUSIP: 3137B64N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     30935 | PA      | $30455.38     | 0.04%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5878                                      | CUSIP: 31418FQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690598 | PA      | $694564.96    | 0.91%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 TRUST                                           | OBX 2024-NQM1 A1                               | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-O            | CORP              | US        |    198968 | PA      | $200415.33    | 0.26%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-INV1 TR                                             | GCAT 2025-INV5 B3                              | CUSIP: 36173VCV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598684 | PA      | $632364.89    | 0.82%             | 2055-12-25      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2024-20 KZ                                 | CUSIP: 38384JE34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    563580 | PA      | $580573.15    | 0.76%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | SLST 2019-3 A2C                                | CUSIP: 35564CEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    425000 | PA      | $407375.04    | 0.53%             | 2029-11-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 BB6189                                      | CUSIP: 3617AW2W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289524 | PA      | $275300.92    | 0.36%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA7418                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649951 | PA      | $574335.86    | 0.75%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD        | FHR 5505 AZ                                    | CUSIP: 3137HJ6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    421883 | PA      | $421377.81    | 0.55%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA9171                                      | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699772 | PA      | $711409.28    | 0.93%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                         | BELL 2025-1A A2I                               | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $861425.79    | 1.12%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2021-PJ8                                | GSMBS 2021-PJ8 A8                              | CUSIP: 36262WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375414 | PA      | $344156.76    | 0.45%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2520 PH                                    | CUSIP: 31392XWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     59632 | PA      | $62129.41     | 0.08%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2007-26 JZ                                 | CUSIP: 31396VPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    104502 | PA      | $107173.64    | 0.14%             | 2037-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 Mortgage Trust                                  | CFCRE 2017-C8 B                                | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291820.05    | 0.38%             | 2050-06-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2025-134 HA                                | CUSIP: 38381UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    677835 | PA      | $685280.70    | 0.89%             | 2050-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM10                                          | OBX 2024-NQM10 A1                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-O            | CORP              | US        |    234292 | PA      | $237714.70    | 0.31%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2007-30 ZM                                 | CUSIP: 31396VHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    305674 | PA      | $299555.25    | 0.39%             | 2037-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2012-39 GC                                 | CUSIP: 38378DNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    145000 | PA      | $127061.30    | 0.17%             | 2042-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA2677                                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123566 | PA      | $115395.95    | 0.15%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2012-152 TB                                | CUSIP: 3136AA6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    231000 | PA      | $201522.51    | 0.26%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2024-78 TZ                                 | CUSIP: 38384NL60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    654231 | PA      | $683847.21    | 0.89%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2008-16 EA                                 | CUSIP: 31396YTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4240 | PA      | $4305.03      | 0.01%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2023-171 ZB                                | CUSIP: 38384FEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    943047 | PA      | $1087256.08   | 1.42%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                           | CHASE 2024-1 A9                                | CUSIP: 16160DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241653 | PA      | $246263.42    | 0.32%             | 2055-01-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4654                                      | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035558 | PA      | $977703.87    | 1.27%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS TRSY OBLIG CASH M                                     | DREYFUS TRSY OBLIG CASH M                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     38953 | NS      | $38952.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MTG TR 2024-HT2                                | KSL 2024-HT2 B                                 | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388363 | PA      | $388919.42    | 0.51%             | 2039-12-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4733                                      | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844560 | PA      | $839274.25    | 1.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                  | B 0 03/03/26                                   | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1649834.92   | 2.15%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2007-6 PA                                  | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     45599 | PA      | $48017.32     | 0.06%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-9                              | JPMMT 2025-9 A8                                | CUSIP: 46594GAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509471.66    | 0.66%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2010-80 PZ                                 | CUSIP: 31398R2K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    136424 | PA      | $139918.55    | 0.18%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4048 CE                                    | CUSIP: 3137AQU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $147947.25    | 0.19%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 5058 BC                                    | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    249441 | PA      | $252654.24    | 0.33%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2011-84 PZ                                 | CUSIP: 3136A0A64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    178300 | PA      | $183292.44    | 0.24%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2024-127 ZC                                | CUSIP: 38384USE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1085771 | PA      | $1113601.64   | 1.45%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5421                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497994 | PA      | $511311.93    | 0.67%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                       | STACR 2024-HQA2 M2                             | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $402489.72    | 0.52%             | 2044-08-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 787283                                      | CUSIP: 3622AC6U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399678 | PA      | $407278.45    | 0.53%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2812 MF                                    | CUSIP: 31395AUQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     73930 | PA      | $73906.49     | 0.10%             | 2034-06-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2009-64 KZ                                 | CUSIP: 38373A2W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    469806 | PA      | $515970.75    | 0.67%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2005-40 FB                                 | CUSIP: 31394DRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     17747 | PA      | $17693.49     | 0.02%             | 2035-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2485 WG                                    | CUSIP: 31392TAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8832 | PA      | $9273.11      | 0.01%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4548                                      | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706978 | PA      | $617059.38    | 0.80%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 3658 CZ                                    | CUSIP: 31398VN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    307073 | PA      | $317195.84    | 0.41%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA5039                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810048 | PA      | $826636.58    | 1.08%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4781                                      | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079249 | PA      | $978423.48    | 1.28%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA2753                                      | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262081 | PA      | $244671.21    | 0.32%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN CA7963                                      | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377523 | PA      | $331816.60    | 0.43%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4731                                      | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760660 | PA      | $1662017.69   | 2.17%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2861 Z                                     | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    139145 | PA      | $144046.62    | 0.19%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNMA-30YR                                      | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3616991.35   | 4.72%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN AS9586                                      | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155805 | PA      | $154050.11    | 0.20%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JPMMT 2015-3 B3                                | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72900 | PA      | $69767.70     | 0.09%             | 2045-05-25      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2008-42 QB                                 | CUSIP: 38375QJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     34250 | PA      | $35367.77     | 0.05%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2015-93 AD                                 | CUSIP: 3136AQT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     26677 | PA      | $26240.76     | 0.03%             | 2030-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MTG TR 2022-2                                     | JPMMT 2022-2 A25A                              | CUSIP: 46655DBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341274 | PA      | $290817.16    | 0.38%             | 2052-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2001-52 YZ                                 | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     10519 | PA      | $11026.38     | 0.01%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2006-62 PZ                                 | CUSIP: 31395N6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    238436 | PA      | $258056.92    | 0.34%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRC VEHICLE TRUST 2023-1                            | TEVT 2023-1 A3                                 | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199699 | PA      | $201496.40    | 0.26%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MTG TR 2025-STAY                                       | TOWN 2025-STAY C                               | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $803056.88    | 1.05%             | 2042-03-17      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4136 ZG                                    | CUSIP: 3137AWPM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    874014 | PA      | $822201.39    | 1.07%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4092 AY                                    | CUSIP: 3137AT2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $197276.28    | 0.26%             | 2032-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM 2021-J2 TR                                                | CIM 2021-J2 A19                                | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267312 | PA      | $227443.41    | 0.30%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FG Q05722                                      | CUSIP: 3132GMAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148771 | PA      | $147941.29    | 0.19%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2015-42 CA                                 | CUSIP: 3136ANX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    116998 | PA      | $114304.87    | 0.15%             | 2044-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2009-89 PH                                 | CUSIP: 31398FX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     87004 | PA      | $89417.57     | 0.12%             | 2039-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2023-133 AL                                | CUSIP: 38384EPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    500000 | PA      | $543742.70    | 0.71%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2015-165 ZE                                | CUSIP: 38379FJ42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    479903 | PA      | $433969.06    | 0.57%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA4900                                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    889851 | PA      | $853826.68    | 1.11%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNMA-30YR                                      | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1980000 | PA      | $1958387.45   | 2.55%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2010-43 MC                                 | CUSIP: 31398RAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     40625 | PA      | $40600.35     | 0.05%             | 2040-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FR SD0715                                      | CUSIP: 3132DMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363914 | PA      | $309823.33    | 0.40%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2009-62 Z                                  | CUSIP: 31396QUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    191385 | PA      | $204727.03    | 0.27%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4283 EW                                    | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    193269 | PA      | $196177.76    | 0.26%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Loan Trust 2005 1                  | PFMT 2020-1 B1                                 | CUSIP: 743874AW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337358 | PA      | $302139.47    | 0.39%             | 2050-02-25      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA5932                                      | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42360 | PA      | $42539.98     | 0.06%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2004-75 ZG                                 | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      3194 | PA      | $3230.75      | 0.00%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA2444                                      | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349506 | PA      | $324070.80    | 0.42%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FR ZS9776                                      | CUSIP: 3132AA2H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195419 | PA      | $188213.68    | 0.25%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barton Capital S.A.                                           | Barton Capital S.A. 0% CP 16/03/2026           | CUSIP: 06945MCG9<br>LEI: 549300KOFKIMD0C37W24 | Long             | ABS-APCP         | CORP              | LU        |   2250000 | PA      | $2246071.95   | 2.93%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN FM9867                                      | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580019 | PA      | $513344.51    | 0.67%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2519 ZD                                    | CUSIP: 31393FCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     42666 | PA      | $44148.87     | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-7008.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA7648                                      | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2091497 | PA      | $1773662.81   | 2.31%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2003-60 ZG                                 | CUSIP: 38374BLD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     85592 | PA      | $85428.23     | 0.11%             | 2033-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2023-115 AL                                | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1000000 | PA      | $1047959.29   | 1.37%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4179 AZ                                    | CUSIP: 3137B1A69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    298550 | PA      | $296717.08    | 0.39%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN BM3211                                      | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147221 | PA      | $145483.38    | 0.19%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust 2020-GSA2                        | GSMS 2020-GSA2 A5                              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457000 | PA      | $409065.68    | 0.53%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2005-80 SZ                                 | CUSIP: 31394FQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     88020 | PA      | $87307.66     | 0.11%             | 2035-08-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN AS1092                                      | CUSIP: 3138WAGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199625 | PA      | $198580.38    | 0.26%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN FS6300                                      | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1670728 | PA      | $1529082.87   | 1.99%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cf 2019-Cf3 Mortgage Trust                                    | CF 2019-CF3 D                                  | CUSIP: 12529TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $179437.78    | 0.23%             | 2053-01-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | U.S. Treasury Bond Futures, Jun-2026,ETH       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $19269.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA INC                                     | ESA 2025-ESH D                                 | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505418.81    | 0.66%             | 2042-10-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2006-120 PF                                | CUSIP: 31396LJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     19974 | PA      | $19852.56     | 0.03%             | 2036-12-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 3726 QZ                                    | CUSIP: 3137GABF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    388851 | PA      | $394714.93    | 0.51%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2009-19 PW                                 | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    105513 | PA      | $107197.29    | 0.14%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2004-31 ZB                                 | CUSIP: 38374FV50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     97038 | PA      | $96859.20     | 0.13%             | 2034-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNMA-30YR                                      | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $680433.40    | 0.89%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4483 CA                                    | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    103750 | PA      | $101177.07    | 0.13%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2014-60 AL                                 | CUSIP: 38379BPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    250000 | PA      | $240476.20    | 0.31%             | 2044-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4229 MA                                    | CUSIP: 3137B3GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     77576 | PA      | $77442.21     | 0.10%             | 2041-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2810 ME                                    | CUSIP: 31395AJY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     15061 | PA      | $15700.01     | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | 5-Year T-Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        14 | NC      | $8178.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA5106                                      | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530517 | PA      | $2553430.52   | 3.33%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4866                                      | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969285 | PA      | $944615.03    | 1.23%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA2147                                      | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6820 | PA      | $6405.37      | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2021-A                                 | TESLA 2024-B A3                                | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397395 | PA      | $398644.47    | 0.52%             | 2027-10-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2013-1 JZ                                  | CUSIP: 3136ABYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     85612 | PA      | $76348.00     | 0.10%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2012-131 DZ                                | CUSIP: 3136AACD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14940 | PA      | $13891.74     | 0.02%             | 2041-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMR 2021-P011 X1                              | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    385798 | PA      | $41377.39     | 0.05%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4406 AC                                    | CUSIP: 3137BESQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     49154 | PA      | $45301.15     | 0.06%             | 2044-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2011-134 NJ                                | CUSIP: 3136A2V59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     12433 | PA      | $12319.54     | 0.02%             | 2041-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                    | RCKT 2020-1 A13                                | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97381 | PA      | $85723.07     | 0.11%             | 2050-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | 2-Year T-Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        10 | NC      | $3418.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-3                                 | SEMT 2024-3 A4                                 | CUSIP: 81749JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131519 | PA      | $132632.57    | 0.17%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2005-46 YX                                 | CUSIP: 38374LFE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    154880 | PA      | $155123.88    | 0.20%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5470                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125301 | PA      | $1144966.92   | 1.49%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2-30YR-Multi                                  | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1517853.06   | 1.98%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | SCRT 2016-1 M2                                 | CUSIP: 35563PAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    466764 | PA      | $439250.00    | 0.57%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA7766                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414915 | PA      | $351859.12    | 0.46%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2016-63 CA                                 | CUSIP: 3136ATXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33313 | PA      | $23104.20     | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2175 TH                                    | CUSIP: 3133TLK56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8799 | PA      | $8941.92      | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-2                               | JPMMT 2026-2 A9B                               | CUSIP: 46594PBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398694.64    | 0.52%             | 2056-07-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | SCRT 2018-3 HT                                 | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    114439 | PA      | $101763.55    | 0.13%             | 2057-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4774 LP                                    | CUSIP: 3137F4VQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    157261 | PA      | $154819.45    | 0.20%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2011-52 KY                                 | CUSIP: 38377VJZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     20554 | PA      | $20049.47     | 0.03%             | 2039-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4492                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426898 | PA      | $355356.04    | 0.46%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                  | LCM 18A CR                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300240.00    | 0.39%             | 2031-04-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-3                                 | SEMT 2024-3 A19                                | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212730 | PA      | $215511.04    | 0.28%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HIT TRUST 2022-HI32                                           | HIT 2022-HI32 B                                | CUSIP: 40442AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127976 | PA      | $128020.74    | 0.17%             | 2039-07-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | SCRT 2020-3 M5TU                               | CUSIP: 35563PTK5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    848354 | PA      | $746002.29    | 0.97%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5761                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313937 | PA      | $1348609.33   | 1.76%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 TRUST                                             | OBX 2022-J2 A1                                 | CUSIP: 67115QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081211 | PA      | $1004840.26   | 1.31%             | 2052-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2013-37 JA                                 | CUSIP: 3136AC6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     53342 | PA      | $52100.31     | 0.07%             | 2042-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                               | SEMT 2018-CH1 A1                               | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |     98247 | PA      | $94345.77     | 0.12%             | 2048-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FR ZM4198                                      | CUSIP: 3131XXUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199519 | PA      | $191546.54    | 0.25%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST 2022-J1                                   | RATE 2022-J1 A19                               | CUSIP: 75410RAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594209 | PA      | $526717.72    | 0.69%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                             | BMARK 2020-B16 A5                              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $757140.16    | 0.99%             | 2053-02-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LCM 28 LTD / LCM 28 LLC                                       | LCM 28A C                                      | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400720.00    | 0.52%             | 2030-10-21      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA2960                                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    537250 | PA      | $501018.69    | 0.65%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                     | CSAIL 2018-C14 B                               | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239962.35    | 0.31%             | 2051-11-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2016-9 D                                   | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    105483 | PA      | $99112.61     | 0.13%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 4322 DJ                                    | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18133 | PA      | $17910.15     | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2025-113 KA                                | CUSIP: 38381NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    635114 | PA      | $645529.09    | 0.84%             | 2051-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 2893 PE                                    | CUSIP: 31395HWC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    103809 | PA      | $106489.65    | 0.14%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST SERIES 2017-SC01      | FWLS 2017-SC01 2A                              | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    288082 | PA      | $260770.35    | 0.34%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | SCRT 2018-1 M                                  | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    159104 | PA      | $158196.95    | 0.21%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FR QD6054                                      | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384582 | PA      | $339859.22    | 0.44%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2014-43 Z                                  | CUSIP: 38379AJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    724239 | PA      | $703497.50    | 0.92%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN BF0035                                      | CUSIP: 3140FXBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309560 | PA      | $299569.05    | 0.39%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA7589                                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531666 | PA      | $1353462.35   | 1.76%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN MA4623                                      | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810499 | PA      | $707167.26    | 0.92%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5614                                      | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1006540 | PA      | $1023772.74   | 1.33%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2014-36 QA                                 | CUSIP: 3136AKCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     10520 | PA      | $10433.36     | 0.01%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMN                                   | WA WASHSG 12/20/2035                           | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |   5764147 | PA      | $213734.59    | 0.28%             | 2035-12-20      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN MA5735                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3130315 | PA      | $3183908.82   | 4.15%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | G2 MA4654                                      | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254392 | PA      | $256799.93    | 0.33%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2011-135 WH                                | CUSIP: 38377YWT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    204777 | PA      | $188547.85    | 0.25%             | 2041-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FR RA6765                                      | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485451 | PA      | $428169.10    | 0.56%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | GNR 2010-125 BZ                                | CUSIP: 38377JXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    151864 | PA      | $151618.90    | 0.20%             | 2040-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                     | TPMT 2019-HY2 M2                               | CUSIP: 89177HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251441.35    | 0.33%             | 2058-05-28      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2011-80 HE                                 | CUSIP: 3136A0SE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        77 | PA      | $76.96        | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                      | JPMMT 2021-3 B1                                | CUSIP: 46592KBT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206004 | PA      | $179500.53    | 0.23%             | 2051-07-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FN BF0118                                      | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53891 | PA      | $53072.45     | 0.07%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | FHR 3244 LZ                                    | CUSIP: 31397CCB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       136 | PA      | $142.10       | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                  | B 0 04/02/26                                   | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5981296.68   | 7.80%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1                | WFCM 2017-RC1 C                                | CUSIP: 95001FBD6<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242774.40    | 0.32%             | 2060-01-16      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                             | BMARK 2018-B1 A5                               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396731.64    | 0.52%             | 2051-01-18      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer