# EDGAR Filing Document

**Accession Number:** 0001087961
**File Stem:** 0001410368-26-032040
**Filing Date:** 2026-3
**Character Count:** 569193
**Document Hash:** efd1326ece591d03caac39369de76ecc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032040.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032040

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING MASTER TRUST
- **CENTRAL INDEX KEY:** 0001087961

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09689
- **FILM NUMBER:** 26796839

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**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 MASTER TRUST
- **DATE OF NAME CHANGE:** 20021209

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO CORE TRUST
- **DATE OF NAME CHANGE:** 19990604

## Series and Classes Contracts Data

### Allspring Core Bond Portfolio (Series ID: S000007564)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000020629 | Core Bond Portfolio |  |

## Nport-Ex

Portfolio of investments—January 31, 2026 (unaudited)

Portfolio of investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest <br>rate<br>| Maturity <br>date<br>| Principal | Value |
| **Agency securities: 39.72%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.00<br> %<br>| &nbsp;&nbsp; 10-1-2031 | $3046957 | &nbsp;&nbsp; $2902982 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.00 | &nbsp;&nbsp; 6-1-2040 | 7261431 | &nbsp;&nbsp; 6459497 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.00 | &nbsp;&nbsp; 7-1-2040 | 11281112 | &nbsp;&nbsp; 10032510 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 7-1-2033 | 4548508 | &nbsp;&nbsp; 4494547 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 4-1-2037 | 2968753 | &nbsp;&nbsp; 2827611 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 4-1-2042 | 1526938 | &nbsp;&nbsp; 1376001 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 5-1-2042 | 5061540 | &nbsp;&nbsp; 4558074 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 6-1-2042 | 1860679 | &nbsp;&nbsp; 1674450 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 8-1-2043 | 4497222 | &nbsp;&nbsp; 4061503 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 6-1-2046 | 5336032 | &nbsp;&nbsp; 4802003 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 11-1-2046 | 3942837 | &nbsp;&nbsp; 3445398 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 8-1-2050 | 3380900 | &nbsp;&nbsp; 2938552 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 10-1-2050 | 2311761 | &nbsp;&nbsp; 2003655 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 5-1-2051 | 8701648 | &nbsp;&nbsp; 7567815 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 7-1-2051 | 4428265 | &nbsp;&nbsp; 3840833 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 9-1-2051 | 8493818 | &nbsp;&nbsp; 7386980 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 11-1-2051 | 2024952 | &nbsp;&nbsp; 1755491 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 1-1-2052 | 53065320 | &nbsp;&nbsp; 46039403 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 2-1-2052 | 1023102 | &nbsp;&nbsp; 881703 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 3-1-2052 | 3092107 | &nbsp;&nbsp; 2667157 |
| &nbsp;&nbsp;&nbsp; FHLMC | 2.50 | &nbsp;&nbsp; 4-1-2052 | 6678140 | &nbsp;&nbsp; 5781993 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 3-1-2043 | 1863189 | &nbsp;&nbsp; 1723631 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 4-1-2043 | 2559504 | &nbsp;&nbsp; 2373695 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 5-1-2043 | 1882079 | &nbsp;&nbsp; 1742953 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 8-1-2043 | 2473810 | &nbsp;&nbsp; 2291665 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 6-1-2044 | 5045002 | &nbsp;&nbsp; 4677501 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 2-1-2045 | 6100947 | &nbsp;&nbsp; 5612279 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 4-1-2045 | 10093500 | &nbsp;&nbsp; 9332699 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 5-1-2045 | 3248828 | &nbsp;&nbsp; 2979378 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 1-1-2046 | 3033122 | &nbsp;&nbsp; 2817320 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 9-1-2046 | 4588442 | &nbsp;&nbsp; 4179920 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 12-1-2046 | 14997791 | &nbsp;&nbsp; 13830345 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 2-1-2047 | 1234988 | &nbsp;&nbsp; 1147108 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 4-1-2047 | 19256277 | &nbsp;&nbsp; 17519132 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 11-1-2048 | 9750827 | &nbsp;&nbsp; 8857655 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 4-1-2049 | 4182559 | &nbsp;&nbsp; 3800325 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 5-1-2049 | 2574541 | &nbsp;&nbsp; 2343528 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 11-1-2049 | 3080390 | &nbsp;&nbsp; 2801278 |
| &nbsp;&nbsp;&nbsp; FHLMC | 3.00 | &nbsp;&nbsp; 1-1-2050 | 5170199 | &nbsp;&nbsp; 4697707 |
| &nbsp;&nbsp;&nbsp; FHLMC | 4.00 | &nbsp;&nbsp; 3-1-2050 | 8405331 | &nbsp;&nbsp; 8233433 |
| &nbsp;&nbsp;&nbsp; FHLMC | 4.50 | &nbsp;&nbsp; 6-1-2039 | 129033 | &nbsp;&nbsp; 128728 |
| &nbsp;&nbsp;&nbsp; FHLMC | 4.50 | &nbsp;&nbsp; 7-1-2039 | 147154 | &nbsp;&nbsp; 146891 |
| &nbsp;&nbsp;&nbsp; FHLMC | 5.50 | &nbsp;&nbsp; 5-1-2055 | 20606845 | &nbsp;&nbsp; 20933110 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.00 | &nbsp;&nbsp; 7-1-2054 | 3837181 | &nbsp;&nbsp; 4020696 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.00 | &nbsp;&nbsp; 9-1-2054 | 29541588 | &nbsp;&nbsp; 30942380 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.00 | &nbsp;&nbsp; 10-1-2054 | 5139052 | &nbsp;&nbsp; 5382476 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.00 | &nbsp;&nbsp; 5-1-2055 | 20573970 | &nbsp;&nbsp; 21101272 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.50 | &nbsp;&nbsp; 9-1-2054 | 11748262 | &nbsp;&nbsp; 12436216 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 1

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.50<br> %<br>| &nbsp;&nbsp; 10-1-2054 | $3486588 | &nbsp;&nbsp; $3698320 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.50 | &nbsp;&nbsp; 11-1-2054 | 940295 | &nbsp;&nbsp; 994301 |
| &nbsp;&nbsp;&nbsp; FHLMC | 6.50 | &nbsp;&nbsp; 10-1-2055 | 3774539 | &nbsp;&nbsp; 4000963 |
| &nbsp;&nbsp;&nbsp; FHLMC STRIPS Series 264 Class 30 | 3.00 | &nbsp;&nbsp; 7-15-2042 | 3998212 | &nbsp;&nbsp; 3677065 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.08%)± | 5.25 | &nbsp;&nbsp; 7-1-2055 | 5879785 | &nbsp;&nbsp; 5976925 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.08%)± | 5.27 | &nbsp;&nbsp; 7-1-2055 | 2227434 | &nbsp;&nbsp; 2267749 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.09%)± | 5.45 | &nbsp;&nbsp; 5-1-2055 | 1547920 | &nbsp;&nbsp; 1575195 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.11%)± | 5.32 | &nbsp;&nbsp; 8-1-2055 | 2296976 | &nbsp;&nbsp; 2343314 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.15%)± | 4.79 | &nbsp;&nbsp; 1-1-2055 | 4503093 | &nbsp;&nbsp; 4559985 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.20%)± | 5.19 | &nbsp;&nbsp; 6-1-2055 | 3863833 | &nbsp;&nbsp; 3924665 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.26%)± | 4.98 | &nbsp;&nbsp; 2-1-2054 | 1695238 | &nbsp;&nbsp; 1720585 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.31%)± | 4.19 | &nbsp;&nbsp; 5-1-2053 | 7257443 | &nbsp;&nbsp; 7367476 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.33%)± | 4.74 | &nbsp;&nbsp; 10-1-2054 | 3644213 | &nbsp;&nbsp; 3681526 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.33%)± | 5.34 | &nbsp;&nbsp; 8-1-2055 | 2856336 | &nbsp;&nbsp; 2905071 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.33%)± | 5.43 | &nbsp;&nbsp; 8-1-2055 | 3738876 | &nbsp;&nbsp; 3792378 |
| &nbsp;&nbsp;&nbsp; FHLMC (30 Day Average U.S. SOFR+2.33%)± | 5.60 | &nbsp;&nbsp; 7-1-2055 | 4305762 | &nbsp;&nbsp; 4370604 |
| &nbsp;&nbsp;&nbsp; FHLMC (RFUCCT1Y+1.62%)± | 3.12 | &nbsp;&nbsp; 2-1-2050 | 2662594 | &nbsp;&nbsp; 2711039 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 326 Class F2 (30 Day Average U.S. SOFR+0.66%)± | 4.37 | &nbsp;&nbsp; 3-15-2044 | 1777663 | &nbsp;&nbsp; 1781570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 3693 Class FC (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.32 | &nbsp;&nbsp; 7-15-2040 | 1491762 | &nbsp;&nbsp; 1486129 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 3919 Class FA (30 Day Average U.S. SOFR+0.61%)± | 4.32 | &nbsp;&nbsp; 9-15-2041 | 1449960 | &nbsp;&nbsp; 1443240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 3958 Class AF (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.27 | &nbsp;&nbsp; 11-15-2041 | 1321340 | &nbsp;&nbsp; 1313465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 3975 Class FA (30 Day Average <br> U.S. SOFR+0.60%)±<br>| 4.31 | &nbsp;&nbsp; 12-15-2041 | 1220109 | &nbsp;&nbsp; 1214989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 3990 Class FG (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.27 | &nbsp;&nbsp; 1-15-2042 | 1520753 | &nbsp;&nbsp; 1511819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4059 Class FP (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.27 | &nbsp;&nbsp; 6-15-2042 | 1813552 | &nbsp;&nbsp; 1798807 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4091 Class BX | 3.25 | &nbsp;&nbsp; 10-15-2041 | 2097623 | &nbsp;&nbsp; 1996479 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4091 Class MX | 3.25 | &nbsp;&nbsp; 2-15-2042 | 1641295 | &nbsp;&nbsp; 1550093 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4091 Class EX | 3.38 | &nbsp;&nbsp; 7-15-2042 | 1322453 | &nbsp;&nbsp; 1254835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4091 Class FN (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.22 | &nbsp;&nbsp; 8-15-2042 | 1326437 | &nbsp;&nbsp; 1310842 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4117 Class HB | 2.50 | &nbsp;&nbsp; 10-15-2042 | 1389100 | &nbsp;&nbsp; 1260002 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4160 Class HP | 2.50 | &nbsp;&nbsp; 1-15-2033 | 1325530 | &nbsp;&nbsp; 1279586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4184 Class FN (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.17 | &nbsp;&nbsp; 3-15-2043 | 1081012 | &nbsp;&nbsp; 1066476 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4240 Class FA (30 Day Average U.S. SOFR+0.61%)± | 4.32 | &nbsp;&nbsp; 8-15-2043 | 3508264 | &nbsp;&nbsp; 3472305 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4281 Class FA (30 Day Average U.S. SOFR+0.51%)± | 4.22 | &nbsp;&nbsp; 12-15-2043 | 627512 | &nbsp;&nbsp; 623401 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4290 Class LF (30 Day Average U.S. SOFR+0.51%)± | 4.22 | &nbsp;&nbsp; 7-15-2035 | 1305470 | &nbsp;&nbsp; 1298858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4303 Class FA (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.17 | &nbsp;&nbsp; 2-15-2044 | 1149130 | &nbsp;&nbsp; 1135961 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4427 Class CE | 3.00 | &nbsp;&nbsp; 2-15-2034 | 270107 | &nbsp;&nbsp; 268021 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4446 Class CP | 2.25 | &nbsp;&nbsp; 3-15-2045 | 1646967 | &nbsp;&nbsp; 1492641 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4582 Class HA | 3.00 | &nbsp;&nbsp; 9-15-2045 | 6282605 | &nbsp;&nbsp; 5975090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4587 Class AF (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.17 | &nbsp;&nbsp; 6-15-2046 | 1826894 | &nbsp;&nbsp; 1816484 |

---

See accompanying notes to portfolio of investments

2 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4604 Class FB (30 Day Average U.S. SOFR+0.51%)± | 4.22<br> %<br>| &nbsp;&nbsp; 8-15-2046 | $3650445 | &nbsp;&nbsp; $3622288 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4620 Class LF (30 Day Average U.S. SOFR+0.51%)± | 4.22 | &nbsp;&nbsp; 10-15-2046 | 1970326 | &nbsp;&nbsp; 1958683 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4628 Class KF (30 Day Average U.S. SOFR+0.61%)± | 4.32 | &nbsp;&nbsp; 1-15-2055 | 2057808 | &nbsp;&nbsp; 2016893 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4709 Class FA (30 Day Average U.S. SOFR+0.41%)± | 4.12 | &nbsp;&nbsp; 8-15-2047 | 1453229 | &nbsp;&nbsp; 1438159 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4719 Class LM | 3.00 | &nbsp;&nbsp; 9-15-2047 | 1398284 | &nbsp;&nbsp; 1276730 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4719 Class LA | 3.50 | &nbsp;&nbsp; 9-15-2047 | 1893699 | &nbsp;&nbsp; 1784900 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4742 Class PA | 3.00 | &nbsp;&nbsp; 10-15-2047 | 2991163 | &nbsp;&nbsp; 2762978 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4753 Class BD | 3.00 | &nbsp;&nbsp; 1-15-2048 | 1745781 | &nbsp;&nbsp; 1580065 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4826 Class KF (30 Day Average U.S. SOFR+0.41%)± | 4.12 | &nbsp;&nbsp; 9-15-2048 | 1155258 | &nbsp;&nbsp; 1131480 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4854 Class FB (30 Day Average U.S. SOFR+0.41%)± | 4.12 | &nbsp;&nbsp; 1-15-2049 | 3686899 | &nbsp;&nbsp; 3649745 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4857 Class JA | 3.35 | &nbsp;&nbsp; 1-15-2049 | 5335334 | &nbsp;&nbsp; 5172814 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4880 Class DA | 3.00 | &nbsp;&nbsp; 5-15-2050 | 2546350 | &nbsp;&nbsp; 2376006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4903 Class NF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 8-25-2049 | 1131282 | &nbsp;&nbsp; 1114749 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4927 Class BG | 3.00 | &nbsp;&nbsp; 11-25-2049 | 2499398 | &nbsp;&nbsp; 2326104 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4937 Class MD | 2.50 | &nbsp;&nbsp; 10-25-2049 | 2576123 | &nbsp;&nbsp; 2304742 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4940 Class AG | 3.00 | &nbsp;&nbsp; 5-15-2040 | 1644008 | &nbsp;&nbsp; 1576192 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4941 Class GA | 2.00 | &nbsp;&nbsp; 12-15-2047 | 1441902 | &nbsp;&nbsp; 1222379 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4944 Class AC | 2.40 | &nbsp;&nbsp; 5-15-2044 | 4235034 | &nbsp;&nbsp; 3827050 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4951 Class EA | 2.50 | &nbsp;&nbsp; 9-15-2044 | 1576485 | &nbsp;&nbsp; 1416590 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4954 Class LB | 2.50 | &nbsp;&nbsp; 2-25-2050 | 1219896 | &nbsp;&nbsp; 1082668 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 4957 Class MY | 3.00 | &nbsp;&nbsp; 2-25-2050 | 1883000 | &nbsp;&nbsp; 1595504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4988 Class KF (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.16 | &nbsp;&nbsp; 7-25-2050 | 2184330 | &nbsp;&nbsp; 2166453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 4993 Class KF (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.26 | &nbsp;&nbsp; 7-25-2050 | 10923014 | &nbsp;&nbsp; 10681908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 5004 Class FM (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.16 | &nbsp;&nbsp; 8-25-2050 | 2179030 | &nbsp;&nbsp; 2117291 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5020 Class ET | 3.50 | &nbsp;&nbsp; 10-25-2050 | 2326978 | &nbsp;&nbsp; 2160279 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5058 Class BC | 5.00 | &nbsp;&nbsp; 11-25-2050 | 1714981 | &nbsp;&nbsp; 1704463 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5091 Class AB | 1.50 | &nbsp;&nbsp; 3-25-2051 | 4395948 | &nbsp;&nbsp; 3617700 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5092 Class HE | 2.00 | &nbsp;&nbsp; 2-25-2051 | 2819514 | &nbsp;&nbsp; 2396829 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5114 Class AD | 1.50 | &nbsp;&nbsp; 8-25-2047 | 11207568 | &nbsp;&nbsp; 9786542 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5118 Class CA | 1.50 | &nbsp;&nbsp; 10-15-2033 | 2314894 | &nbsp;&nbsp; 2160832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 5119 Class QF (30 Day Average <br> U.S. SOFR+0.20%)±<br>| 3.90 | &nbsp;&nbsp; 6-25-2051 | 3242379 | &nbsp;&nbsp; 3106213 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5202 Class KA | 2.50 | &nbsp;&nbsp; 6-25-2049 | 2655921 | &nbsp;&nbsp; 2409138 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5202 Class TA | 2.50 | &nbsp;&nbsp; 12-25-2048 | 4717260 | &nbsp;&nbsp; 4369129 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5207 Class PA | 3.00 | &nbsp;&nbsp; 6-25-2051 | 3573673 | &nbsp;&nbsp; 3240933 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5217 Class CD | 2.50 | &nbsp;&nbsp; 7-25-2049 | 2291546 | &nbsp;&nbsp; 2159010 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5220 Class QK | 3.50 | &nbsp;&nbsp; 9-25-2050 | 4789655 | &nbsp;&nbsp; 4653926 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5228 Class TN | 3.50 | &nbsp;&nbsp; 7-25-2039 | 2324562 | &nbsp;&nbsp; 2257793 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5335 Class FB (30 Day Average U.S. SOFR+0.81%)± | 4.52 | &nbsp;&nbsp; 10-15-2039 | 4436486 | &nbsp;&nbsp; 4460573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 5396 Class HF (30 Day Average <br> U.S. SOFR+0.95%)±<br>| 4.65 | &nbsp;&nbsp; 4-25-2054 | 5669523 | &nbsp;&nbsp; 5669902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 5399 Class FB (30 Day Average <br> U.S. SOFR+0.90%)±<br>| 4.60 | &nbsp;&nbsp; 4-25-2054 | 3848973 | &nbsp;&nbsp; 3838627 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5410 Class JY | 3.00 | &nbsp;&nbsp; 3-15-2044 | 3133266 | &nbsp;&nbsp; 2715918 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 3

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHLMC Series 5451 Class FD (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.22<br> %<br>| &nbsp;&nbsp; 1-15-2044 | $2234490 | &nbsp;&nbsp; $2213276 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5452 Class KY | 3.00 | &nbsp;&nbsp; 3-15-2044 | 3353681 | &nbsp;&nbsp; 2937778 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5529 Class HA | 3.00 | &nbsp;&nbsp; 3-15-2043 | 1846818 | &nbsp;&nbsp; 1764378 |
| &nbsp;&nbsp;&nbsp; FHLMC Series 5565 Class QA | 4.50 | &nbsp;&nbsp; 8-25-2055 | 8343920 | &nbsp;&nbsp; 8338328 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 2-1-2031 | 7275900 | &nbsp;&nbsp; 7008121 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 6-1-2031 | 5430495 | &nbsp;&nbsp; 5210693 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 7-1-2031 | 5106481 | &nbsp;&nbsp; 4891315 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 6-1-2040 | 2412824 | &nbsp;&nbsp; 2149960 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 7-1-2040 | 7363582 | &nbsp;&nbsp; 6550403 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 12-1-2040 | 17164997 | &nbsp;&nbsp; 15209158 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 10-1-2041 | 5508574 | &nbsp;&nbsp; 4834831 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 11-1-2041 | 1876778 | &nbsp;&nbsp; 1648353 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.00 | &nbsp;&nbsp; 4-1-2042 | 2911116 | &nbsp;&nbsp; 2553641 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 5-1-2037 | 3308281 | &nbsp;&nbsp; 3141930 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 12-1-2040 | 4999146 | &nbsp;&nbsp; 4553484 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 5-1-2041 | 5602244 | &nbsp;&nbsp; 5072492 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 8-1-2041 | 3018945 | &nbsp;&nbsp; 2738951 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 2-1-2042 | 2972652 | &nbsp;&nbsp; 2684779 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 5-1-2042 | 4163612 | &nbsp;&nbsp; 3752054 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 6-1-2042 | 3756598 | &nbsp;&nbsp; 3382942 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 11-1-2042 | 2214659 | &nbsp;&nbsp; 1986727 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 12-1-2047 | 7444197 | &nbsp;&nbsp; 6643911 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 9-1-2050 | 10689560 | &nbsp;&nbsp; 9282251 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 10-1-2050 | 5040661 | &nbsp;&nbsp; 4376555 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 11-1-2050 | 2171531 | &nbsp;&nbsp; 1881642 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 2-1-2051 | 4995964 | &nbsp;&nbsp; 4333255 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 5-1-2051 | 3285708 | &nbsp;&nbsp; 2842136 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 6-1-2051 | 5123116 | &nbsp;&nbsp; 4440777 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 12-1-2051 | 4518321 | &nbsp;&nbsp; 3905423 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 3-1-2052 | 17457311 | &nbsp;&nbsp; 15119647 |
| &nbsp;&nbsp;&nbsp; FNMA | 2.50 | &nbsp;&nbsp; 5-1-2052 | 2490729 | &nbsp;&nbsp; 2158823 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 6-1-2035 | 2755708 | &nbsp;&nbsp; 2705439 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 3-1-2040 | 1203281 | &nbsp;&nbsp; 1166603 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 8-1-2042 | 1922741 | &nbsp;&nbsp; 1784574 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 11-1-2042 | 2636510 | &nbsp;&nbsp; 2447044 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 1-1-2043 | 2618602 | &nbsp;&nbsp; 2517595 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 2-1-2043 | 13631317 | &nbsp;&nbsp; 12564756 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 7-1-2043 | 2187610 | &nbsp;&nbsp; 2020351 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 9-1-2043 | 2198294 | &nbsp;&nbsp; 2045281 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 12-1-2043 | 2800603 | &nbsp;&nbsp; 2586584 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 1-1-2044 | 3851229 | &nbsp;&nbsp; 3537436 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 10-1-2044 | 5253517 | &nbsp;&nbsp; 4861850 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 2-1-2045 | 1584642 | &nbsp;&nbsp; 1464000 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 3-1-2045 | 8323893 | &nbsp;&nbsp; 7643021 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 10-1-2046 | 4260281 | &nbsp;&nbsp; 3933291 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 11-1-2046 | 8630942 | &nbsp;&nbsp; 7848722 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 12-1-2046 | 11944714 | &nbsp;&nbsp; 10875696 |

---

See accompanying notes to portfolio of investments

4 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00<br> %<br>| &nbsp;&nbsp; 9-1-2047 | $1392815 | &nbsp;&nbsp; $1269875 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 12-1-2047 | 1814154 | &nbsp;&nbsp; 1658883 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 1-1-2048 | 3523415 | &nbsp;&nbsp; 3263591 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 2-1-2048 | 1971332 | &nbsp;&nbsp; 1803494 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 4-1-2048 | 11842880 | &nbsp;&nbsp; 10952637 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 8-1-2048 | 2878850 | &nbsp;&nbsp; 2629929 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 1-1-2049 | 8859879 | &nbsp;&nbsp; 8166144 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 2-1-2050 | 48119370 | &nbsp;&nbsp; 43963763 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 5-1-2050 | 9761358 | &nbsp;&nbsp; 8925380 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 7-1-2050 | 21288106 | &nbsp;&nbsp; 19403181 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 4-1-2052 | 11760769 | &nbsp;&nbsp; 10600438 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 7-1-2052 | 1984881 | &nbsp;&nbsp; 1823285 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 10-1-2052 | 15118821 | &nbsp;&nbsp; 13775711 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 2-1-2055 | 1495673 | &nbsp;&nbsp; 1362742 |
| &nbsp;&nbsp;&nbsp; FNMA | 3.00 | &nbsp;&nbsp; 7-1-2060 | 20500614 | &nbsp;&nbsp; 18232600 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 1-1-2027 | 173163 | &nbsp;&nbsp; 172711 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 3-1-2035 | 896076 | &nbsp;&nbsp; 895158 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 9-1-2045 | 390440 | &nbsp;&nbsp; 383990 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 1-1-2046 | 2913746 | &nbsp;&nbsp; 2865158 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 3-1-2047 | 1242332 | &nbsp;&nbsp; 1218276 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 4-1-2047 | 312176 | &nbsp;&nbsp; 306356 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 10-1-2047 | 373015 | &nbsp;&nbsp; 366062 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.00 | &nbsp;&nbsp; 12-1-2048 | 1541263 | &nbsp;&nbsp; 1512534 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.50 | &nbsp;&nbsp; 3-1-2043 | 1776551 | &nbsp;&nbsp; 1783771 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.50 | &nbsp;&nbsp; 10-1-2045 | 2689703 | &nbsp;&nbsp; 2692355 |
| &nbsp;&nbsp;&nbsp; FNMA | 4.50 | &nbsp;&nbsp; 2-1-2046 | 68435 | &nbsp;&nbsp; 68340 |
| &nbsp;&nbsp;&nbsp; FNMA%% | 5.00 | &nbsp;&nbsp; 2-12-2056 | 23500000 | &nbsp;&nbsp; 23493526 |
| &nbsp;&nbsp;&nbsp; FNMA%% | 5.00 | &nbsp;&nbsp; 3-15-2056 | 46200000 | &nbsp;&nbsp; 46122303 |
| &nbsp;&nbsp;&nbsp; FNMA | 5.50 | &nbsp;&nbsp; 5-1-2055 | 24828447 | &nbsp;&nbsp; 25283961 |
| &nbsp;&nbsp;&nbsp; FNMA | 5.50 | &nbsp;&nbsp; 7-1-2055 | 34231313 | &nbsp;&nbsp; 34773295 |
| &nbsp;&nbsp;&nbsp; FNMA%% | 5.50 | &nbsp;&nbsp; 2-15-2056 | 54800000 | &nbsp;&nbsp; 55562296 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 12-1-2053 | 2165750 | &nbsp;&nbsp; 2257871 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 6-1-2054 | 3425197 | &nbsp;&nbsp; 3592844 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 7-1-2054 | 3950322 | &nbsp;&nbsp; 4148421 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 9-1-2054 | 14309754 | &nbsp;&nbsp; 14987655 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 10-1-2054 | 1680153 | &nbsp;&nbsp; 1762291 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 11-1-2054 | 7298629 | &nbsp;&nbsp; 7648447 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 12-1-2054 | 2286425 | &nbsp;&nbsp; 2401071 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 5-1-2055 | 17728982 | &nbsp;&nbsp; 18227806 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 6-1-2055 | 9380361 | &nbsp;&nbsp; 9630623 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 10-1-2055 | 3740287 | &nbsp;&nbsp; 3914157 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.00 | &nbsp;&nbsp; 11-1-2055 | 10008521 | &nbsp;&nbsp; 10492658 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.50 | &nbsp;&nbsp; 12-1-2053 | 2380756 | &nbsp;&nbsp; 2530273 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.50 | &nbsp;&nbsp; 9-1-2054 | 3937049 | &nbsp;&nbsp; 4173195 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.50 | &nbsp;&nbsp; 10-1-2054 | 3729519 | &nbsp;&nbsp; 3954655 |
| &nbsp;&nbsp;&nbsp; FNMA | 6.50 | &nbsp;&nbsp; 11-1-2055 | 3091205 | &nbsp;&nbsp; 3274794 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.06%)± | 5.60 | &nbsp;&nbsp; 8-1-2055 | 3753923 | &nbsp;&nbsp; 3817533 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.09%)± | 5.59 | &nbsp;&nbsp; 12-1-2053 | 2399203 | &nbsp;&nbsp; 2431023 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 5

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.12%)± | 4.10<br> %<br>| &nbsp;&nbsp; 9-1-2052 | $3221805 | &nbsp;&nbsp; $3322501 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.12%)± | 4.13 | &nbsp;&nbsp; 11-1-2052 | 2753400 | &nbsp;&nbsp; 2834697 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.13%)± | 4.13 | &nbsp;&nbsp; 10-1-2052 | 8505274 | &nbsp;&nbsp; 8672634 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.13%)± | 4.36 | &nbsp;&nbsp; 7-1-2052 | 4316730 | &nbsp;&nbsp; 4335435 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.13%)± | 4.58 | &nbsp;&nbsp; 8-1-2052 | 4657899 | &nbsp;&nbsp; 4701134 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.13%)± | 4.63 | &nbsp;&nbsp; 8-1-2052 | 2394704 | &nbsp;&nbsp; 2418868 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.16%)± | 4.35 | &nbsp;&nbsp; 1-1-2055 | 4144652 | &nbsp;&nbsp; 4237380 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.28%)± | 4.85 | &nbsp;&nbsp; 7-1-2054 | 8400595 | &nbsp;&nbsp; 8522844 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.30%)± | 4.67 | &nbsp;&nbsp; 4-1-2053 | 17109720 | &nbsp;&nbsp; 17381016 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.31%)± | 4.96 | &nbsp;&nbsp; 5-1-2055 | 4023442 | &nbsp;&nbsp; 4084319 |
| &nbsp;&nbsp;&nbsp; FNMA (30 Day Average U.S. SOFR+2.33%)± | 5.37 | &nbsp;&nbsp; 8-1-2054 | 5642638 | &nbsp;&nbsp; 5759550 |
| &nbsp;&nbsp;&nbsp; FNMA (RFUCCT1Y+1.61%)± | 2.75 | &nbsp;&nbsp; 6-1-2050 | 1758783 | &nbsp;&nbsp; 1712096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2010-107 Class FB (30 Day Average <br> U.S. SOFR+0.52%)±<br>| 4.22 | &nbsp;&nbsp; 9-25-2040 | 1014880 | &nbsp;&nbsp; 1008893 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2011-111 Class DB | 4.00 | &nbsp;&nbsp; 11-25-2041 | 2278896 | &nbsp;&nbsp; 2223427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2011-117 Class AF (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.26 | &nbsp;&nbsp; 11-25-2041 | 904917 | &nbsp;&nbsp; 899355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2011-117 Class FA (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.26 | &nbsp;&nbsp; 11-25-2041 | 2841145 | &nbsp;&nbsp; 2824331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2011-127 Class FC (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.26 | &nbsp;&nbsp; 12-25-2041 | 1315804 | &nbsp;&nbsp; 1305342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2011-142 Class EF (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.31 | &nbsp;&nbsp; 1-25-2042 | 1485636 | &nbsp;&nbsp; 1478201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2011-55 Class FH (30 Day Average <br> U.S. SOFR+0.55%)±<br>| 4.25 | &nbsp;&nbsp; 6-25-2041 | 1040448 | &nbsp;&nbsp; 1035098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2012-12 Class FA (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.31 | &nbsp;&nbsp; 2-25-2042 | 1308727 | &nbsp;&nbsp; 1301374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2012-47 Class JF (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.31 | &nbsp;&nbsp; 5-25-2042 | 1747990 | &nbsp;&nbsp; 1737853 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2013-11 Class AP | 1.50 | &nbsp;&nbsp; 1-25-2043 | 3547590 | &nbsp;&nbsp; 3284065 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2013-49 Class AP | 1.75 | &nbsp;&nbsp; 5-25-2043 | 1285971 | &nbsp;&nbsp; 1123987 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2014-25 Class EL | 3.00 | &nbsp;&nbsp; 5-25-2044 | 1828470 | &nbsp;&nbsp; 1687591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2014-74 Class FC (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2044 | 1518445 | &nbsp;&nbsp; 1500171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2015-32 Class FA (30 Day Average <br> U.S. SOFR+0.41%)±<br>| 4.11 | &nbsp;&nbsp; 5-25-2045 | 1732119 | &nbsp;&nbsp; 1696095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2015-48 Class FB (30 Day Average <br> U.S. SOFR+0.41%)±<br>| 4.11 | &nbsp;&nbsp; 7-25-2045 | 2048388 | &nbsp;&nbsp; 2006871 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2015-72 Class GL | 3.00 | &nbsp;&nbsp; 10-25-2045 | 1638044 | &nbsp;&nbsp; 1449304 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2015-8 Class AP | 2.00 | &nbsp;&nbsp; 3-25-2045 | 3400013 | &nbsp;&nbsp; 3081303 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2015-84 Class PA | 1.70 | &nbsp;&nbsp; 8-25-2033 | 2425236 | &nbsp;&nbsp; 2301181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-11 Class CF (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.16 | &nbsp;&nbsp; 3-25-2046 | 1011326 | &nbsp;&nbsp; 1002180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-19 Class FD (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 4-25-2046 | 5776520 | &nbsp;&nbsp; 5743608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-22 Class FA (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 4-25-2046 | 2650482 | &nbsp;&nbsp; 2629673 |

---

See accompanying notes to portfolio of investments

6 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-22 Class FG (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21<br> %<br>| &nbsp;&nbsp; 4-25-2046 | $2337312 | &nbsp;&nbsp; $2318556 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2016-48 Class MA | 2.00 | &nbsp;&nbsp; 6-25-2038 | 4348367 | &nbsp;&nbsp; 4101153 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2016-57 Class PC | 1.75 | &nbsp;&nbsp; 6-25-2046 | 11192704 | &nbsp;&nbsp; 9642910 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2016-64 Class BC | 1.75 | &nbsp;&nbsp; 9-25-2046 | 2476152 | &nbsp;&nbsp; 2335874 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2016-64 Class PE | 2.50 | &nbsp;&nbsp; 9-25-2046 | 1911000 | &nbsp;&nbsp; 1487719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-69 Class BF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 10-25-2046 | 2149778 | &nbsp;&nbsp; 2136899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-75 Class FE (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 10-25-2046 | 1622466 | &nbsp;&nbsp; 1613106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-78 Class FA (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2044 | 1005691 | &nbsp;&nbsp; 997755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-79 Class FH (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2046 | 1633928 | &nbsp;&nbsp; 1624716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-82 Class FE (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2046 | 3552853 | &nbsp;&nbsp; 3533478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-82 Class FH (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2046 | 3298331 | &nbsp;&nbsp; 3273417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-84 Class FB (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2046 | 1576521 | &nbsp;&nbsp; 1564225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-86 Class FE (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 11-25-2046 | 4144554 | &nbsp;&nbsp; 4111752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2016-91 Class AF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 12-25-2046 | 1420144 | &nbsp;&nbsp; 1412918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-11 Class FA (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2047 | 629022 | &nbsp;&nbsp; 625065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-113 Class FB (30 Day Average <br> U.S. SOFR+0.36%)±<br>| 4.06 | &nbsp;&nbsp; 1-25-2048 | 664083 | &nbsp;&nbsp; 657190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-12 Class FD (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2047 | 1591424 | &nbsp;&nbsp; 1581079 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2017-13 Class PA | 3.00 | &nbsp;&nbsp; 8-25-2046 | 1506270 | &nbsp;&nbsp; 1423782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-23 Class FA (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 4-25-2047 | 1808901 | &nbsp;&nbsp; 1795996 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2017-24 Class PG | 2.63 | &nbsp;&nbsp; 4-25-2047 | 6355535 | &nbsp;&nbsp; 5645656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-26 Class FA (30 Day Average <br> U.S. SOFR+0.46%)±<br>| 4.16 | &nbsp;&nbsp; 4-25-2047 | 4060849 | &nbsp;&nbsp; 4032168 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2017-35 Class MC | 2.63 | &nbsp;&nbsp; 12-25-2044 | 1260280 | &nbsp;&nbsp; 1231892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-82 Class FE (30 Day Average <br> U.S. SOFR+0.36%)±<br>| 4.06 | &nbsp;&nbsp; 10-25-2047 | 1480331 | &nbsp;&nbsp; 1469901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-9 Class BF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2047 | 1986449 | &nbsp;&nbsp; 1974869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-9 Class DF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2047 | 1421851 | &nbsp;&nbsp; 1413598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-9 Class EF (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 3-25-2047 | 745905 | &nbsp;&nbsp; 741737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2017-96 Class FB (30 Day Average <br> U.S. SOFR+0.41%)±<br>| 4.11 | &nbsp;&nbsp; 12-25-2047 | 2623558 | &nbsp;&nbsp; 2593133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2018-1 Class FA (30 Day Average <br> U.S. SOFR+0.36%)±<br>| 4.06 | &nbsp;&nbsp; 2-25-2048 | 1132382 | &nbsp;&nbsp; 1120059 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 7

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-14 Class KC | 3.00<br> %<br>| &nbsp;&nbsp; 3-25-2048 | $1679216 | &nbsp;&nbsp; $1614799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2018-36 Class FD (30 Day Average <br> U.S. SOFR+0.36%)±<br>| 4.06 | &nbsp;&nbsp; 6-25-2048 | 3323958 | &nbsp;&nbsp; 3293986 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-38 Class MA | 3.30 | &nbsp;&nbsp; 6-25-2048 | 2749611 | &nbsp;&nbsp; 2651523 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-45 Class TM | 3.00 | &nbsp;&nbsp; 6-25-2048 | 2360691 | &nbsp;&nbsp; 2145220 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-55 Class GA | 3.38 | &nbsp;&nbsp; 8-25-2048 | 2169202 | &nbsp;&nbsp; 2097808 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-64 Class A | 3.00 | &nbsp;&nbsp; 9-25-2048 | 2065817 | &nbsp;&nbsp; 1864216 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2018-85 Class EA | 3.50 | &nbsp;&nbsp; 12-25-2048 | 1418484 | &nbsp;&nbsp; 1386682 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2019-13 Class PE | 3.00 | &nbsp;&nbsp; 3-25-2049 | 1411906 | &nbsp;&nbsp; 1300975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2019-15 Class FA (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.31 | &nbsp;&nbsp; 4-25-2049 | 1028264 | &nbsp;&nbsp; 1014122 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2019-25 Class PA | 3.00 | &nbsp;&nbsp; 5-25-2048 | 3882620 | &nbsp;&nbsp; 3658556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2019-41 Class FG (30 Day Average <br> U.S. SOFR+0.61%)±<br>| 4.31 | &nbsp;&nbsp; 8-25-2059 | 2864191 | &nbsp;&nbsp; 2813969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2019-43 Class FC (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 8-25-2049 | 2019298 | &nbsp;&nbsp; 1988412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2019-67 Class FB (30 Day Average <br> U.S. SOFR+0.56%)±<br>| 4.26 | &nbsp;&nbsp; 11-25-2049 | 1127354 | &nbsp;&nbsp; 1111633 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2019-81 Class LH | 3.00 | &nbsp;&nbsp; 12-25-2049 | 1789334 | &nbsp;&nbsp; 1633911 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2020-34 Class AG | 2.00 | &nbsp;&nbsp; 6-25-2035 | 4461769 | &nbsp;&nbsp; 4271260 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2020-48 Class AB | 2.00 | &nbsp;&nbsp; 7-25-2050 | 2560746 | &nbsp;&nbsp; 2160715 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2020-59 Class NC | 3.00 | &nbsp;&nbsp; 8-25-2040 | 2455529 | &nbsp;&nbsp; 2309088 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2021-27 Class EC | 1.50 | &nbsp;&nbsp; 5-25-2051 | 7561440 | &nbsp;&nbsp; 6210848 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2021-40 Class DW | 2.00 | &nbsp;&nbsp; 6-25-2041 | 612933 | &nbsp;&nbsp; 551296 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2021-78 Class ND | 1.50 | &nbsp;&nbsp; 11-25-2051 | 4137252 | &nbsp;&nbsp; 3403012 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2021-95 Class CP | 1.50 | &nbsp;&nbsp; 8-25-2051 | 1440578 | &nbsp;&nbsp; 1245173 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2022-62 Class KA | 3.25 | &nbsp;&nbsp; 9-25-2052 | 1810264 | &nbsp;&nbsp; 1713229 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2023-14 Class EJ | 2.75 | &nbsp;&nbsp; 4-25-2049 | 2941495 | &nbsp;&nbsp; 2780224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2023-37 Class FH (30 Day Average <br> U.S. SOFR+0.51%)±<br>| 4.21 | &nbsp;&nbsp; 1-25-2050 | 4498681 | &nbsp;&nbsp; 4436931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2023-38 Class FC (30 Day Average <br> U.S. SOFR+0.66%)±<br>| 4.36 | &nbsp;&nbsp; 6-25-2040 | 3673823 | &nbsp;&nbsp; 3669693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2023-38 Class FD (30 Day Average <br> U.S. SOFR+0.86%)±<br>| 4.74 | &nbsp;&nbsp; 10-25-2039 | 1182280 | &nbsp;&nbsp; 1156327 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2024-64 Class KY | 3.00 | &nbsp;&nbsp; 12-25-2043 | 1950398 | &nbsp;&nbsp; 1694796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FNMA Series 2025-95 Class FC (30 Day Average <br> U.S. SOFR+0.70%)±<br>| 4.40 | &nbsp;&nbsp; 9-25-2052 | 7924760 | &nbsp;&nbsp; 7939158 |
| &nbsp;&nbsp;&nbsp; FNMA Series 2025-98 Class PK | 4.50 | &nbsp;&nbsp; 8-25-2054 | 17240915 | &nbsp;&nbsp; 17191396 |
| &nbsp;&nbsp;&nbsp; GNMA | 2.50 | &nbsp;&nbsp; 12-20-2037 | 2978589 | &nbsp;&nbsp; 2814872 |
| &nbsp;&nbsp;&nbsp; GNMA | 2.50 | &nbsp;&nbsp; 6-20-2038 | 5588753 | &nbsp;&nbsp; 5274435 |
| &nbsp;&nbsp;&nbsp; GNMA | 2.50 | &nbsp;&nbsp; 7-20-2050 | 18973957 | &nbsp;&nbsp; 16186719 |
| &nbsp;&nbsp;&nbsp; GNMA | 3.00 | &nbsp;&nbsp; 6-20-2043 | 3345403 | &nbsp;&nbsp; 3039641 |
| &nbsp;&nbsp;&nbsp; GNMA | 3.00 | &nbsp;&nbsp; 8-20-2043 | 1037069 | &nbsp;&nbsp; 942284 |
| &nbsp;&nbsp;&nbsp; GNMA | 3.00 | &nbsp;&nbsp; 11-15-2047 | 8357621 | &nbsp;&nbsp; 7732116 |
| &nbsp;&nbsp;&nbsp; GNMA | 3.00 | &nbsp;&nbsp; 10-20-2050 | 7185819 | &nbsp;&nbsp; 6473436 |
| &nbsp;&nbsp;&nbsp; GNMA | 3.50 | &nbsp;&nbsp; 4-20-2048 | 1794272 | &nbsp;&nbsp; 1698081 |
| &nbsp;&nbsp;&nbsp; GNMA | 4.00 | &nbsp;&nbsp; 8-20-2052 | 37342725 | &nbsp;&nbsp; 35619542 |
| &nbsp;&nbsp;&nbsp; GNMA | 4.00 | &nbsp;&nbsp; 9-20-2052 | 4722571 | &nbsp;&nbsp; 4509809 |

---

See accompanying notes to portfolio of investments

8 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; GNMA | 4.00<br> %<br>| &nbsp;&nbsp; 10-20-2052 | $21206041 | &nbsp;&nbsp; $20225844 |
| &nbsp;&nbsp;&nbsp; GNMA | 5.50 | &nbsp;&nbsp; 8-20-2055 | 29273273 | &nbsp;&nbsp; 29620162 |
| &nbsp;&nbsp;&nbsp; GNMA%% | 5.50 | &nbsp;&nbsp; 2-19-2056 | 16400000 | &nbsp;&nbsp; 16579136 |
| &nbsp;&nbsp;&nbsp; GNMA | 6.00 | &nbsp;&nbsp; 1-20-2053 | 3427447 | &nbsp;&nbsp; 3550829 |
| &nbsp;&nbsp;&nbsp; GNMA | 6.00 | &nbsp;&nbsp; 7-20-2055 | 16108208 | &nbsp;&nbsp; 16509802 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2010-163 Class NC | 4.00 | &nbsp;&nbsp; 12-20-2040 | 2118192 | &nbsp;&nbsp; 2106961 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2013-152 Class HA | 2.50 | &nbsp;&nbsp; 6-20-2043 | 2419100 | &nbsp;&nbsp; 2261445 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2014-133 Class BP | 2.25 | &nbsp;&nbsp; 9-20-2044 | 2087878 | &nbsp;&nbsp; 1896295 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2014-149 Class KP | 2.25 | &nbsp;&nbsp; 7-16-2044 | 1784310 | &nbsp;&nbsp; 1655968 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2014-181 Class L | 3.00 | &nbsp;&nbsp; 12-20-2044 | 1721536 | &nbsp;&nbsp; 1572575 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2015-144 Class CA | 2.50 | &nbsp;&nbsp; 10-20-2045 | 2635435 | &nbsp;&nbsp; 2346405 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2016-136 Class A | 3.00 | &nbsp;&nbsp; 7-20-2044 | 1740194 | &nbsp;&nbsp; 1593019 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2016-93 Class AB | 1.75 | &nbsp;&nbsp; 7-20-2044 | 3476425 | &nbsp;&nbsp; 2955410 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2016-99 Class TL | 2.00 | &nbsp;&nbsp; 4-16-2044 | 5084616 | &nbsp;&nbsp; 4313786 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2017-139 Class GA | 3.00 | &nbsp;&nbsp; 9-20-2047 | 6063913 | &nbsp;&nbsp; 5541331 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2017-167 Class BQ | 2.50 | &nbsp;&nbsp; 8-20-2044 | 1791830 | &nbsp;&nbsp; 1706447 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2018-65 Class DC | 3.50 | &nbsp;&nbsp; 5-20-2048 | 2420581 | &nbsp;&nbsp; 2262882 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2019-158 Class PL | 1.50 | &nbsp;&nbsp; 12-20-2049 | 4170186 | &nbsp;&nbsp; 3393668 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2019-158 Class PK | 1.75 | &nbsp;&nbsp; 12-20-2049 | 2169370 | &nbsp;&nbsp; 1795361 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2019-158 Class PG | 2.25 | &nbsp;&nbsp; 12-20-2049 | 1735179 | &nbsp;&nbsp; 1482157 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2019-78 Class PT | 2.50 | &nbsp;&nbsp; 8-20-2044 | 1635389 | &nbsp;&nbsp; 1484633 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2019-96 Class DE | 2.35 | &nbsp;&nbsp; 8-20-2049 | 1275128 | &nbsp;&nbsp; 1102589 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-112 Class AB | 1.50 | &nbsp;&nbsp; 8-20-2050 | 3391496 | &nbsp;&nbsp; 2753124 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-112 Class MB | 1.50 | &nbsp;&nbsp; 8-20-2050 | 3693718 | &nbsp;&nbsp; 3005083 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-17 Class AP | 2.25 | &nbsp;&nbsp; 1-20-2050 | 1599624 | &nbsp;&nbsp; 1397882 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-17 Class PD | 2.25 | &nbsp;&nbsp; 1-20-2050 | 1674574 | &nbsp;&nbsp; 1446495 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-21 Class GV | 2.25 | &nbsp;&nbsp; 10-20-2049 | 1453245 | &nbsp;&nbsp; 1283293 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-31 Class E | 2.00 | &nbsp;&nbsp; 9-20-2049 | 3834566 | &nbsp;&nbsp; 3350274 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-63 Class UD | 1.75 | &nbsp;&nbsp; 4-20-2050 | 1890729 | &nbsp;&nbsp; 1566600 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2020-95 Class A | 1.63 | &nbsp;&nbsp; 7-20-2050 | 5834059 | &nbsp;&nbsp; 4788305 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-105 Class P | 1.75 | &nbsp;&nbsp; 6-20-2051 | 9329067 | &nbsp;&nbsp; 7677028 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-107 Class DB | 1.75 | &nbsp;&nbsp; 4-20-2051 | 8697439 | &nbsp;&nbsp; 7169956 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-135 Class A | 2.00 | &nbsp;&nbsp; 8-20-2051 | 2143493 | &nbsp;&nbsp; 1780444 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-160 Class NE | 2.00 | &nbsp;&nbsp; 9-20-2051 | 16232372 | &nbsp;&nbsp; 13907327 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-215 Class GA | 2.00 | &nbsp;&nbsp; 12-20-2051 | 13959838 | &nbsp;&nbsp; 12254913 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-225 Class YC | 2.00 | &nbsp;&nbsp; 12-20-2051 | 1688642 | &nbsp;&nbsp; 1448739 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-24 Class BC | 1.25 | &nbsp;&nbsp; 2-20-2051 | 3522795 | &nbsp;&nbsp; 2778887 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-27 Class BD | 5.00 | &nbsp;&nbsp; 2-20-2051 | 2084569 | &nbsp;&nbsp; 2078906 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-27 Class CW±± | 5.00 | &nbsp;&nbsp; 2-20-2051 | 1294194 | &nbsp;&nbsp; 1290852 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-27 Class NT | 5.00 | &nbsp;&nbsp; 2-20-2051 | 2350509 | &nbsp;&nbsp; 2320050 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-27 Class Q | 5.00 | &nbsp;&nbsp; 2-20-2051 | 2087722 | &nbsp;&nbsp; 2081381 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-8 Class CY | 5.00 | &nbsp;&nbsp; 1-20-2051 | 748212 | &nbsp;&nbsp; 745907 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-89 Class LK | 2.00 | &nbsp;&nbsp; 5-20-2051 | 5161345 | &nbsp;&nbsp; 4291571 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2021-97 Class QK | 2.00 | &nbsp;&nbsp; 6-20-2051 | 12229747 | &nbsp;&nbsp; 10198905 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-153 Class KA | 4.00 | &nbsp;&nbsp; 12-20-2049 | 2390157 | &nbsp;&nbsp; 2362626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GNMA Series 2022-197 Class LF (30 Day Average <br> U.S. SOFR+0.70%)±<br>| 4.40 | &nbsp;&nbsp; 11-20-2052 | 8884515 | &nbsp;&nbsp; 8871649 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-24 Class AH | 2.50 | &nbsp;&nbsp; 2-20-2052 | 916854 | &nbsp;&nbsp; 791775 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 9

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Agency securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-31 Class GH | 2.50<br> %<br>| &nbsp;&nbsp; 12-20-2049 | $5819129 | &nbsp;&nbsp; $5280380 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-34 Class DN | 3.50 | &nbsp;&nbsp; 9-20-2041 | 4816216 | &nbsp;&nbsp; 4645914 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-46 Class LY | 3.00 | &nbsp;&nbsp; 3-20-2052 | 1342000 | &nbsp;&nbsp; 1122930 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-5 Class BA | 2.00 | &nbsp;&nbsp; 10-20-2049 | 9430158 | &nbsp;&nbsp; 8256789 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-50 Class CA | 3.00 | &nbsp;&nbsp; 3-20-2052 | 9292348 | &nbsp;&nbsp; 8421656 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-66 Class CG | 3.50 | &nbsp;&nbsp; 4-20-2052 | 5388093 | &nbsp;&nbsp; 5180079 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-78 Class HW | 2.50 | &nbsp;&nbsp; 4-20-2052 | 2260000 | &nbsp;&nbsp; 1817276 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2022-9 Class GA | 2.00 | &nbsp;&nbsp; 1-20-2052 | 2474786 | &nbsp;&nbsp; 2065739 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2024-110 Class JC | 3.00 | &nbsp;&nbsp; 9-20-2047 | 15463613 | &nbsp;&nbsp; 14841981 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2024-110 Class JL | 3.00 | &nbsp;&nbsp; 10-20-2049 | 3616000 | &nbsp;&nbsp; 3146412 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2024-184 Class GC | 3.50 | &nbsp;&nbsp; 10-20-2051 | 19618201 | &nbsp;&nbsp; 19090456 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2024-45 Class BD | 2.00 | &nbsp;&nbsp; 3-20-2054 | 2174957 | &nbsp;&nbsp; 2023666 |
| &nbsp;&nbsp;&nbsp; GNMA Series 2025-7 Class EL | 2.50 | &nbsp;&nbsp; 1-20-2055 | 1551252 | &nbsp;&nbsp; 1115415 |
| **Total agency securities (Cost $1,848,324,202)** |  |  |  | &nbsp;&nbsp; **1856537473** |
| **Asset-backed securities: 5.90%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ally Auto Receivables Trust Series 2022-3 Class A4 | 5.07 | &nbsp;&nbsp; 10-16-2028 | 1860000 | &nbsp;&nbsp; 1865083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Credit Account Master Trust Series 2023-4 <br> Class A<br>| 5.15 | &nbsp;&nbsp; 9-16-2030 | 4223000 | &nbsp;&nbsp; 4360927 |
| &nbsp;&nbsp;&nbsp; AmeriCredit Automobile Receivables Trust Series 2023-1 Class A3 | 5.62 | &nbsp;&nbsp; 11-18-2027 | 409805 | &nbsp;&nbsp; 410926 |
| &nbsp;&nbsp;&nbsp; AmeriCredit Automobile Receivables Trust Series 2023-2 Class A3 | 5.81 | &nbsp;&nbsp; 5-18-2028 | 2229638 | &nbsp;&nbsp; 2244793 |
| &nbsp;&nbsp;&nbsp; AutoNation Finance Trust Series 2025-1A Class A3144A | 4.62 | &nbsp;&nbsp; 11-13-2029 | 3562000 | &nbsp;&nbsp; 3592592 |
| &nbsp;&nbsp;&nbsp; Barclays Dryrock Issuance Trust Series 2025-1 Class A | 3.97 | &nbsp;&nbsp; 7-15-2031 | 7693000 | &nbsp;&nbsp; 7708069 |
| &nbsp;&nbsp;&nbsp; Barings Equipment Finance LLC Series 2026-A Class A3144A%% | 4.08 | &nbsp;&nbsp; 7-13-2033 | 1911000 | &nbsp;&nbsp; 1912194 |
| &nbsp;&nbsp;&nbsp; Capital One Prime Auto Receivables Trust Series 2025-1 Class A3 | 3.85 | &nbsp;&nbsp; 7-15-2030 | 3049000 | &nbsp;&nbsp; 3050239 |
| &nbsp;&nbsp;&nbsp; Capital One Prime Auto Receivables Trust Series 2025-1 Class A4 | 3.92 | &nbsp;&nbsp; 2-18-2031 | 3002000 | &nbsp;&nbsp; 2998935 |
| &nbsp;&nbsp;&nbsp; CarMax Auto Owner Trust Series 2025-2 Class A3 | 4.48 | &nbsp;&nbsp; 3-15-2030 | 8378000 | &nbsp;&nbsp; 8463802 |
| &nbsp;&nbsp;&nbsp; CarMax Auto Owner Trust Series 2025-3 Class A3 | 4.35 | &nbsp;&nbsp; 7-15-2030 | 4704000 | &nbsp;&nbsp; 4743260 |
| &nbsp;&nbsp;&nbsp; CarMax Auto Owner Trust Series 2025-3 Class A4 | 4.47 | &nbsp;&nbsp; 1-15-2031 | 3360000 | &nbsp;&nbsp; 3401138 |
| &nbsp;&nbsp;&nbsp; Chase Auto Owner Trust Series 2022-AA Class A4144A | 3.99 | &nbsp;&nbsp; 3-27-2028 | 2055349 | &nbsp;&nbsp; 2055178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC Series 2017-A Class A1 <br> (U.S. SOFR 1 Month+1.76%)144A±<br>| 5.44 | &nbsp;&nbsp; 11-26-2046 | 742972 | &nbsp;&nbsp; 749402 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC Series 2018-A Class A2144A | 4.13 | &nbsp;&nbsp; 12-26-2047 | 664039 | &nbsp;&nbsp; 655508 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC Series 2019-A Class A2144A | 3.28 | &nbsp;&nbsp; 12-28-2048 | 1187860 | &nbsp;&nbsp; 1141598 |
| &nbsp;&nbsp;&nbsp; Ford Credit Auto Owner Trust Series 2022-1 Class A144A | 3.88 | &nbsp;&nbsp; 11-15-2034 | 4379000 | &nbsp;&nbsp; 4381932 |
| &nbsp;&nbsp;&nbsp; Ford Credit Auto Owner Trust Series 2025-1 Class A144Aøø | 4.86 | &nbsp;&nbsp; 8-15-2037 | 5490000 | &nbsp;&nbsp; 5640857 |
| &nbsp;&nbsp;&nbsp; Ford Credit Auto Owner Trust Series 2025-2 Class A144Aøø | 4.37 | &nbsp;&nbsp; 2-15-2038 | 1984000 | &nbsp;&nbsp; 1997069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ford Credit Floorplan Master Owner Trust A Series 2024-3 <br> Class A1144A<br>| 4.30 | &nbsp;&nbsp; 9-15-2029 | 10451000 | &nbsp;&nbsp; 10518117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ford Credit Floorplan Master Owner Trust A Series 2025-1 <br> Class A1<br>| 4.63 | &nbsp;&nbsp; 4-15-2030 | 8809000 | &nbsp;&nbsp; 8942009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables Trust <br> Series 2025-4 Class A3<br>| 3.84 | &nbsp;&nbsp; 2-18-2031 | 2387000 | &nbsp;&nbsp; 2387376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables Trust <br> Series 2026-1 Class A3<br>| 3.84 | &nbsp;&nbsp; 5-16-2031 | 3000000 | &nbsp;&nbsp; 2998237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GM Financial Revolving Receivables Trust Series 2024-1 <br> Class A144A<br>| 4.98 | &nbsp;&nbsp; 12-11-2036 | 1978000 | &nbsp;&nbsp; 2035339 |

---

See accompanying notes to portfolio of investments

10 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Asset-backed securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GM Financial Revolving Receivables Trust Series 2024-2 <br> Class A144A<br>| 4.52<br> %<br>| &nbsp;&nbsp; 3-11-2037 | $2817000 | &nbsp;&nbsp; $2855356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GM Financial Revolving Receivables Trust Series 2025-1 <br> Class A144A<br>| 4.64 | &nbsp;&nbsp; 12-11-2037 | 4308000 | &nbsp;&nbsp; 4391427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GMF Floorplan Owner Revolving Trust Series 2025-2A <br> Class A144A<br>| 4.64 | &nbsp;&nbsp; 3-15-2030 | 9195000 | &nbsp;&nbsp; 9310968 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables Owner Trust Series 2025-4 Class A3 | 3.98 | &nbsp;&nbsp; 6-17-2030 | 4290000 | &nbsp;&nbsp; 4305541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hyundai Auto Lease Securitization Trust Series 2025-B <br> Class A3144A<br>| 4.53 | &nbsp;&nbsp; 4-17-2028 | 6992000 | &nbsp;&nbsp; 7053694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hyundai Auto Lease Securitization Trust Series 2026-A <br> Class A3144A<br>| 3.97 | &nbsp;&nbsp; 12-15-2028 | 4057000 | &nbsp;&nbsp; 4065479 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust Series 2022-A Class A4 | 2.35 | &nbsp;&nbsp; 4-17-2028 | 370459 | &nbsp;&nbsp; 370031 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust Series 2023-A Class A4 | 4.48 | &nbsp;&nbsp; 7-17-2028 | 3320000 | &nbsp;&nbsp; 3328391 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust Series 2023-B Class A3 | 5.48 | &nbsp;&nbsp; 4-17-2028 | 955478 | &nbsp;&nbsp; 961841 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Lease Trust Series 2026-A Class A3 | 3.93 | &nbsp;&nbsp; 1-15-2030 | 4824000 | &nbsp;&nbsp; 4829084 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust Series 2022-1 Class A4 | 5.25 | &nbsp;&nbsp; 2-15-2029 | 3874000 | &nbsp;&nbsp; 3908565 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust Series 2025-1 Class A3 | 4.78 | &nbsp;&nbsp; 12-17-2029 | 3988000 | &nbsp;&nbsp; 4040725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2018-DA <br> Class A2A144A<br>| 4.00 | &nbsp;&nbsp; 12-15-2059 | 1040609 | &nbsp;&nbsp; 1035816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2019-A <br> Class A2A144A<br>| 3.42 | &nbsp;&nbsp; 1-15-2043 | 355616 | &nbsp;&nbsp; 354896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2019-CA <br> Class A2144A<br>| 3.13 | &nbsp;&nbsp; 2-15-2068 | 592315 | &nbsp;&nbsp; 586696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2019-D <br> Class A2A144A<br>| 3.01 | &nbsp;&nbsp; 12-15-2059 | 2920520 | &nbsp;&nbsp; 2852815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2019-FA <br> Class A2144A<br>| 2.60 | &nbsp;&nbsp; 8-15-2068 | 1455910 | &nbsp;&nbsp; 1410963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2020-GA <br> Class A144A<br>| 1.17 | &nbsp;&nbsp; 9-16-2069 | 1765534 | &nbsp;&nbsp; 1666134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2021-BA <br> Class A144A<br>| 0.94 | &nbsp;&nbsp; 7-15-2069 | 728892 | &nbsp;&nbsp; 668479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2021-CA <br> Class A144A<br>| 1.06 | &nbsp;&nbsp; 10-15-2069 | 3113120 | &nbsp;&nbsp; 2866307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2021-EA <br> Class A144A<br>| 0.97 | &nbsp;&nbsp; 12-16-2069 | 6536933 | &nbsp;&nbsp; 5933942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2021-FA <br> Class A144A<br>| 1.11 | &nbsp;&nbsp; 2-18-2070 | 2997320 | &nbsp;&nbsp; 2699785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navient Private Education Refinance Loan Trust Series 2022-A <br> Class A144A<br>| 2.23 | &nbsp;&nbsp; 7-15-2070 | 2252642 | &nbsp;&nbsp; 2071883 |
| &nbsp;&nbsp;&nbsp; Navient Refinance Loan Trust Series 2025-C Class A144A | 4.80 | &nbsp;&nbsp; 10-15-2055 | 4196757 | &nbsp;&nbsp; 4210017 |
| &nbsp;&nbsp;&nbsp; Navient Student Loan Trust Series 2021-3A Class A1A144A | 1.77 | &nbsp;&nbsp; 8-25-2070 | 3172451 | &nbsp;&nbsp; 2823980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust Series 2004-4 Class A5 (90 Day Average <br> U.S. SOFR+0.42%)±<br>| 4.31 | &nbsp;&nbsp; 1-25-2037 | 896156 | &nbsp;&nbsp; 894152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust Series 2005-1 Class A5 (90 Day Average <br> U.S. SOFR+0.37%)±<br>| 4.26 | &nbsp;&nbsp; 10-25-2033 | 4050964 | &nbsp;&nbsp; 4021705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust Series 2005-2 Class A5 (90 Day Average <br> U.S. SOFR+0.36%)±<br>| 4.44 | &nbsp;&nbsp; 3-23-2037 | 3845952 | &nbsp;&nbsp; 3820178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust Series 2005-3 Class A5 (90 Day Average <br> U.S. SOFR+0.38%)±<br>| 4.46 | &nbsp;&nbsp; 12-24-2035 | 2766556 | &nbsp;&nbsp; 2751261 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 11

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Asset-backed securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Nissan Auto Receivables Owner Trust Series 2022-B Class A4 | 4.45<br> %<br>| &nbsp;&nbsp; 11-15-2029 | $2437000 | &nbsp;&nbsp; $2446405 |
| &nbsp;&nbsp;&nbsp; Santander Drive Auto Receivables Trust Series 2024-3 Class A3 | 5.63 | &nbsp;&nbsp; 1-16-2029 | 2114268 | &nbsp;&nbsp; 2122458 |
| &nbsp;&nbsp;&nbsp; Santander Drive Auto Receivables Trust Series 2025-2 Class A3 | 4.67 | &nbsp;&nbsp; 8-15-2029 | 4443000 | &nbsp;&nbsp; 4473033 |
| &nbsp;&nbsp;&nbsp; Santander Drive Auto Receivables Trust Series 2025-3 Class A3 | 4.38 | &nbsp;&nbsp; 1-15-2030 | 5432000 | &nbsp;&nbsp; 5463249 |
| &nbsp;&nbsp;&nbsp; SBNA Auto Lease Trust Series 2024-C Class A4144A | 4.42 | &nbsp;&nbsp; 3-20-2029 | 2530000 | &nbsp;&nbsp; 2542411 |
| &nbsp;&nbsp;&nbsp; SBNA Auto Receivables Trust Series 2024-A Class A4144A | 5.21 | &nbsp;&nbsp; 4-16-2029 | 1116000 | &nbsp;&nbsp; 1125154 |
| &nbsp;&nbsp;&nbsp; SBNA Auto Receivables Trust Series 2024-A Class A3144A | 5.32 | &nbsp;&nbsp; 12-15-2028 | 976067 | &nbsp;&nbsp; 979614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFS Auto Receivables Securitization Trust Series 2024-1A <br> Class A4144A<br>| 4.94 | &nbsp;&nbsp; 1-21-2031 | 971000 | &nbsp;&nbsp; 985770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFS Auto Receivables Securitization Trust Series 2024-1A <br> Class A3144A<br>| 4.95 | &nbsp;&nbsp; 5-21-2029 | 3950462 | &nbsp;&nbsp; 3971521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFS Auto Receivables Securitization Trust Series 2024-2A <br> Class A3144A<br>| 5.33 | &nbsp;&nbsp; 11-20-2029 | 3240633 | &nbsp;&nbsp; 3278491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFS Auto Receivables Securitization Trust Series 2025-2A <br> Class A4144A<br>| 4.58 | &nbsp;&nbsp; 5-20-2031 | 3337000 | &nbsp;&nbsp; 3382598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SFS Auto Receivables Securitization Trust Series 2025-3A <br> Class A3144A<br>| 4.12 | &nbsp;&nbsp; 4-21-2031 | 5006000 | &nbsp;&nbsp; 5026467 |
| &nbsp;&nbsp;&nbsp; SMB Private Education Loan Trust Series 2021-A Class APT1144A | 1.07 | &nbsp;&nbsp; 1-15-2053 | 4032802 | &nbsp;&nbsp; 3701459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoFi Professional Loan Program LLC Series 2021-B <br> Class AFX144A<br>| 1.14 | &nbsp;&nbsp; 2-15-2047 | 2306109 | &nbsp;&nbsp; 2022692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis Financial Underwritten Enhanced Lease Trust <br> Series 2025-CA Class A3144A<br>| 4.11 | &nbsp;&nbsp; 4-20-2029 | 4587000 | &nbsp;&nbsp; 4606426 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC Series 2025-A2 Class A | 4.49 | &nbsp;&nbsp; 5-15-2031 | 3963000 | &nbsp;&nbsp; 4014664 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Issuance Trust Series 2025-A3 Class A | 4.06 | &nbsp;&nbsp; 11-15-2031 | 4567000 | &nbsp;&nbsp; 4584080 |
| &nbsp;&nbsp;&nbsp; T-Mobile U.S. Trust Series 2024-2A Class A144A | 4.25 | &nbsp;&nbsp; 5-21-2029 | 3972000 | &nbsp;&nbsp; 3989638 |
| &nbsp;&nbsp;&nbsp; Toyota Auto Receivables Owner Trust Series 2022-D Class A4 | 5.43 | &nbsp;&nbsp; 4-17-2028 | 2132000 | &nbsp;&nbsp; 2164004 |
| &nbsp;&nbsp;&nbsp; USB Auto Owner Trust Series 2025-1A Class A3144A | 4.49 | &nbsp;&nbsp; 6-17-2030 | 4075000 | &nbsp;&nbsp; 4105562 |
| &nbsp;&nbsp;&nbsp; USB Auto Owner Trust Series 2025-1A Class A4144A | 4.62 | &nbsp;&nbsp; 12-16-2030 | 1218000 | &nbsp;&nbsp; 1235637 |
| &nbsp;&nbsp;&nbsp; Verizon Master Trust Series 2024-7 Class A144A | 4.35 | &nbsp;&nbsp; 8-20-2032 | 4681000 | &nbsp;&nbsp; 4723833 |
| &nbsp;&nbsp;&nbsp; Verizon Master Trust Series 2025-10 Class A144A | 4.28 | &nbsp;&nbsp; 10-20-2033 | 5511000 | &nbsp;&nbsp; 5522863 |
| &nbsp;&nbsp;&nbsp; Verizon Master Trust Series 2025-2 Class A144A | 4.94 | &nbsp;&nbsp; 1-20-2033 | 10359000 | &nbsp;&nbsp; 10640211 |
| &nbsp;&nbsp;&nbsp; Verizon Master Trust Series 2025-4 Class A144A | 4.76 | &nbsp;&nbsp; 3-21-2033 | 6189000 | &nbsp;&nbsp; 6337772 |
| &nbsp;&nbsp;&nbsp; Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A3 | 4.63 | &nbsp;&nbsp; 7-20-2029 | 2622000 | &nbsp;&nbsp; 2654645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; World Financial Network Credit Card Master Trust Series 2024-A <br> Class A<br>| 5.47 | &nbsp;&nbsp; 2-15-2031 | 1339000 | &nbsp;&nbsp; 1363624 |
| **Total asset-backed securities (Cost $276,405,454)** |  |  |  | &nbsp;&nbsp; **275808972** |
| **Corporate bonds and notes: 19.90%** |  |  |  |  |
| **Communications: 2.58%** |  |  |  |  |
| **Internet: 1.22%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. | 4.38 | &nbsp;&nbsp; 11-15-2032 | 1924000 | &nbsp;&nbsp; 1930456 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. | 4.70 | &nbsp;&nbsp; 11-15-2035 | 4488000 | &nbsp;&nbsp; 4467739 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. | 5.25 | &nbsp;&nbsp; 5-15-2055 | 2132000 | &nbsp;&nbsp; 2031310 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. | 5.30 | &nbsp;&nbsp; 5-15-2065 | 2132000 | &nbsp;&nbsp; 1992581 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. | 5.45 | &nbsp;&nbsp; 11-15-2055 | 1667000 | &nbsp;&nbsp; 1625823 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 3.90 | &nbsp;&nbsp; 11-20-2028 | 3013000 | &nbsp;&nbsp; 3023788 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 4.10 | &nbsp;&nbsp; 11-20-2030 | 3013000 | &nbsp;&nbsp; 3013274 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 4.35 | &nbsp;&nbsp; 3-20-2033 | 3766000 | &nbsp;&nbsp; 3749240 |

---

See accompanying notes to portfolio of investments

12 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Internet**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 4.65<br> %<br>| &nbsp;&nbsp; 11-20-2035 | $5172000 | &nbsp;&nbsp; $5121187 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 5.45 | &nbsp;&nbsp; 11-20-2055 | 662000 | &nbsp;&nbsp; 644699 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | 5.55 | &nbsp;&nbsp; 11-20-2065 | 2184000 | &nbsp;&nbsp; 2118995 |
| &nbsp;&nbsp;&nbsp; MercadoLibre, Inc. | 4.90 | &nbsp;&nbsp; 1-15-2033 | 1320000 | &nbsp;&nbsp; 1306470 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 4.60 | &nbsp;&nbsp; 11-15-2032 | 1801000 | &nbsp;&nbsp; 1805507 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 4.88 | &nbsp;&nbsp; 11-15-2035 | 5138000 | &nbsp;&nbsp; 5082220 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 5.40 | &nbsp;&nbsp; 8-15-2054 | 1137000 | &nbsp;&nbsp; 1047854 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 5.50 | &nbsp;&nbsp; 11-15-2045 | 1284000 | &nbsp;&nbsp; 1234738 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 5.55 | &nbsp;&nbsp; 8-15-2064 | 2627000 | &nbsp;&nbsp; 2411686 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 5.63 | &nbsp;&nbsp; 11-15-2055 | 1284000 | &nbsp;&nbsp; 1221703 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc. | 5.75 | &nbsp;&nbsp; 11-15-2065 | 1284000 | &nbsp;&nbsp; 1214059 |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. | 4.15 | &nbsp;&nbsp; 1-15-2031 | 3897000 | &nbsp;&nbsp; 3862610 |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. | 4.80 | &nbsp;&nbsp; 9-15-2034 | 3810000 | &nbsp;&nbsp; 3789965 |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. | 4.80 | &nbsp;&nbsp; 9-15-2035 | 2598000 | &nbsp;&nbsp; 2570288 |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. | 5.35 | &nbsp;&nbsp; 9-15-2054 | 1787000 | &nbsp;&nbsp; 1700334 |
|  |  |  |  | &nbsp;&nbsp; **56966526** |
| **Media: 0.28%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 3.50 | &nbsp;&nbsp; 6-1-2041 | 763000 | &nbsp;&nbsp; 546057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 3.50 | &nbsp;&nbsp; 3-1-2042 | 3727000 | &nbsp;&nbsp; 2587935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 3.90 | &nbsp;&nbsp; 6-1-2052 | 3050000 | &nbsp;&nbsp; 1991589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 5.25 | &nbsp;&nbsp; 4-1-2053 | 1823000 | &nbsp;&nbsp; 1456013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 5.50 | &nbsp;&nbsp; 4-1-2063 | 776000 | &nbsp;&nbsp; 613709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 5.85 | &nbsp;&nbsp; 12-1-2035 | 1207000 | &nbsp;&nbsp; 1201260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital<br>| 6.70 | &nbsp;&nbsp; 12-1-2055 | 2141000 | &nbsp;&nbsp; 2067435 |
| &nbsp;&nbsp;&nbsp; Comcast Corp. | 2.99 | &nbsp;&nbsp; 11-1-2063 | 1661000 | &nbsp;&nbsp; 898971 |
| &nbsp;&nbsp;&nbsp; Comcast Corp. | 4.05 | &nbsp;&nbsp; 11-1-2052 | 1431000 | &nbsp;&nbsp; 1046735 |
| &nbsp;&nbsp;&nbsp; Comcast Corp. | 5.35 | &nbsp;&nbsp; 5-15-2053 | 661000 | &nbsp;&nbsp; 594473 |
|  |  |  |  | &nbsp;&nbsp; **13004177** |
| **Telecommunications: 1.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 3.50 | &nbsp;&nbsp; 6-1-2041 | 1418000 | &nbsp;&nbsp; 1114441 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 3.50 | &nbsp;&nbsp; 9-15-2053 | 2200000 | &nbsp;&nbsp; 1469487 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 3.55 | &nbsp;&nbsp; 9-15-2055 | 2197000 | &nbsp;&nbsp; 1459200 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 3.65 | &nbsp;&nbsp; 9-15-2059 | 1389000 | &nbsp;&nbsp; 916521 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 3.80 | &nbsp;&nbsp; 12-1-2057 | 1935000 | &nbsp;&nbsp; 1332025 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc.%% | 4.40 | &nbsp;&nbsp; 4-30-2031 | 4408000 | &nbsp;&nbsp; 4407620 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc.%% | 4.75 | &nbsp;&nbsp; 4-30-2033 | 4767000 | &nbsp;&nbsp; 4755808 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 4.90 | &nbsp;&nbsp; 11-1-2035 | 2601000 | &nbsp;&nbsp; 2560843 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc.%% | 5.13 | &nbsp;&nbsp; 4-30-2036 | 2724000 | &nbsp;&nbsp; 2710657 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 5.55 | &nbsp;&nbsp; 11-1-2045 | 2080000 | &nbsp;&nbsp; 2002505 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 13

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Telecommunications**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 5.70<br> %<br>| &nbsp;&nbsp; 11-1-2054 | $2080000 | &nbsp;&nbsp; $1986063 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc.%% | 5.85 | &nbsp;&nbsp; 4-30-2046 | 2429000 | &nbsp;&nbsp; 2407235 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc.%% | 6.00 | &nbsp;&nbsp; 4-30-2056 | 3463000 | &nbsp;&nbsp; 3430830 |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 5.50 | &nbsp;&nbsp; 2-24-2055 | 2626000 | &nbsp;&nbsp; 2592452 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 2.99 | &nbsp;&nbsp; 10-30-2056 | 2224000 | &nbsp;&nbsp; 1319742 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 4.75 | &nbsp;&nbsp; 1-15-2033 | 2583000 | &nbsp;&nbsp; 2583704 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 5.25 | &nbsp;&nbsp; 4-2-2035 | 4720000 | &nbsp;&nbsp; 4781488 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 5.75 | &nbsp;&nbsp; 11-30-2045 | 1744000 | &nbsp;&nbsp; 1733209 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 5.88 | &nbsp;&nbsp; 11-30-2055 | 3447000 | &nbsp;&nbsp; 3402577 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 6.00 | &nbsp;&nbsp; 11-30-2065 | 3446000 | &nbsp;&nbsp; 3408849 |
|  |  |  |  | &nbsp;&nbsp; **50375256** |
| **Consumer, cyclical: 1.13%** |  |  |  |  |
| **Airlines: 0.47%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | 4.95 | &nbsp;&nbsp; 7-10-2028 | 6018000 | &nbsp;&nbsp; 6121123 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | 5.25 | &nbsp;&nbsp; 7-10-2030 | 6770000 | &nbsp;&nbsp; 6932353 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP Ltd.144A | 4.75 | &nbsp;&nbsp; 10-20-2028 | 4465083 | &nbsp;&nbsp; 4498844 |
| &nbsp;&nbsp;&nbsp; Southwest Airlines Co. | 5.25 | &nbsp;&nbsp; 11-15-2035 | 4503000 | &nbsp;&nbsp; 4407772 |
|  |  |  |  | &nbsp;&nbsp; **21960092** |
| **Auto manufacturers: 0.32%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co. LLC | 2.90 | &nbsp;&nbsp; 2-10-2029 | 7234000 | &nbsp;&nbsp; 6855604 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., Inc. | 2.70 | &nbsp;&nbsp; 6-10-2031 | 4141000 | &nbsp;&nbsp; 3766034 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital America144A | 4.50 | &nbsp;&nbsp; 9-18-2030 | 1950000 | &nbsp;&nbsp; 1950716 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital America144A | 5.15 | &nbsp;&nbsp; 3-27-2030 | 2213000 | &nbsp;&nbsp; 2270365 |
|  |  |  |  | &nbsp;&nbsp; **14842719** |
| **Retail: 0.34%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | 4.10 | &nbsp;&nbsp; 1-15-2052 | 2845000 | &nbsp;&nbsp; 2080454 |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | 3.63 | &nbsp;&nbsp; 4-15-2052 | 1443000 | &nbsp;&nbsp; 1060577 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 3.50 | &nbsp;&nbsp; 4-1-2051 | 1793000 | &nbsp;&nbsp; 1259117 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 4.25 | &nbsp;&nbsp; 3-15-2031 | 3485000 | &nbsp;&nbsp; 3469940 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 4.25 | &nbsp;&nbsp; 4-1-2052 | 3303000 | &nbsp;&nbsp; 2623159 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 4.85 | &nbsp;&nbsp; 10-15-2035 | 3244000 | &nbsp;&nbsp; 3210416 |
| &nbsp;&nbsp;&nbsp; McDonald's Corp. Series I | 6.30 | &nbsp;&nbsp; 3-1-2038 | 2262000 | &nbsp;&nbsp; 2498243 |
|  |  |  |  | &nbsp;&nbsp; **16201906** |
| **Consumer, non-cyclical: 3.13%** |  |  |  |  |
| **Agriculture: 0.62%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc. | 3.88 | &nbsp;&nbsp; 9-16-2046 | 1221000 | &nbsp;&nbsp; 917903 |
| &nbsp;&nbsp;&nbsp; BAT Capital Corp. | 4.54 | &nbsp;&nbsp; 8-15-2047 | 3134000 | &nbsp;&nbsp; 2602843 |
| &nbsp;&nbsp;&nbsp; BAT Capital Corp. | 6.25 | &nbsp;&nbsp; 8-15-2055 | 2221000 | &nbsp;&nbsp; 2288088 |
| &nbsp;&nbsp;&nbsp; BAT Capital Corp. | 7.08 | &nbsp;&nbsp; 8-2-2053 | 819000 | &nbsp;&nbsp; 926565 |
| &nbsp;&nbsp;&nbsp; Bunge Ltd. Finance Corp. | 5.15 | &nbsp;&nbsp; 8-4-2035 | 3878000 | &nbsp;&nbsp; 3934487 |
| &nbsp;&nbsp;&nbsp; Philip Morris International, Inc. | 4.13 | &nbsp;&nbsp; 4-28-2028 | 6553000 | &nbsp;&nbsp; 6585374 |
| &nbsp;&nbsp;&nbsp; Philip Morris International, Inc. | 4.38 | &nbsp;&nbsp; 4-30-2030 | 5547000 | &nbsp;&nbsp; 5579834 |
| &nbsp;&nbsp;&nbsp; Philip Morris International, Inc. | 4.88 | &nbsp;&nbsp; 4-30-2035 | 5880000 | &nbsp;&nbsp; 5875578 |
|  |  |  |  | &nbsp;&nbsp; **28710672** |

---

See accompanying notes to portfolio of investments

14 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Beverages: 0.32%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. | 4.70<br> %<br>| &nbsp;&nbsp; 2-1-2036 | $7782000 | &nbsp;&nbsp; $7674350 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc. | 5.45 | &nbsp;&nbsp; 1-23-2039 | 1510000 | &nbsp;&nbsp; 1556075 |
| &nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 4.10 | &nbsp;&nbsp; 1-15-2029 | 3768000 | &nbsp;&nbsp; 3795014 |
| &nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 4.30 | &nbsp;&nbsp; 7-23-2030 | 2088000 | &nbsp;&nbsp; 2110397 |
|  |  |  |  | &nbsp;&nbsp; **15135836** |
| **Biotechnology: 0.09%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. | 5.60 | &nbsp;&nbsp; 3-2-2043 | 2159000 | &nbsp;&nbsp; 2175118 |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. | 5.65 | &nbsp;&nbsp; 3-2-2053 | 682000 | &nbsp;&nbsp; 671304 |
| &nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 4.00 | &nbsp;&nbsp; 9-1-2036 | 1512000 | &nbsp;&nbsp; 1405103 |
|  |  |  |  | &nbsp;&nbsp; **4251525** |
| **Healthcare-products: 0.10%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Alcon Finance Corp.144A | 5.38 | &nbsp;&nbsp; 12-6-2032 | 4396000 | &nbsp;&nbsp; **4595415** |
| **Healthcare-services: 0.43%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; HCA, Inc. | 5.25 | &nbsp;&nbsp; 6-15-2049 | 1924000 | &nbsp;&nbsp; 1742811 |
| &nbsp;&nbsp;&nbsp; HCA, Inc. | 5.90 | &nbsp;&nbsp; 6-1-2053 | 1122000 | &nbsp;&nbsp; 1097450 |
| &nbsp;&nbsp;&nbsp; Roche Holdings, Inc.144A | 4.08 | &nbsp;&nbsp; 12-2-2030 | 2868000 | &nbsp;&nbsp; 2861875 |
| &nbsp;&nbsp;&nbsp; Roche Holdings, Inc.144A | 4.37 | &nbsp;&nbsp; 12-2-2032 | 4313000 | &nbsp;&nbsp; 4306569 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 3.05 | &nbsp;&nbsp; 5-15-2041 | 695000 | &nbsp;&nbsp; 522888 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 5.50 | &nbsp;&nbsp; 7-15-2044 | 1809000 | &nbsp;&nbsp; 1778494 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 5.63 | &nbsp;&nbsp; 7-15-2054 | 4078000 | &nbsp;&nbsp; 3970910 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 5.88 | &nbsp;&nbsp; 2-15-2053 | 3904000 | &nbsp;&nbsp; 3922797 |
|  |  |  |  | &nbsp;&nbsp; **20203794** |
| **Pharmaceuticals: 1.57%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 3.20 | &nbsp;&nbsp; 11-21-2029 | 5518000 | &nbsp;&nbsp; 5353343 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.05 | &nbsp;&nbsp; 11-21-2039 | 1568000 | &nbsp;&nbsp; 1395601 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.25 | &nbsp;&nbsp; 11-21-2049 | 5445000 | &nbsp;&nbsp; 4484745 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.55 | &nbsp;&nbsp; 3-15-2035 | 648000 | &nbsp;&nbsp; 637327 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.80 | &nbsp;&nbsp; 3-15-2027 | 3743000 | &nbsp;&nbsp; 3782563 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.88 | &nbsp;&nbsp; 3-15-2030 | 3011000 | &nbsp;&nbsp; 3099206 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 4.95 | &nbsp;&nbsp; 3-15-2031 | 2246000 | &nbsp;&nbsp; 2320560 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 5.05 | &nbsp;&nbsp; 3-15-2034 | 2190000 | &nbsp;&nbsp; 2244974 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 5.20 | &nbsp;&nbsp; 3-15-2035 | 1801000 | &nbsp;&nbsp; 1857108 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | 4.30 | &nbsp;&nbsp; 3-25-2028 | 1588000 | &nbsp;&nbsp; 1593198 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | 5.05 | &nbsp;&nbsp; 3-25-2048 | 5616000 | &nbsp;&nbsp; 4938744 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | 5.55 | &nbsp;&nbsp; 6-1-2031 | 2968000 | &nbsp;&nbsp; 3103285 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | 5.70 | &nbsp;&nbsp; 6-1-2034 | 3048000 | &nbsp;&nbsp; 3170348 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 4.20 | &nbsp;&nbsp; 8-14-2029 | 3127000 | &nbsp;&nbsp; 3159590 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 4.25 | &nbsp;&nbsp; 3-15-2031 | 4522000 | &nbsp;&nbsp; 4544510 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 4.60 | &nbsp;&nbsp; 8-14-2034 | 2674000 | &nbsp;&nbsp; 2676554 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 4.70 | &nbsp;&nbsp; 2-9-2034 | 1477000 | &nbsp;&nbsp; 1492766 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 5.05 | &nbsp;&nbsp; 8-14-2054 | 362000 | &nbsp;&nbsp; 337219 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 5.10 | &nbsp;&nbsp; 2-12-2035 | 848000 | &nbsp;&nbsp; 874079 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 5.60 | &nbsp;&nbsp; 2-12-2065 | 2064000 | &nbsp;&nbsp; 2052194 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 2.35 | &nbsp;&nbsp; 6-24-2040 | 1255000 | &nbsp;&nbsp; 902785 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 15

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Pharmaceuticals**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Novartis Capital Corp. | 4.10<br> %<br>| &nbsp;&nbsp; 11-5-2030 | $3455000 | &nbsp;&nbsp; $3455172 |
| &nbsp;&nbsp;&nbsp; Novartis Capital Corp. | 4.60 | &nbsp;&nbsp; 11-5-2035 | 5711000 | &nbsp;&nbsp; 5654261 |
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | 4.20 | &nbsp;&nbsp; 11-15-2030 | 4295000 | &nbsp;&nbsp; 4305596 |
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | 4.88 | &nbsp;&nbsp; 11-15-2035 | 6044000 | &nbsp;&nbsp; 6051830 |
|  |  |  |  | &nbsp;&nbsp; **73487558** |
| **Energy: 0.83%** |  |  |  |  |
| **Oil & gas: 0.25%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Chevron USA, Inc. | 4.30 | &nbsp;&nbsp; 10-15-2030 | 2695000 | &nbsp;&nbsp; 2722426 |
| &nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 4.40 | &nbsp;&nbsp; 1-15-2031 | 4373000 | &nbsp;&nbsp; 4380436 |
| &nbsp;&nbsp;&nbsp; TotalEnergies Capital USA LLC | 4.57 | &nbsp;&nbsp; 1-13-2033 | 1327000 | &nbsp;&nbsp; 1327268 |
| &nbsp;&nbsp;&nbsp; TotalEnergies Capital USA LLC | 4.86 | &nbsp;&nbsp; 1-13-2036 | 3299000 | &nbsp;&nbsp; 3280547 |
|  |  |  |  | &nbsp;&nbsp; **11710677** |
| **Pipelines: 0.58%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | 5.25 | &nbsp;&nbsp; 7-1-2029 | 3774000 | &nbsp;&nbsp; 3890025 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | 5.30 | &nbsp;&nbsp; 4-15-2047 | 1510000 | &nbsp;&nbsp; 1353865 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | 5.70 | &nbsp;&nbsp; 4-1-2035 | 4410000 | &nbsp;&nbsp; 4566525 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | 5.95 | &nbsp;&nbsp; 5-15-2054 | 6075000 | &nbsp;&nbsp; 5792010 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP144A | 6.00 | &nbsp;&nbsp; 2-1-2029 | 2738000 | &nbsp;&nbsp; 2764863 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP | 6.05 | &nbsp;&nbsp; 9-1-2054 | 1518000 | &nbsp;&nbsp; 1469097 |
| &nbsp;&nbsp;&nbsp; Kinder Morgan, Inc. | 5.15 | &nbsp;&nbsp; 6-1-2030 | 733000 | &nbsp;&nbsp; 758266 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. | 5.05 | &nbsp;&nbsp; 11-1-2034 | 778000 | &nbsp;&nbsp; 769607 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. | 5.70 | &nbsp;&nbsp; 11-1-2054 | 3235000 | &nbsp;&nbsp; 3022755 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. | 5.85 | &nbsp;&nbsp; 11-1-2064 | 602000 | &nbsp;&nbsp; 567372 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. | 6.25 | &nbsp;&nbsp; 10-15-2055 | 1940000 | &nbsp;&nbsp; 1950452 |
|  |  |  |  | &nbsp;&nbsp; **26904837** |
| **Financial: 6.92%** |  |  |  |  |
| **Banks: 5.05%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (U.S. SOFR+0.63%)± | 4.03 | &nbsp;&nbsp; 1-22-2030 | 3597000 | &nbsp;&nbsp; 3593723 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (U.S. SOFR+0.89%)± | 4.94 | &nbsp;&nbsp; 2-11-2031 | 4252000 | &nbsp;&nbsp; 4369504 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA (U.S. SOFR+0.70%)± | 4.19 | &nbsp;&nbsp; 1-29-2029 | 5752000 | &nbsp;&nbsp; 5760959 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp (U.S. SOFR+0.95%)± | 4.57 | &nbsp;&nbsp; 4-29-2032 | 3631000 | &nbsp;&nbsp; 3627742 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp (U.S. SOFR+1.24%)± | 5.14 | &nbsp;&nbsp; 1-29-2037 | 2695000 | &nbsp;&nbsp; 2676494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (5 Year Treasury Constant <br> Maturity+1.18%)±%%<br>| 5.39 | &nbsp;&nbsp; 2-2-2041 | 2367000 | &nbsp;&nbsp; 2344930 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+0.71%)± | 4.15 | &nbsp;&nbsp; 1-21-2029 | 15677000 | &nbsp;&nbsp; 15687884 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+0.90%)± | 4.15 | &nbsp;&nbsp; 10-21-2029 | 9610000 | &nbsp;&nbsp; 9604738 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+0.96%)± | 4.52 | &nbsp;&nbsp; 1-21-2032 | 6360000 | &nbsp;&nbsp; 6357602 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.06%)± | 4.37 | &nbsp;&nbsp; 10-21-2031 | 6463000 | &nbsp;&nbsp; 6426138 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.08%)± | 5.21 | &nbsp;&nbsp; 1-28-2031 | 5946000 | &nbsp;&nbsp; 6130899 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.19%)± | 5.07 | &nbsp;&nbsp; 1-21-2037 | 5373000 | &nbsp;&nbsp; 5349963 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.21%)± | 5.05 | &nbsp;&nbsp; 7-23-2030 | 2325000 | &nbsp;&nbsp; 2381173 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.32%)± | 5.54 | &nbsp;&nbsp; 1-21-2047 | 1608000 | &nbsp;&nbsp; 1583969 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.33%)± | 4.94 | &nbsp;&nbsp; 10-21-2036 | 4413000 | &nbsp;&nbsp; 4351464 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.55%)± | 5.33 | &nbsp;&nbsp; 7-23-2035 | 4624000 | &nbsp;&nbsp; 4724911 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (U.S. SOFR+1.58%)± | 5.22 | &nbsp;&nbsp; 4-23-2031 | 7630000 | &nbsp;&nbsp; 7859297 |

---

See accompanying notes to portfolio of investments

16 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Banks**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA (U.S. SOFR+0.76%)±%% | 4.21<br> %<br>| &nbsp;&nbsp; 2-8-2030 | $9206000 | &nbsp;&nbsp; $9209469 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA (U.S. SOFR+0.77%)± | 4.47 | &nbsp;&nbsp; 7-6-2028 | 4582000 | &nbsp;&nbsp; 4611254 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA (U.S. SOFR+0.78%)± | 4.20 | &nbsp;&nbsp; 11-17-2028 | 7797000 | &nbsp;&nbsp; 7818669 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA (U.S. SOFR+1.02%)± | 4.47 | &nbsp;&nbsp; 11-19-2031 | 17467000 | &nbsp;&nbsp; 17472551 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA (U.S. SOFR+1.08%)± | 4.73 | &nbsp;&nbsp; 7-18-2031 | 14034000 | &nbsp;&nbsp; 14218471 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (5 Year Treasury Constant Maturity+1.17%)± | 5.31 | &nbsp;&nbsp; 1-18-2041 | 1620000 | &nbsp;&nbsp; 1600144 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (U.S. SOFR+0.80%)± | 4.24 | &nbsp;&nbsp; 1-9-2030 | 3848000 | &nbsp;&nbsp; 3855284 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (U.S. SOFR+0.95%)± | 4.49 | &nbsp;&nbsp; 1-16-2032 | 7382000 | &nbsp;&nbsp; 7377132 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (U.S. SOFR+1.18%)±%% | 5.07 | &nbsp;&nbsp; 1-30-2037 | 4844000 | &nbsp;&nbsp; 4821482 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley (U.S. SOFR+1.63%)± | 5.45 | &nbsp;&nbsp; 7-20-2029 | 2928000 | &nbsp;&nbsp; 3018376 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Series I (U.S. SOFR+0.91%)± | 4.13 | &nbsp;&nbsp; 10-18-2029 | 8242000 | &nbsp;&nbsp; 8235726 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Series I (U.S. SOFR+1.31%)± | 4.89 | &nbsp;&nbsp; 10-22-2036 | 2329000 | &nbsp;&nbsp; 2292724 |
| &nbsp;&nbsp;&nbsp; PNC Bank NA (U.S. SOFR+0.73%)± | 4.43 | &nbsp;&nbsp; 7-21-2028 | 6056000 | &nbsp;&nbsp; 6097840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (5 Year Treasury Constant <br> Maturity+1.17%)±<br>| 5.42 | &nbsp;&nbsp; 1-25-2041 | 1483000 | &nbsp;&nbsp; 1481623 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (U.S. SOFR+0.61%)± | 4.08 | &nbsp;&nbsp; 1-26-2029 | 6311000 | &nbsp;&nbsp; 6319892 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (U.S. SOFR+1.26%)± | 4.81 | &nbsp;&nbsp; 10-21-2032 | 3452000 | &nbsp;&nbsp; 3501830 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (U.S. SOFR+1.42%)± | 5.37 | &nbsp;&nbsp; 7-21-2036 | 1942000 | &nbsp;&nbsp; 1988391 |
| &nbsp;&nbsp;&nbsp; State Street Corp. | 4.73 | &nbsp;&nbsp; 2-28-2030 | 6019000 | &nbsp;&nbsp; 6160780 |
| &nbsp;&nbsp;&nbsp; State Street Corp. (U.S. SOFR+1.22%)± | 4.78 | &nbsp;&nbsp; 10-23-2036 | 1496000 | &nbsp;&nbsp; 1477897 |
| &nbsp;&nbsp;&nbsp; Truist Bank Series I (U.S. SOFR+0.66%)± | 4.14 | &nbsp;&nbsp; 1-27-2029 | 5637000 | &nbsp;&nbsp; 5643379 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp. (U.S. SOFR+0.97%)± | 4.60 | &nbsp;&nbsp; 1-27-2032 | 5292000 | &nbsp;&nbsp; 5305490 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (U.S. SOFR+0.87%)± | 4.48 | &nbsp;&nbsp; 1-26-2032 | 5808000 | &nbsp;&nbsp; 5820667 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp (U.S. SOFR+1.10%)± | 5.03 | &nbsp;&nbsp; 1-26-2037 | 4564000 | &nbsp;&nbsp; 4553866 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (U.S. SOFR+0.74%)± | 4.18 | &nbsp;&nbsp; 1-23-2030 | 4702000 | &nbsp;&nbsp; 4705951 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (U.S. SOFR+1.10%)± | 4.96 | &nbsp;&nbsp; 1-23-2037 | 4014000 | &nbsp;&nbsp; 3981220 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (U.S. SOFR+1.23%)± | 5.43 | &nbsp;&nbsp; 1-23-2047 | 1606000 | &nbsp;&nbsp; 1574057 |
|  |  |  |  | &nbsp;&nbsp; **235975555** |
| **Diversified financial services: 0.37%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ares Management Corp. | 5.60 | &nbsp;&nbsp; 10-11-2054 | 2253000 | &nbsp;&nbsp; 2112137 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (U.S. SOFR+0.94%)± | 4.34 | &nbsp;&nbsp; 11-14-2031 | 6961000 | &nbsp;&nbsp; 6955124 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (U.S. SOFR+1.23%)± | 4.91 | &nbsp;&nbsp; 11-14-2036 | 6069000 | &nbsp;&nbsp; 6015227 |
| &nbsp;&nbsp;&nbsp; Jefferies Financial Group, Inc. | 5.50 | &nbsp;&nbsp; 2-15-2036 | 2003000 | &nbsp;&nbsp; 1977196 |
|  |  |  |  | &nbsp;&nbsp; **17059684** |
| **Insurance: 0.13%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Protective Life Corp.144A | 4.70 | &nbsp;&nbsp; 1-15-2031 | 3768000 | &nbsp;&nbsp; 3780537 |
| &nbsp;&nbsp;&nbsp; Protective Life Corp.144A | 5.35 | &nbsp;&nbsp; 12-15-2035 | 2328000 | &nbsp;&nbsp; 2338812 |
|  |  |  |  | &nbsp;&nbsp; **6119349** |
| **Investment Companies: 0.12%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance, Inc. BDC | 5.95 | &nbsp;&nbsp; 3-1-2031 | 2735000 | &nbsp;&nbsp; 2688791 |
| &nbsp;&nbsp;&nbsp; MSD Investment Corp. BDC144A | 6.13 | &nbsp;&nbsp; 2-5-2031 | 3064000 | &nbsp;&nbsp; 3049188 |
|  |  |  |  | &nbsp;&nbsp; **5737979** |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 17

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Private equity: 0.09%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Blackstone Reg Finance Co. LLC | 4.30<br> %<br>| &nbsp;&nbsp; 11-3-2030 | $2727000 | &nbsp;&nbsp; $2716168 |
| &nbsp;&nbsp;&nbsp; Blackstone Reg Finance Co. LLC | 4.95 | &nbsp;&nbsp; 2-15-2036 | 1617000 | &nbsp;&nbsp; 1599312 |
|  |  |  |  | &nbsp;&nbsp; **4315480** |
| **Real estate: 0.09%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; CBRE Services, Inc. | 4.90 | &nbsp;&nbsp; 1-15-2033 | 2258000 | &nbsp;&nbsp; 2266862 |
| &nbsp;&nbsp;&nbsp; CBRE Services, Inc. | 5.50 | &nbsp;&nbsp; 6-15-2035 | 1959000 | &nbsp;&nbsp; 2018961 |
|  |  |  |  | &nbsp;&nbsp; **4285823** |
| **REITs: 1.07%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Agree LP | 2.00 | &nbsp;&nbsp; 6-15-2028 | 2307000 | &nbsp;&nbsp; 2205223 |
| &nbsp;&nbsp;&nbsp; Agree LP | 2.60 | &nbsp;&nbsp; 6-15-2033 | 629000 | &nbsp;&nbsp; 542751 |
| &nbsp;&nbsp;&nbsp; Agree LP | 4.80 | &nbsp;&nbsp; 10-1-2032 | 1387000 | &nbsp;&nbsp; 1397612 |
| &nbsp;&nbsp;&nbsp; Agree LP | 5.60 | &nbsp;&nbsp; 6-15-2035 | 2259000 | &nbsp;&nbsp; 2359127 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent LP | 3.63 | &nbsp;&nbsp; 4-15-2032 | 2547000 | &nbsp;&nbsp; 2392224 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent LP | 4.30 | &nbsp;&nbsp; 4-15-2052 | 1142000 | &nbsp;&nbsp; 899406 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent LP | 4.95 | &nbsp;&nbsp; 6-15-2030 | 1945000 | &nbsp;&nbsp; 1970176 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent LP | 5.25 | &nbsp;&nbsp; 3-15-2035 | 664000 | &nbsp;&nbsp; 665695 |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent LP | 5.50 | &nbsp;&nbsp; 7-15-2034 | 1559000 | &nbsp;&nbsp; 1594261 |
| &nbsp;&nbsp;&nbsp; Brixmor Operating Partnership LP | 2.50 | &nbsp;&nbsp; 8-16-2031 | 2436000 | &nbsp;&nbsp; 2185697 |
| &nbsp;&nbsp;&nbsp; Brixmor Operating Partnership LP | 4.85 | &nbsp;&nbsp; 2-15-2033 | 1067000 | &nbsp;&nbsp; 1064630 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC | 4.60 | &nbsp;&nbsp; 11-15-2030 | 3217000 | &nbsp;&nbsp; 3229976 |
| &nbsp;&nbsp;&nbsp; Essex Portfolio LP | 2.55 | &nbsp;&nbsp; 6-15-2031 | 1314000 | &nbsp;&nbsp; 1191626 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating Partnership LP | 2.00 | &nbsp;&nbsp; 8-15-2031 | 439000 | &nbsp;&nbsp; 382322 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating Partnership LP | 4.15 | &nbsp;&nbsp; 4-15-2032 | 2535000 | &nbsp;&nbsp; 2447603 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating Partnership LP | 4.95 | &nbsp;&nbsp; 1-15-2033 | 1276000 | &nbsp;&nbsp; 1273384 |
| &nbsp;&nbsp;&nbsp; Kimco Realty OP LLC | 4.85 | &nbsp;&nbsp; 3-1-2035 | 2028000 | &nbsp;&nbsp; 2014276 |
| &nbsp;&nbsp;&nbsp; Kimco Realty OP LLC | 5.30 | &nbsp;&nbsp; 2-1-2036 | 2330000 | &nbsp;&nbsp; 2382680 |
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | 2.10 | &nbsp;&nbsp; 3-15-2028 | 1429000 | &nbsp;&nbsp; 1376398 |
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | 2.85 | &nbsp;&nbsp; 12-15-2032 | 1844000 | &nbsp;&nbsp; 1655256 |
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | 3.40 | &nbsp;&nbsp; 1-15-2030 | 1526000 | &nbsp;&nbsp; 1481857 |
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | 3.95 | &nbsp;&nbsp; 2-1-2029 | 2285000 | &nbsp;&nbsp; 2277785 |
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | 4.50 | &nbsp;&nbsp; 2-1-2033 | 1946000 | &nbsp;&nbsp; 1925775 |
| &nbsp;&nbsp;&nbsp; Regency Centers LP | 2.95 | &nbsp;&nbsp; 9-15-2029 | 3489000 | &nbsp;&nbsp; 3348831 |
| &nbsp;&nbsp;&nbsp; Regency Centers LP | 5.00 | &nbsp;&nbsp; 7-15-2032 | 2203000 | &nbsp;&nbsp; 2251156 |
| &nbsp;&nbsp;&nbsp; Regency Centers LP | 5.25 | &nbsp;&nbsp; 1-15-2034 | 2991000 | &nbsp;&nbsp; 3068682 |
| &nbsp;&nbsp;&nbsp; Store Capital LLC | 2.70 | &nbsp;&nbsp; 12-1-2031 | 886000 | &nbsp;&nbsp; 784161 |
| &nbsp;&nbsp;&nbsp; Store Capital LLC | 2.75 | &nbsp;&nbsp; 11-18-2030 | 1791000 | &nbsp;&nbsp; 1631429 |
|  |  |  |  | &nbsp;&nbsp; **49999999** |
| **Industrial: 1.17%** |  |  |  |  |
| **Aerospace/defense: 0.41%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Boeing Co. | 5.81 | &nbsp;&nbsp; 5-1-2050 | 2611000 | &nbsp;&nbsp; 2578773 |
| &nbsp;&nbsp;&nbsp; Boeing Co. | 6.86 | &nbsp;&nbsp; 5-1-2054 | 1560000 | &nbsp;&nbsp; 1759042 |
| &nbsp;&nbsp;&nbsp; General Electric Co. | 4.30 | &nbsp;&nbsp; 7-29-2030 | 4530000 | &nbsp;&nbsp; 4560830 |
| &nbsp;&nbsp;&nbsp; General Electric Co. | 4.90 | &nbsp;&nbsp; 1-29-2036 | 4118000 | &nbsp;&nbsp; 4165279 |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 4.85 | &nbsp;&nbsp; 10-15-2031 | 2004000 | &nbsp;&nbsp; 2057314 |

---

See accompanying notes to portfolio of investments

18 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Aerospace/defense**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 4.65<br> %<br>| &nbsp;&nbsp; 7-15-2030 | $2147000 | &nbsp;&nbsp; $2182129 |
| &nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 5.25 | &nbsp;&nbsp; 7-15-2035 | 1993000 | &nbsp;&nbsp; 2061168 |
|  |  |  |  | &nbsp;&nbsp; **19364535** |
| **Building materials: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Eagle Materials, Inc. | 5.00 | &nbsp;&nbsp; 3-15-2036 | 3861000 | &nbsp;&nbsp; **3780359** |
| **Electronics: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Jabil, Inc. | 4.20 | &nbsp;&nbsp; 2-1-2029 | 1876000 | &nbsp;&nbsp; 1875305 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc. | 4.75 | &nbsp;&nbsp; 2-1-2033 | 1876000 | &nbsp;&nbsp; 1847892 |
|  |  |  |  | &nbsp;&nbsp; **3723197** |
| **Machinery-construction & mining: 0.14%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Caterpillar Financial Services Corp. | 4.38 | &nbsp;&nbsp; 8-16-2029 | 1692000 | &nbsp;&nbsp; 1717337 |
| &nbsp;&nbsp;&nbsp; Caterpillar Financial Services Corp. | 5.00 | &nbsp;&nbsp; 5-14-2027 | 4501000 | &nbsp;&nbsp; 4575541 |
|  |  |  |  | &nbsp;&nbsp; **6292878** |
| **Machinery-diversified: 0.34%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Deere & Co. | 5.70 | &nbsp;&nbsp; 1-19-2055 | 3125000 | &nbsp;&nbsp; 3243941 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. | 4.15 | &nbsp;&nbsp; 9-15-2027 | 2951000 | &nbsp;&nbsp; 2972085 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. | 4.50 | &nbsp;&nbsp; 1-8-2027 | 3720000 | &nbsp;&nbsp; 3749064 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. | 4.65 | &nbsp;&nbsp; 1-7-2028 | 2620000 | &nbsp;&nbsp; 2667055 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. | 4.85 | &nbsp;&nbsp; 6-11-2029 | 489000 | &nbsp;&nbsp; 502843 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp. | 5.15 | &nbsp;&nbsp; 9-8-2026 | 2753000 | &nbsp;&nbsp; 2776258 |
|  |  |  |  | &nbsp;&nbsp; **15911246** |
| **Transportation: 0.12%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Crowley Conro LLC | 4.18 | &nbsp;&nbsp; 8-15-2043 | 2087244 | &nbsp;&nbsp; 1907821 |
| &nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | 5.10 | &nbsp;&nbsp; 5-1-2035 | 2587000 | &nbsp;&nbsp; 2642226 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp. | 5.60 | &nbsp;&nbsp; 12-1-2054 | 1164000 | &nbsp;&nbsp; 1159726 |
|  |  |  |  | &nbsp;&nbsp; **5709773** |
| **Technology: 1.83%** |  |  |  |  |
| **Computers: 0.22%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 2.38 | &nbsp;&nbsp; 2-8-2041 | 1076000 | &nbsp;&nbsp; 770361 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 2.65 | &nbsp;&nbsp; 5-11-2050 | 2077000 | &nbsp;&nbsp; 1293030 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 3.95 | &nbsp;&nbsp; 8-8-2052 | 2831000 | &nbsp;&nbsp; 2236949 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 4.00 | &nbsp;&nbsp; 5-12-2028 | 2262000 | &nbsp;&nbsp; 2280083 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 4.20 | &nbsp;&nbsp; 5-12-2030 | 3889000 | &nbsp;&nbsp; 3929535 |
|  |  |  |  | &nbsp;&nbsp; **10509958** |
| **Semiconductors: 0.88%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 4.55 | &nbsp;&nbsp; 2-15-2032 | 3751000 | &nbsp;&nbsp; 3749242 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 4.60 | &nbsp;&nbsp; 7-15-2030 | 4878000 | &nbsp;&nbsp; 4946264 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 4.80 | &nbsp;&nbsp; 10-15-2034 | 5251000 | &nbsp;&nbsp; 5242717 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 4.90 | &nbsp;&nbsp; 7-15-2032 | 3045000 | &nbsp;&nbsp; 3107211 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc.144A | 4.93 | &nbsp;&nbsp; 5-15-2037 | 2114000 | &nbsp;&nbsp; 2081796 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 5.05 | &nbsp;&nbsp; 7-12-2029 | 5397000 | &nbsp;&nbsp; 5560273 |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 19

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Semiconductors**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 5.15<br> %<br>| &nbsp;&nbsp; 11-15-2031 | $5034000 | &nbsp;&nbsp; $5218814 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | 5.20 | &nbsp;&nbsp; 7-15-2035 | 1605000 | &nbsp;&nbsp; 1640080 |
| &nbsp;&nbsp;&nbsp; Foundry JV Holdco LLC144A | 5.50 | &nbsp;&nbsp; 1-25-2031 | 1050000 | &nbsp;&nbsp; 1087377 |
| &nbsp;&nbsp;&nbsp; Foundry JV Holdco LLC144A | 5.90 | &nbsp;&nbsp; 1-25-2033 | 1190000 | &nbsp;&nbsp; 1248130 |
| &nbsp;&nbsp;&nbsp; Foundry JV Holdco LLC144A | 6.30 | &nbsp;&nbsp; 1-25-2039 | 963000 | &nbsp;&nbsp; 1024995 |
| &nbsp;&nbsp;&nbsp; Intel Corp. | 2.80 | &nbsp;&nbsp; 8-12-2041 | 1271000 | &nbsp;&nbsp; 898106 |
| &nbsp;&nbsp;&nbsp; Intel Corp. | 3.25 | &nbsp;&nbsp; 11-15-2049 | 744000 | &nbsp;&nbsp; 484677 |
| &nbsp;&nbsp;&nbsp; Intel Corp. | 5.63 | &nbsp;&nbsp; 2-10-2043 | 848000 | &nbsp;&nbsp; 827369 |
| &nbsp;&nbsp;&nbsp; Intel Corp. | 5.90 | &nbsp;&nbsp; 2-10-2063 | 1113000 | &nbsp;&nbsp; 1061310 |
| &nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 5.00 | &nbsp;&nbsp; 3-14-2053 | 1767000 | &nbsp;&nbsp; 1626135 |
| &nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 5.05 | &nbsp;&nbsp; 5-18-2063 | 1428000 | &nbsp;&nbsp; 1286451 |
|  |  |  |  | &nbsp;&nbsp; **41090947** |
| **Software: 0.73%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. | 4.20 | &nbsp;&nbsp; 9-10-2027 | 1290000 | &nbsp;&nbsp; 1295265 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. | 4.30 | &nbsp;&nbsp; 9-10-2029 | 6257000 | &nbsp;&nbsp; 6296989 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 3.60 | &nbsp;&nbsp; 4-1-2050 | 4454000 | &nbsp;&nbsp; 2778132 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 4.00 | &nbsp;&nbsp; 7-15-2046 | 2567000 | &nbsp;&nbsp; 1771146 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 4.80 | &nbsp;&nbsp; 9-26-2032 | 2394000 | &nbsp;&nbsp; 2317684 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 5.20 | &nbsp;&nbsp; 9-26-2035 | 1582000 | &nbsp;&nbsp; 1507639 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 5.38 | &nbsp;&nbsp; 9-27-2054 | 1930000 | &nbsp;&nbsp; 1550669 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 5.55 | &nbsp;&nbsp; 2-6-2053 | 1597000 | &nbsp;&nbsp; 1327821 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 5.88 | &nbsp;&nbsp; 9-26-2045 | 3042000 | &nbsp;&nbsp; 2735025 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. | 4.65 | &nbsp;&nbsp; 4-1-2028 | 2256000 | &nbsp;&nbsp; 2284894 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. | 4.85 | &nbsp;&nbsp; 4-1-2030 | 3227000 | &nbsp;&nbsp; 3293069 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. | 5.00 | &nbsp;&nbsp; 4-1-2032 | 2582000 | &nbsp;&nbsp; 2641789 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. | 5.15 | &nbsp;&nbsp; 4-1-2035 | 2274000 | &nbsp;&nbsp; 2305050 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. | 5.70 | &nbsp;&nbsp; 4-1-2055 | 1815000 | &nbsp;&nbsp; 1789943 |
|  |  |  |  | &nbsp;&nbsp; **33895115** |
| **Utilities: 2.31%** |  |  |  |  |
| **Electric: 2.31%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; American Transmission Systems, Inc.144A | 2.65 | &nbsp;&nbsp; 1-15-2032 | 920000 | &nbsp;&nbsp; 829734 |
| &nbsp;&nbsp;&nbsp; Arizona Public Service Co. | 5.90 | &nbsp;&nbsp; 8-15-2055 | 2571000 | &nbsp;&nbsp; 2617387 |
| &nbsp;&nbsp;&nbsp; Baltimore Gas & Electric Co. | 2.25 | &nbsp;&nbsp; 6-15-2031 | 1973000 | &nbsp;&nbsp; 1785402 |
| &nbsp;&nbsp;&nbsp; Baltimore Gas & Electric Co. | 5.45 | &nbsp;&nbsp; 6-1-2035 | 2591000 | &nbsp;&nbsp; 2681829 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC Series AH | 3.60 | &nbsp;&nbsp; 3-1-2052 | 1458000 | &nbsp;&nbsp; 1065206 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC Series AQ | 4.95 | &nbsp;&nbsp; 8-15-2035 | 3104000 | &nbsp;&nbsp; 3106051 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, Inc. | 3.20 | &nbsp;&nbsp; 12-1-2051 | 442000 | &nbsp;&nbsp; 293287 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, Inc. | 3.70 | &nbsp;&nbsp; 11-15-2059 | 752000 | &nbsp;&nbsp; 523429 |
| &nbsp;&nbsp;&nbsp; Consumers Energy Co. | 4.50 | &nbsp;&nbsp; 1-15-2031 | 3873000 | &nbsp;&nbsp; 3911256 |
| &nbsp;&nbsp;&nbsp; Consumers Energy Co. | 5.05 | &nbsp;&nbsp; 5-15-2035 | 2863000 | &nbsp;&nbsp; 2906742 |
| &nbsp;&nbsp;&nbsp; DTE Electric Co. | 2.95 | &nbsp;&nbsp; 3-1-2050 | 2304000 | &nbsp;&nbsp; 1525778 |
| &nbsp;&nbsp;&nbsp; DTE Electric Co. Series B | 3.65 | &nbsp;&nbsp; 3-1-2052 | 1055000 | &nbsp;&nbsp; 777074 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas LLC | 2.55 | &nbsp;&nbsp; 4-15-2031 | 901000 | &nbsp;&nbsp; 830321 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas LLC | 2.85 | &nbsp;&nbsp; 3-15-2032 | 2451000 | &nbsp;&nbsp; 2244306 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas LLC | 3.55 | &nbsp;&nbsp; 3-15-2052 | 1785000 | &nbsp;&nbsp; 1282951 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas LLC | 5.35 | &nbsp;&nbsp; 1-15-2053 | 1729000 | &nbsp;&nbsp; 1658827 |

---

See accompanying notes to portfolio of investments

20 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Electric**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Duke Energy Corp. | 3.50<br> %<br>| &nbsp;&nbsp; 6-15-2051 | $1223000 | &nbsp;&nbsp; $846450 |
| &nbsp;&nbsp;&nbsp; Duke Energy Corp. | 4.95 | &nbsp;&nbsp; 9-15-2035 | 1506000 | &nbsp;&nbsp; 1492869 |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida LLC | 2.40 | &nbsp;&nbsp; 12-15-2031 | 1967000 | &nbsp;&nbsp; 1776184 |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida LLC | 4.20 | &nbsp;&nbsp; 12-1-2030 | 1020000 | &nbsp;&nbsp; 1017629 |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida LLC | 4.85 | &nbsp;&nbsp; 12-1-2035 | 2087000 | &nbsp;&nbsp; 2072814 |
| &nbsp;&nbsp;&nbsp; Duke Energy Progress LLC | 2.50 | &nbsp;&nbsp; 8-15-2050 | 1991000 | &nbsp;&nbsp; 1162817 |
| &nbsp;&nbsp;&nbsp; Duke Energy Progress LLC | 3.70 | &nbsp;&nbsp; 10-15-2046 | 449000 | &nbsp;&nbsp; 343707 |
| &nbsp;&nbsp;&nbsp; Entergy Arkansas LLC | 2.65 | &nbsp;&nbsp; 6-15-2051 | 1777000 | &nbsp;&nbsp; 1056932 |
| &nbsp;&nbsp;&nbsp; Entergy Arkansas LLC | 5.15 | &nbsp;&nbsp; 1-15-2033 | 2960000 | &nbsp;&nbsp; 3055280 |
| &nbsp;&nbsp;&nbsp; Entergy Mississippi LLC | 5.80 | &nbsp;&nbsp; 4-15-2055 | 1930000 | &nbsp;&nbsp; 1940276 |
| &nbsp;&nbsp;&nbsp; Exelon Corp. | 5.88 | &nbsp;&nbsp; 3-15-2055 | 2971000 | &nbsp;&nbsp; 2975893 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania Electric Co.144A | 3.25 | &nbsp;&nbsp; 3-15-2028 | 1922000 | &nbsp;&nbsp; 1885716 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania Electric Co.144A | 4.30 | &nbsp;&nbsp; 1-15-2029 | 2320000 | &nbsp;&nbsp; 2326819 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania Electric Co.144A | 5.20 | &nbsp;&nbsp; 4-1-2028 | 1518000 | &nbsp;&nbsp; 1551165 |
| &nbsp;&nbsp;&nbsp; Georgia Power Co. | 4.85 | &nbsp;&nbsp; 3-15-2031 | 1408000 | &nbsp;&nbsp; 1443575 |
| &nbsp;&nbsp;&nbsp; Jersey Central Power & Light Co.144A | 2.75 | &nbsp;&nbsp; 3-1-2032 | 2168000 | &nbsp;&nbsp; 1956281 |
| &nbsp;&nbsp;&nbsp; Jersey Central Power & Light Co.144A | 4.15 | &nbsp;&nbsp; 1-15-2029 | 2093000 | &nbsp;&nbsp; 2092313 |
| &nbsp;&nbsp;&nbsp; Jersey Central Power & Light Co.144A | 4.40 | &nbsp;&nbsp; 1-15-2031 | 3489000 | &nbsp;&nbsp; 3478593 |
| &nbsp;&nbsp;&nbsp; Jersey Central Power & Light Co. | 5.10 | &nbsp;&nbsp; 1-15-2035 | 1756000 | &nbsp;&nbsp; 1779051 |
| &nbsp;&nbsp;&nbsp; MidAmerican Energy Co. | 2.70 | &nbsp;&nbsp; 8-1-2052 | 1710000 | &nbsp;&nbsp; 1051759 |
| &nbsp;&nbsp;&nbsp; MidAmerican Energy Co. | 5.50 | &nbsp;&nbsp; 11-15-2056 | 1678000 | &nbsp;&nbsp; 1638206 |
| &nbsp;&nbsp;&nbsp; Mississippi Power Co. Series 12-A | 4.25 | &nbsp;&nbsp; 3-15-2042 | 1004000 | &nbsp;&nbsp; 862894 |
| &nbsp;&nbsp;&nbsp; Mississippi Power Co. Series B | 3.10 | &nbsp;&nbsp; 7-30-2051 | 2366000 | &nbsp;&nbsp; 1561236 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co. | 5.05 | &nbsp;&nbsp; 5-15-2035 | 3228000 | &nbsp;&nbsp; 3280331 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co. | 5.40 | &nbsp;&nbsp; 3-15-2054 | 1194000 | &nbsp;&nbsp; 1155690 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co. | 5.65 | &nbsp;&nbsp; 6-15-2054 | 1295000 | &nbsp;&nbsp; 1295904 |
| &nbsp;&nbsp;&nbsp; Ohio Edison Co.144A | 4.95 | &nbsp;&nbsp; 12-15-2029 | 1943000 | &nbsp;&nbsp; 1985839 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. LLC144A | 5.35 | &nbsp;&nbsp; 4-1-2035 | 1062000 | &nbsp;&nbsp; 1089523 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. LLC144A | 5.80 | &nbsp;&nbsp; 4-1-2055 | 2117000 | &nbsp;&nbsp; 2125478 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 3.50 | &nbsp;&nbsp; 8-1-2050 | 749000 | &nbsp;&nbsp; 506695 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 3.95 | &nbsp;&nbsp; 12-1-2047 | 4515000 | &nbsp;&nbsp; 3366165 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 4.20 | &nbsp;&nbsp; 6-1-2041 | 1146000 | &nbsp;&nbsp; 949440 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 4.95 | &nbsp;&nbsp; 7-1-2050 | 5636000 | &nbsp;&nbsp; 4779333 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 5.05 | &nbsp;&nbsp; 10-15-2032 | 3265000 | &nbsp;&nbsp; 3290364 |
| &nbsp;&nbsp;&nbsp; Pacific Gas & Electric Co. | 6.10 | &nbsp;&nbsp; 10-15-2055 | 2093000 | &nbsp;&nbsp; 2061175 |
| &nbsp;&nbsp;&nbsp; PECO Energy Co. | 2.85 | &nbsp;&nbsp; 9-15-2051 | 2381000 | &nbsp;&nbsp; 1497297 |
| &nbsp;&nbsp;&nbsp; PPL Capital Funding, Inc. | 5.25 | &nbsp;&nbsp; 9-1-2034 | 1372000 | &nbsp;&nbsp; 1399135 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of Oklahoma Series K | 3.15 | &nbsp;&nbsp; 8-15-2051 | 1335000 | &nbsp;&nbsp; 870086 |
| &nbsp;&nbsp;&nbsp; Public Service Electric & Gas Co. | 1.90 | &nbsp;&nbsp; 8-15-2031 | 3391000 | &nbsp;&nbsp; 2994966 |
| &nbsp;&nbsp;&nbsp; Public Service Electric & Gas Co. | 2.05 | &nbsp;&nbsp; 8-1-2050 | 548000 | &nbsp;&nbsp; 295045 |
| &nbsp;&nbsp;&nbsp; Public Service Electric & Gas Co. | 2.70 | &nbsp;&nbsp; 5-1-2050 | 923000 | &nbsp;&nbsp; 575547 |
| &nbsp;&nbsp;&nbsp; Southern California Edison Co. Series C | 4.13 | &nbsp;&nbsp; 3-1-2048 | 225000 | &nbsp;&nbsp; 172282 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line Co.144A | 5.00 | &nbsp;&nbsp; 1-15-2031 | 2813000 | &nbsp;&nbsp; 2891571 |
| &nbsp;&nbsp;&nbsp; Virginia Electric & Power Co. | 2.95 | &nbsp;&nbsp; 11-15-2051 | 1973000 | &nbsp;&nbsp; 1240236 |
| &nbsp;&nbsp;&nbsp; Wisconsin Electric Power Co. | 4.15 | &nbsp;&nbsp; 10-15-2030 | 2808000 | &nbsp;&nbsp; 2798402 |
|  |  |  |  | &nbsp;&nbsp; **108028543** |
| **Total corporate bonds and notes (Cost $935,623,280)** |  |  |  | &nbsp;&nbsp; **930151410** |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 21

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Municipal obligations: 0.23%** |  |  |  |  |
| **Nevada: 0.05%** |  |  |  |  |
| **Airport revenue: 0.05%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation Series C | 6.82<br> %<br>| &nbsp;&nbsp; 7-1-2045 | $2150000 | &nbsp;&nbsp; **$2373342** |
| **New York: 0.08%** |  |  |  |  |
| **Airport revenue: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey | 4.46 | &nbsp;&nbsp; 10-1-2062 | 4425000 | &nbsp;&nbsp; **3734274** |
| **Ohio: 0.02%** |  |  |  |  |
| **Education revenue: 0.02%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ohio State University Series A | 4.80 | &nbsp;&nbsp; 6-1-2111 | 1295000 | &nbsp;&nbsp; **1069647** |
| **Texas: 0.08%** |  |  |  |  |
| **Education revenue: 0.02%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas System Series B | 2.44 | &nbsp;&nbsp; 8-15-2049 | 1695000 | &nbsp;&nbsp; **1045989** |
| **Transportation revenue: 0.06%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority Series B | 6.72 | &nbsp;&nbsp; 1-1-2049 | 2331000 | &nbsp;&nbsp; **2552457** |
|  |  |  |  | &nbsp;&nbsp; **3598446** |
| **Total municipal obligations (Cost $12,148,635)** |  |  |  | &nbsp;&nbsp; **10775709** |
| **Non-agency mortgage-backed securities: 1.72%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust Series 2021-6 Class A1144A±± | 1.46 | &nbsp;&nbsp; 9-25-2066 | 1991215 | &nbsp;&nbsp; 1700423 |
| &nbsp;&nbsp;&nbsp; Bank5 Series 2025-5YR19 Class A3 | 5.27 | &nbsp;&nbsp; 12-15-2058 | 3066000 | &nbsp;&nbsp; 3170746 |
| &nbsp;&nbsp;&nbsp; Bank Series 2022-BNK44 Class A5±± | 5.74 | &nbsp;&nbsp; 11-15-2055 | 2017000 | &nbsp;&nbsp; 2132594 |
| &nbsp;&nbsp;&nbsp; Bank Series 2025-BNK51 Class A5 | 5.29 | &nbsp;&nbsp; 12-25-2067 | 1337000 | &nbsp;&nbsp; 1376655 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2018-C2 Class ASB | 4.24 | &nbsp;&nbsp; 12-15-2051 | 587629 | &nbsp;&nbsp; 588370 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2021-C12 Class A5 | 2.69 | &nbsp;&nbsp; 11-15-2054 | 1143000 | &nbsp;&nbsp; 1022439 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2022-C17 Class A5 | 4.44 | &nbsp;&nbsp; 9-15-2055 | 1452000 | &nbsp;&nbsp; 1431839 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2025-5C37 Class A3 | 5.02 | &nbsp;&nbsp; 9-15-2058 | 797000 | &nbsp;&nbsp; 815285 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2025-5C38 Class A3 | 5.15 | &nbsp;&nbsp; 11-15-2058 | 2964000 | &nbsp;&nbsp; 3053785 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust Series 2026-5C40 Class A3%% | 5.25 | &nbsp;&nbsp; 2-15-2031 | 4497000 | &nbsp;&nbsp; 4652676 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust Series 2021-B25 Class A4 | 2.27 | &nbsp;&nbsp; 4-15-2054 | 1722000 | &nbsp;&nbsp; 1577724 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust Series 2026-V20 Class A3%% | 5.18 | &nbsp;&nbsp; 2-15-2059 | 6081000 | &nbsp;&nbsp; 6266079 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust Series 2025-C11 Class A5 | 5.69 | &nbsp;&nbsp; 2-15-2058 | 2573000 | &nbsp;&nbsp; 2721931 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust Series 2025-C12 Class A5±± | 5.87 | &nbsp;&nbsp; 6-15-2058 | 1718000 | &nbsp;&nbsp; 1839159 |
| &nbsp;&nbsp;&nbsp; Bunker Hill Loan Depositary Trust Series 2019-2 Class A1144A±± | 2.88 | &nbsp;&nbsp; 7-25-2049 | 512029 | &nbsp;&nbsp; 504923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Trust Series 2025-VLT7 Class A (U.S. SOFR 1 <br> Month+1.70%)144A±<br>| 5.38 | &nbsp;&nbsp; 7-15-2044 | 3257000 | &nbsp;&nbsp; 3267173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Trust Series 2025-VOLT Class A (U.S. SOFR 1 <br> Month+1.70%)144A±<br>| 5.38 | &nbsp;&nbsp; 12-15-2044 | 5575000 | &nbsp;&nbsp; 5601096 |
| &nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust Series 2021-2 Class A1144A±± | 0.92 | &nbsp;&nbsp; 8-25-2066 | 2588058 | &nbsp;&nbsp; 2205873 |
| &nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust Series 2021-4 Class A1144A±± | 1.40 | &nbsp;&nbsp; 10-25-2066 | 2783910 | &nbsp;&nbsp; 2411209 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust Series 2019-C16 Class ASB | 3.14 | &nbsp;&nbsp; 6-15-2052 | 1650950 | &nbsp;&nbsp; 1629377 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust Series 2020-GSA2 Class A4 | 1.72 | &nbsp;&nbsp; 12-12-2053 | 5595000 | &nbsp;&nbsp; 5022595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Commercial Mortgage Securities Trust <br> Series 2016-JP4 Class A3<br>| 3.39 | &nbsp;&nbsp; 12-15-2049 | 894942 | &nbsp;&nbsp; 889001 |
| &nbsp;&nbsp;&nbsp; MFA Trust Series 2021-NQM2 Class A1144A±± | 1.03 | &nbsp;&nbsp; 11-25-2064 | 957391 | &nbsp;&nbsp; 852685 |

---

See accompanying notes to portfolio of investments

22 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Non-agency mortgage-backed securities**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust Series 2020-HR8 Class A3 | 1.79<br> %<br>| &nbsp;&nbsp; 7-15-2053 | $2026231 | &nbsp;&nbsp; $1839019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust Series 2020-INV1 <br> Class A1144A±±<br>| 1.03 | &nbsp;&nbsp; 11-25-2055 | 353853 | &nbsp;&nbsp; 340140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust Series 2021-4 <br> Class A1144A±±<br>| 1.16 | &nbsp;&nbsp; 8-25-2056 | 2276169 | &nbsp;&nbsp; 2055136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust Series 2025-DATA Class A <br> (U.S. SOFR 1 Month+1.44%)144A±<br>| 5.12 | &nbsp;&nbsp; 2-15-2042 | 4650000 | &nbsp;&nbsp; 4616578 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-1 Class A1144A±± | 0.82 | &nbsp;&nbsp; 1-25-2066 | 1040421 | &nbsp;&nbsp; 953436 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-2 Class A1144A±± | 1.03 | &nbsp;&nbsp; 2-25-2066 | 1995190 | &nbsp;&nbsp; 1833575 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-3 Class A1144A±± | 1.05 | &nbsp;&nbsp; 6-25-2066 | 1760403 | &nbsp;&nbsp; 1559219 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-4 Class A1144A±± | 0.94 | &nbsp;&nbsp; 7-25-2066 | 2268556 | &nbsp;&nbsp; 1942636 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-5 Class A1144A±± | 1.01 | &nbsp;&nbsp; 9-25-2066 | 5505966 | &nbsp;&nbsp; 4824025 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-7 Class A1144A±± | 2.83 | &nbsp;&nbsp; 10-25-2066 | 2535022 | &nbsp;&nbsp; 2351975 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-8 Class A1144A±± | 2.82 | &nbsp;&nbsp; 11-25-2066 | 2298096 | &nbsp;&nbsp; 2146806 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-R1 Class A1144A±± | 0.82 | &nbsp;&nbsp; 10-25-2063 | 425656 | &nbsp;&nbsp; 413700 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust Series 2021-R3 Class A1144A±± | 1.02 | &nbsp;&nbsp; 4-25-2064 | 753473 | &nbsp;&nbsp; 722853 |
| **Total non-agency mortgage-backed securities (Cost $83,929,715)** |  |  |  | &nbsp;&nbsp; **80332735** |
| **U.S. Treasury securities: 25.09%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 1.13 | &nbsp;&nbsp; 8-15-2040 | 36999000 | &nbsp;&nbsp; 23143164 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 1.38 | &nbsp;&nbsp; 11-15-2040 | 34279000 | &nbsp;&nbsp; 22174228 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 1.38 | &nbsp;&nbsp; 8-15-2050 | 17714000 | &nbsp;&nbsp; 8687472 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 1.63 | &nbsp;&nbsp; 11-15-2050 | 10978000 | &nbsp;&nbsp; 5742437 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 1.75 | &nbsp;&nbsp; 8-15-2041 | 84368000 | &nbsp;&nbsp; 56740775 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 2.00 | &nbsp;&nbsp; 11-15-2041 | 53188000 | &nbsp;&nbsp; 36998903 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 2.25 | &nbsp;&nbsp; 8-15-2049 | 56010000 | &nbsp;&nbsp; 34999686 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 2.38 | &nbsp;&nbsp; 2-15-2042 | 8000 | &nbsp;&nbsp; 5868 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 3.00 | &nbsp;&nbsp; 2-15-2048 | 57449000 | &nbsp;&nbsp; 42615489 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 3.00 | &nbsp;&nbsp; 8-15-2048 | 46339000 | &nbsp;&nbsp; 34193113 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 3.00 | &nbsp;&nbsp; 2-15-2049 | 49502000 | &nbsp;&nbsp; 36341429 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 3.13 | &nbsp;&nbsp; 5-15-2048 | 10698000 | &nbsp;&nbsp; 8096631 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 4.63 | &nbsp;&nbsp; 11-15-2045 | 96534000 | &nbsp;&nbsp; 93894398 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 4.63 | &nbsp;&nbsp; 11-15-2055 | 19952000 | &nbsp;&nbsp; 19122745 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Bonds | 4.75 | &nbsp;&nbsp; 8-15-2055 | 116262000 | &nbsp;&nbsp; 113700603 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.38 | &nbsp;&nbsp; 12-31-2027 | 21137000 | &nbsp;&nbsp; 21075901 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.50 | &nbsp;&nbsp; 1-31-2028 | 31412000 | &nbsp;&nbsp; 31391141 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.50 | &nbsp;&nbsp; 1-15-2029 | 84650000 | &nbsp;&nbsp; 84405309 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.50 | &nbsp;&nbsp; 11-30-2030 | 106991000 | &nbsp;&nbsp; 105611820 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.63 | &nbsp;&nbsp; 12-31-2030 | 100251000 | &nbsp;&nbsp; 99459957 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.75 | &nbsp;&nbsp; 1-31-2031 | 76752000 | &nbsp;&nbsp; 76560120 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 3.88 | &nbsp;&nbsp; 4-30-2030 | 76665000 | &nbsp;&nbsp; 77048325 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes | 4.00 | &nbsp;&nbsp; 1-31-2033 | 12420000 | &nbsp;&nbsp; 12398653 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Notes## | 4.00 | &nbsp;&nbsp; 11-15-2035 | 130818000 | &nbsp;&nbsp; 128140319 |
| **Total U.S. Treasury securities (Cost $1,179,105,585)** |  |  |  | &nbsp;&nbsp; **1172548486** |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 23

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Yankee corporate bonds and notes: 4.04%** |  |  |  |  |
| **Communications: 0.31%** |  |  |  |  |
| **Telecommunications: 0.31%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Orange SA144A | 4.00<br> %<br>| &nbsp;&nbsp; 1-13-2029 | $2922000 | &nbsp;&nbsp; $2923564 |
| &nbsp;&nbsp;&nbsp; Orange SA144A | 4.25 | &nbsp;&nbsp; 1-13-2031 | 4308000 | &nbsp;&nbsp; 4271830 |
| &nbsp;&nbsp;&nbsp; Orange SA144A | 4.75 | &nbsp;&nbsp; 1-13-2033 | 4636000 | &nbsp;&nbsp; 4625112 |
| &nbsp;&nbsp;&nbsp; Orange SA144A | 5.00 | &nbsp;&nbsp; 1-13-2036 | 2704000 | &nbsp;&nbsp; 2681804 |
|  |  |  |  | &nbsp;&nbsp; **14502310** |
| **Consumer, non-cyclical: 0.52%** |  |  |  |  |
| **Agriculture: 0.07%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC144A | 5.63 | &nbsp;&nbsp; 7-1-2035 | 3008000 | &nbsp;&nbsp; **3076055** |
| **Biotechnology: 0.10%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Royalty Pharma PLC | 2.20 | &nbsp;&nbsp; 9-2-2030 | 1576000 | &nbsp;&nbsp; 1433590 |
| &nbsp;&nbsp;&nbsp; Royalty Pharma PLC | 3.30 | &nbsp;&nbsp; 9-2-2040 | 788000 | &nbsp;&nbsp; 612359 |
| &nbsp;&nbsp;&nbsp; Royalty Pharma PLC | 3.55 | &nbsp;&nbsp; 9-2-2050 | 3599000 | &nbsp;&nbsp; 2504928 |
|  |  |  |  | &nbsp;&nbsp; **4550877** |
| **Food: 0.29%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. <br> Holdings<br>| 6.38 | &nbsp;&nbsp; 4-15-2066 | 779000 | &nbsp;&nbsp; 787444 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | 3.00 | &nbsp;&nbsp; 5-15-2032 | 2923000 | &nbsp;&nbsp; 2641313 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | 3.63 | &nbsp;&nbsp; 1-15-2032 | 3933000 | &nbsp;&nbsp; 3692980 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | 5.75 | &nbsp;&nbsp; 4-1-2033 | 966000 | &nbsp;&nbsp; 1008079 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | 6.50 | &nbsp;&nbsp; 12-1-2052 | 2041000 | &nbsp;&nbsp; 2121500 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | 7.25 | &nbsp;&nbsp; 11-15-2053 | 3123000 | &nbsp;&nbsp; 3537404 |
|  |  |  |  | &nbsp;&nbsp; **13788720** |
| **Pharmaceuticals: 0.06%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises Pte. Ltd. | 4.75 | &nbsp;&nbsp; 5-19-2033 | 2180000 | &nbsp;&nbsp; 2201963 |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises Pte. Ltd. | 5.30 | &nbsp;&nbsp; 5-19-2053 | 788000 | &nbsp;&nbsp; 747368 |
|  |  |  |  | &nbsp;&nbsp; **2949331** |
| **Energy: 0.32%** |  |  |  |  |
| **Oil & gas: 0.24%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aker BP ASA144A | 5.25 | &nbsp;&nbsp; 10-30-2035 | 5243000 | &nbsp;&nbsp; 5131765 |
| &nbsp;&nbsp;&nbsp; Aker BP ASA144A | 5.80 | &nbsp;&nbsp; 10-1-2054 | 675000 | &nbsp;&nbsp; 622072 |
| &nbsp;&nbsp;&nbsp; Equinor ASA | 4.50 | &nbsp;&nbsp; 9-3-2030 | 1287000 | &nbsp;&nbsp; 1302290 |
| &nbsp;&nbsp;&nbsp; Equinor ASA | 4.75 | &nbsp;&nbsp; 11-14-2035 | 2960000 | &nbsp;&nbsp; 2938332 |
| &nbsp;&nbsp;&nbsp; Equinor ASA | 5.13 | &nbsp;&nbsp; 6-3-2035 | 1295000 | &nbsp;&nbsp; 1325996 |
|  |  |  |  | &nbsp;&nbsp; **11320455** |
| **Pipelines: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Galaxy Pipeline Assets Bidco Ltd.144A | 2.16 | &nbsp;&nbsp; 3-31-2034 | 2315018 | &nbsp;&nbsp; 2092422 |
| &nbsp;&nbsp;&nbsp; Galaxy Pipeline Assets Bidco Ltd.144A | 2.63 | &nbsp;&nbsp; 3-31-2036 | 2002000 | &nbsp;&nbsp; 1762123 |
|  |  |  |  | &nbsp;&nbsp; **3854545** |

---

See accompanying notes to portfolio of investments

24 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Financial: 2.10%** |  |  |  |  |
| **Banks: 1.83%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Banco Santander SA | 4.55<br> %<br>| &nbsp;&nbsp; 11-6-2030 | $4800000 | &nbsp;&nbsp; $4804024 |
| &nbsp;&nbsp;&nbsp; Banco Santander SA | 5.13 | &nbsp;&nbsp; 11-6-2035 | 2400000 | &nbsp;&nbsp; 2395970 |
| &nbsp;&nbsp;&nbsp; Bank Hapoalim BM144A | 4.72 | &nbsp;&nbsp; 7-14-2029 | 7005000 | &nbsp;&nbsp; 6986297 |
| &nbsp;&nbsp;&nbsp; Bank Hapoalim BM144A | 5.25 | &nbsp;&nbsp; 1-14-2033 | 3276000 | &nbsp;&nbsp; 3265386 |
| &nbsp;&nbsp;&nbsp; Bank of Montreal Series J (U.S. SOFR+0.97%)± | 4.44 | &nbsp;&nbsp; 1-14-2032 | 4295000 | &nbsp;&nbsp; 4285896 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA (U.S. SOFR+1.29%)144A± | 4.92 | &nbsp;&nbsp; 1-15-2034 | 4708000 | &nbsp;&nbsp; 4684223 |
| &nbsp;&nbsp;&nbsp; CaixaBank SA (U.S. SOFR+1.36%)144A± | 4.89 | &nbsp;&nbsp; 7-3-2031 | 2735000 | &nbsp;&nbsp; 2774550 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce (U.S. SOFR+0.60%)± | 4.24 | &nbsp;&nbsp; 9-8-2028 | 4563000 | &nbsp;&nbsp; 4579064 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce (U.S. SOFR+0.79%)± | 4.28 | &nbsp;&nbsp; 1-29-2030 | 3630000 | &nbsp;&nbsp; 3639267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. (1 Year Treasury Constant <br> Maturity+0.80%)±<br>| 4.51 | &nbsp;&nbsp; 1-14-2032 | 4012000 | &nbsp;&nbsp; 4022666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. (1 Year Treasury Constant <br> Maturity+0.80%)±<br>| 4.53 | &nbsp;&nbsp; 9-12-2031 | 4252000 | &nbsp;&nbsp; 4268820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. (1 Year Treasury Constant <br> Maturity+0.90%)±<br>| 5.06 | &nbsp;&nbsp; 1-14-2037 | 4284000 | &nbsp;&nbsp; 4278062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. (1 Year Treasury Constant <br> Maturity+0.93%)±<br>| 5.19 | &nbsp;&nbsp; 9-12-2036 | 4277000 | &nbsp;&nbsp; 4327092 |
| &nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank Ltd.144A | 5.05 | &nbsp;&nbsp; 1-28-2031 | 5644000 | &nbsp;&nbsp; 5638356 |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada (U.S. SOFR+1.06%)± | 4.70 | &nbsp;&nbsp; 8-6-2031 | 5173000 | &nbsp;&nbsp; 5239285 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc. (U.S. SOFR+1.02%)± | 4.49 | &nbsp;&nbsp; 1-15-2032 | 4012000 | &nbsp;&nbsp; 4021765 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc. (U.S. SOFR+1.22%)± | 5.05 | &nbsp;&nbsp; 1-15-2037 | 4012000 | &nbsp;&nbsp; 4001090 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, Inc. (U.S. SOFR+1.65%)144A± | 5.42 | &nbsp;&nbsp; 9-11-2036 | 3747000 | &nbsp;&nbsp; 3762198 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank | 4.93 | &nbsp;&nbsp; 10-15-2035 | 3883000 | &nbsp;&nbsp; 3872701 |
| &nbsp;&nbsp;&nbsp; UBS Group AG (U.S. SOFR+1.34%)144A± | 5.01 | &nbsp;&nbsp; 3-23-2037 | 736000 | &nbsp;&nbsp; 727125 |
| &nbsp;&nbsp;&nbsp; UBS Group AG (U.S. SOFR+1.49%)144A± | 5.53 | &nbsp;&nbsp; 5-6-2047 | 3701000 | &nbsp;&nbsp; 3662582 |
|  |  |  |  | &nbsp;&nbsp; **85236419** |
| **Diversified financial services: 0.17%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. | 4.65 | &nbsp;&nbsp; 11-15-2030 | 3873000 | &nbsp;&nbsp; 3907386 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. | 5.30 | &nbsp;&nbsp; 1-15-2036 | 2583000 | &nbsp;&nbsp; 2579341 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. | 6.08 | &nbsp;&nbsp; 9-15-2055 | 1522000 | &nbsp;&nbsp; 1565856 |
|  |  |  |  | &nbsp;&nbsp; **8052583** |
| **REITs: 0.10%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; FIBRA Prologis144A | 5.50 | &nbsp;&nbsp; 11-26-2035 | 2353000 | &nbsp;&nbsp; 2337588 |
| &nbsp;&nbsp;&nbsp; FIBRA Prologis144A | 5.63 | &nbsp;&nbsp; 1-14-2038 | 2426000 | &nbsp;&nbsp; 2388882 |
|  |  |  |  | &nbsp;&nbsp; **4726470** |
| **Industrial: 0.53%** |  |  |  |  |
| **Aerospace/defense: 0.10%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Embraer Netherlands Finance BV | 5.40 | &nbsp;&nbsp; 1-9-2038 | 2285000 | &nbsp;&nbsp; 2251982 |
| &nbsp;&nbsp;&nbsp; Embraer Netherlands Finance BV | 5.98 | &nbsp;&nbsp; 2-11-2035 | 2398000 | &nbsp;&nbsp; 2537693 |
|  |  |  |  | &nbsp;&nbsp; **4789675** |

---

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 25

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Electronics: 0.07%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Flex Ltd. | 5.25<br> %<br>| &nbsp;&nbsp; 1-15-2032 | $1055000 | &nbsp;&nbsp; $1077834 |
| &nbsp;&nbsp;&nbsp; Flex Ltd. | 5.38 | &nbsp;&nbsp; 11-13-2035 | 2261000 | &nbsp;&nbsp; 2258783 |
|  |  |  |  | &nbsp;&nbsp; **3336617** |
| **Machinery-construction & mining: 0.05%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Eaton Capital ULC | 4.45 | &nbsp;&nbsp; 5-9-2030 | 1998000 | &nbsp;&nbsp; **2013940** |
| **Miscellaneous manufacturing: 0.31%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Siemens Funding BV144A | 4.35 | &nbsp;&nbsp; 5-26-2028 | 4899000 | &nbsp;&nbsp; 4954107 |
| &nbsp;&nbsp;&nbsp; Siemens Funding BV144A | 4.60 | &nbsp;&nbsp; 5-28-2030 | 3268000 | &nbsp;&nbsp; 3328177 |
| &nbsp;&nbsp;&nbsp; Siemens Funding BV144A | 5.20 | &nbsp;&nbsp; 5-28-2035 | 3939000 | &nbsp;&nbsp; 4066961 |
| &nbsp;&nbsp;&nbsp; Siemens Funding BV144A | 5.80 | &nbsp;&nbsp; 5-28-2055 | 1996000 | &nbsp;&nbsp; 2079228 |
|  |  |  |  | &nbsp;&nbsp; **14428473** |
| **Utilities: 0.26%** |  |  |  |  |
| **Electric: 0.26%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II Sarl144A | 5.58 | &nbsp;&nbsp; 10-20-2035 | 1800564 | &nbsp;&nbsp; 1847247 |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II Sarl144A | 5.67 | &nbsp;&nbsp; 10-20-2035 | 3433971 | &nbsp;&nbsp; 3541356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT Perusahaan Listrik <br> Negara144A%%<br>| 4.75 | &nbsp;&nbsp; 2-3-2031 | 4065000 | &nbsp;&nbsp; 4051322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT Perusahaan Listrik <br> Negara144A%%<br>| 5.45 | &nbsp;&nbsp; 2-3-2036 | 2500000 | &nbsp;&nbsp; 2486882 |
|  |  |  |  | &nbsp;&nbsp; **11926807** |
| **Total yankee corporate bonds and notes (Cost $187,383,847)** |  |  |  | &nbsp;&nbsp; **188553277** |
| **Yankee government bonds: 1.80%** |  |  |  |  |
| **Australia: 0.11%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Export Finance & Insurance Corp.144A | 4.63 | &nbsp;&nbsp; 10-26-2027 | 5108000 | &nbsp;&nbsp; **5186940** |
| **Chile: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Chile | 4.35 | &nbsp;&nbsp; 4-13-2031 | 3766000 | &nbsp;&nbsp; **3744534** |
| **Indonesia: 0.18%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Indonesia | 4.30 | &nbsp;&nbsp; 4-16-2031 | 4237000 | &nbsp;&nbsp; 4207813 |
| &nbsp;&nbsp;&nbsp; Indonesia | 4.90 | &nbsp;&nbsp; 4-16-2036 | 4199000 | &nbsp;&nbsp; 4126018 |
|  |  |  |  | &nbsp;&nbsp; **8333831** |
| **Israel: 0.31%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Israel | 3.88 | &nbsp;&nbsp; 7-3-2050 | 2266000 | &nbsp;&nbsp; 1654313 |
| &nbsp;&nbsp;&nbsp; Israel | 4.50 | &nbsp;&nbsp; 1-13-2031 | 5528000 | &nbsp;&nbsp; 5497771 |
| &nbsp;&nbsp;&nbsp; Israel | 5.00 | &nbsp;&nbsp; 1-13-2036 | 4904000 | &nbsp;&nbsp; 4829249 |
| &nbsp;&nbsp;&nbsp; Israel | 5.75 | &nbsp;&nbsp; 3-12-2054 | 2504000 | &nbsp;&nbsp; 2401224 |
|  |  |  |  | &nbsp;&nbsp; **14382557** |
| **Kuwait: 0.46%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Kuwait144A | 4.02 | &nbsp;&nbsp; 10-9-2028 | 7019000 | &nbsp;&nbsp; 7012220 |

---

See accompanying notes to portfolio of investments

26 \| Allspring Core Bond Portfolio

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Interest<br> rate<br>| Maturity<br> date<br>| Principal | Value |
| **Kuwait**(continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Kuwait144A | 4.14<br> %<br>| &nbsp;&nbsp; 10-9-2030 | $10820000 | &nbsp;&nbsp; $10744858 |
| &nbsp;&nbsp;&nbsp; Kuwait144A | 4.65 | &nbsp;&nbsp; 10-9-2035 | 3971000 | &nbsp;&nbsp; 3915037 |
|  |  |  |  | &nbsp;&nbsp; **21672115** |
| **Mexico: 0.49%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Mexico | 4.40 | &nbsp;&nbsp; 2-12-2052 | 1955000 | &nbsp;&nbsp; 1412096 |
| &nbsp;&nbsp;&nbsp; Mexico | 4.60 | &nbsp;&nbsp; 1-23-2046 | 2162000 | &nbsp;&nbsp; 1680523 |
| &nbsp;&nbsp;&nbsp; Mexico | 4.60 | &nbsp;&nbsp; 2-10-2048 | 1795000 | &nbsp;&nbsp; 1379817 |
| &nbsp;&nbsp;&nbsp; Mexico | 4.75 | &nbsp;&nbsp; 3-8-2044 | 2048000 | &nbsp;&nbsp; 1674957 |
| &nbsp;&nbsp;&nbsp; Mexico | 5.38 | &nbsp;&nbsp; 3-22-2033 | 8584000 | &nbsp;&nbsp; 8453094 |
| &nbsp;&nbsp;&nbsp; Mexico | 5.63 | &nbsp;&nbsp; 2-9-2034 | 5303000 | &nbsp;&nbsp; 5283591 |
| &nbsp;&nbsp;&nbsp; Mexico | 6.13 | &nbsp;&nbsp; 2-9-2038 | 818000 | &nbsp;&nbsp; 814728 |
| &nbsp;&nbsp;&nbsp; Mexico | 3.50 | &nbsp;&nbsp; 2-12-2034 | 2609000 | &nbsp;&nbsp; 2247653 |
|  |  |  |  | &nbsp;&nbsp; **22946459** |
| **Paraguay: 0.09%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Paraguay144A | 5.40 | &nbsp;&nbsp; 3-30-2050 | 4512000 | &nbsp;&nbsp; **4159432** |
| **Philippines: 0.08%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Philippines | 5.00 | &nbsp;&nbsp; 1-27-2036 | 2347000 | &nbsp;&nbsp; 2344577 |
| &nbsp;&nbsp;&nbsp; Philippines | 5.75 | &nbsp;&nbsp; 1-27-2051 | 1362000 | &nbsp;&nbsp; 1381069 |
|  |  |  |  | &nbsp;&nbsp; **3725646** |
| **Total yankee government bonds (Cost $83,585,296)** |  |  |  | &nbsp;&nbsp; **84151514** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Yield | Shares |  |
| **Short-term investments: 4.14%** |  |  |  |  |
| **Investment companies: 4.14%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Allspring Government Money Market Fund Select Class♠∞## |  | 3.63 | 193733662 | &nbsp;&nbsp; **193733662** |
| **Total short-term investments (Cost $193,733,662)** |  |  |  | &nbsp;&nbsp; **193733662** |
| **Total investments in securities (Cost $4,800,239,676)** | 102.54<br> %<br>|  |  | &nbsp;&nbsp; 4792593238 |
| &nbsp;&nbsp;&nbsp; Other assets and liabilities, net | (2.54)<br>|  |  | &nbsp;&nbsp; (118826190)<br>|
| **Total net assets** | **100.00%**<br>|  |  | &nbsp;&nbsp; **$4673767048** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ± | Variable rate investment. The rate shown is the rate in effect at period end. |
| %% | The security is purchased on a when-issued basis. |
| ±± | 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 <br> and the actual prepayment speed of the underlying mortgages. The rate shown is the rate in effect at period end.<br>|
| 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 <br> 1933.<br>|
| øø | The interest rate is determined and reset by the issuer periodically depending upon the terms of the security. The rate shown is the rate in effect at period end. |
| ## | All or a portion of this security is segregated as collateral for when-issued securities. |
| ♠ | The issuer of the security is an affiliated person of the Portfolio as defined in the Investment Company Act of 1940. |
| ∞ | The rate represents the 7-day annualized yield at period end. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See accompanying notes to portfolio of investments

Allspring Core Bond Portfolio \| 27

------

Portfolio of investments—January 31, 2026 (unaudited)

---

| | |
|:---|:---|
| Abbreviations: | Abbreviations: |
| BDC | Business Development Company |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| REIT | Real estate investment trust |
| RFUCCT1Y | Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year |
| SOFR | Secured Overnight Financing Rate |
| STRIPS | Separate trading of registered interest and principal of securities |

---

**Investments in affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value, <br>beginning of <br>period<br>| Purchases | Sales <br>proceeds<br>| Net <br>realized <br>gains <br>(losses)<br>| Net <br>change in <br>unrealized <br>gains <br>(losses)<br>| Value, <br>end of <br>period<br>| Shares, <br>end <br>of period<br>| Income <br>from <br>affiliated <br>securities<br>|
| **Short-term investments** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Allspring Government Money Market <br> Fund Select Class<br>| $268851171 | $2233686814 | $(2308804323)<br>| $0 | $0 | $193733662 | 193733662 | $4147705 |

---

See accompanying notes to portfolio of investments

28 \| Allspring Core Bond Portfolio

------

Notes to portfolio of investments—January 31, 2026 (unaudited)

Notes to portfolio of investments

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 Portfolio 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.

The values of securities denominated in foreign currencies are translated into U.S. dollars at rates provided by an independent foreign currency pricing source at a time each business day specified by the Valuation Committee at Allspring Funds Management, LLC ("Allspring Funds Management").

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, 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.

Foreign currency translation

The accounting records of the Portfolio are maintained in U.S. dollars. The values of other assets and liabilities denominated in foreign currencies are translated into U.S. dollars at rates provided by an independent foreign currency pricing source at a time each business day specified by the Valuation Committee. Purchases and sales of securities, and income and expenses are converted at the rate of exchange on the respective dates of such transactions. Net realized foreign exchange gains or losses arise from sales of foreign currencies, currency gains or losses realized between the trade and settlement dates on securities transactions, and the difference between the amounts of dividends, interest and foreign withholding taxes recorded and the U.S. dollar equivalent of the amounts actually paid or received. Net unrealized foreign exchange gains and losses arise from changes in the fair value of assets and liabilities other than investments in securities resulting from changes in exchange rates. The changes in net assets arising from changes in exchange rates of securities and the changes in net assets resulting from changes in market prices of securities are not separately presented. Such changes are included in net realized and unrealized gains or losses from investments.

When-issued transactions

The Portfolio may purchase securities on a forward commitment or when-issued basis. The Portfolio records a when-issued transaction on the trade date and will segregate assets in an amount at least equal in value to the Portfolio's commitment to purchase when-issued securities. Securities purchased on a when-issued basis are marked-to-market daily and the Portfolio begins earning interest on the settlement date. Losses may arise due to changes in the market value of the underlying securities or if the counterparty does not perform under the contract.

Mortgage dollar roll transactions

The Portfolio may engage in mortgage dollar roll transactions through To Be Announced (TBA) mortgage-backed securities issued by Government National Mortgage Association (GNMA), Federal National Mortgage Association (FNMA) and Federal Home Loan Mortgage Corporation (FHLMC). In a mortgage dollar roll transaction, the Portfolio sells a mortgage-backed security to a financial institution, such as a bank or broker-dealer and simultaneously agrees to repurchase a substantially similar security from the institution at a later date at an agreed upon price. The mortgage-backed securities that are repurchased will bear the same interest rate as those sold, but generally will be collateralized by different pools of mortgages with different pre-payment histories. During the roll period, the Portfolio foregoes principal and interest paid on the securities. The Portfolio is compensated by the difference between the current sales price and the forward price for the future purchase as well as by the earnings on the cash proceeds of the initial sale. Mortgage dollar rolls may be renewed without physical delivery of the securities subject to the contract. The Portfolio accounts for TBA dollar roll transactions as purchases and sales which, as a result, may increase its portfolio turnover rate.

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 Portfolio'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 Portfolio'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.)

Allspring Core Bond Portfolio \| 29

------

Notes to portfolio of investments—January 31, 2026 (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

• Level 3 – significant unobservable inputs (including the Portfolio'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.

The following is a summary of the inputs used in valuing the Portfolio's assets and liabilities as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp; Quoted prices <br>(Level 1)<br>| &nbsp;&nbsp;&nbsp; Other significant <br>observable inputs <br>(Level 2)<br>| &nbsp;&nbsp;&nbsp; Significant <br>unobservable inputs <br>(Level 3)<br>| Total |
| **Assets** |  |  |  |  |
| **Investments in:** |  |  |  |  |
| **Agency securities** | &nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp;&nbsp; $1856537473 | &nbsp;&nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp;&nbsp; $1856537473 |
| **Asset-backed securities** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 275808972 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 275808972 |
| **Corporate bonds and notes** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 930151410 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 930151410 |
| **Municipal obligations** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 10775709 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 10775709 |
| **Non-agency mortgage-backed securities** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 80332735 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 80332735 |
| **U.S. Treasury securities** | &nbsp;&nbsp; 1172548486 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 1172548486 |
| **Yankee corporate bonds and notes** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 188553277 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 188553277 |
| **Yankee government bonds** | &nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 84151514 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 84151514 |
| **Short-term investments** |  |  |  |  |
| *Investment companies* | &nbsp;&nbsp; 193733662 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 193733662 |
| **Total assets** | &nbsp;&nbsp; **$1366282148** | &nbsp;&nbsp;&nbsp; **$3426311090** | &nbsp;&nbsp;&nbsp; **$0** | &nbsp;&nbsp;&nbsp; **$4792593238** |

---

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

At January 31, 2026, the Portfolio did not have any transfers into/out of Level 3.

30 \| Allspring Core Bond Portfolio

------

## 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 MASTER TRUST

- **b. Investment Company Act file number:** 811-09689

- **c. CIK number of Registrant:** 0001087961

- **d. LEI of Registrant:** 549300RK07I40T8DF120

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000007564

- **c. LEI of Series:** 549300HBRVSSS2TEMC28

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4964301890.76

**Total Liabilities:** $290522807.81

**Net Assets:** $4673779082.95

**Delayed Delivery Securities:** $61554579.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2623.34000000 | **1-Year:** -95460.46000000 | **5-Year:** -299913.88000000 | **10-Year:** -351986.74000000 | **30-Year:** -178506.18000000

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

- **3-Month:** -3.65000000 | **1-Year:** -85.33000000 | **5-Year:** -318.00000000 | **10-Year:** -768.91000000 | **30-Year:** -126.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020629 | 0.63%                | -0.32%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1920668.21              | $12878813.25                               |
| Month 2  | $2172156.08              | $-37448344.45                              |
| Month 3  | $1735179.53              | $-5883268.52                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** agg_returns

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1114441.11   | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1469487.10   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1459199.57   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $916520.98    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1332025.40   | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2560842.64   | 0.05%             | 2035-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2002505.38   | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1986062.89   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4407619.81   | 0.09%             | 2031-04-30      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4767000 | PA      | $4755808.28   | 0.10%             | 2033-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2710657.11   | 0.06%             | 2036-04-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2407234.85   | 0.05%             | 2046-04-30      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3463000 | PA      | $3430829.80   | 0.07%             | 2056-04-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5518000 | PA      | $5353343.38   | 0.11%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1395601.27   | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5445000 | PA      | $4484744.96   | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    648000 | PA      | $637326.82    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3782562.76   | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2320559.63   | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2244974.30   | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3011000 | PA      | $3099206.16   | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1857108.34   | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   2307000 | PA      | $2205222.80   | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    629000 | PA      | $542750.88    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1387000 | PA      | $1397611.91   | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AGREE LP                                               | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   2259000 | PA      | $2359126.83   | 0.05%             | 2035-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $622072.13    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                            | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   5243000 | PA      | $5131764.77   | 0.11%             | 2035-10-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                     | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4396000 | PA      | $4595414.78   | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23500000 | PA      | $23493525.75  | 0.50%             | 2056-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22100000 | PA      | $22062833.33  | 0.47%             | 2056-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  54800000 | PA      | $55562295.95  | 1.19%             | 2056-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1865083.01   | 0.04%             | 2028-10-16      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2031309.82   | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1992581.25   | 0.04%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1930456.12   | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $4467738.48   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1625822.63   | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $917902.44    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $3023787.65   | 0.06%             | 2028-11-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $3013274.06   | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3766000 | PA      | $3749239.61   | 0.08%             | 2033-03-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5121187.32   | 0.11%             | 2035-11-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    662000 | PA      | $644699.46    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2118994.62   | 0.05%             | 2065-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust           | American Express Credit Account Master Trust                                    | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4223000 | PA      | $4360926.98   | 0.09%             | 2030-09-16      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   2547000 | PA      | $2392223.88   | 0.05%             | 2032-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1142000 | PA      | $899405.82    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1559000 | PA      | $1594260.95   | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    664000 | PA      | $665694.68    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HOMES 4 RENT                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1945000 | PA      | $1970176.02   | 0.04%             | 2030-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN TRANSMISSION SY                               | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $829734.37    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2229638 | PA      | $2244793.54   | 0.05%             | 2028-05-18      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409805 | PA      | $410926.28    | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2175118.27   | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                              | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    682000 | PA      | $671304.09    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1991216 | PA      | $1700422.59   | 0.04%             | 2066-09-25      | Variable      | 1.46%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7782000 | PA      | $7674350.12   | 0.16%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                               | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1556074.89   | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $1293029.89   | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $770360.65    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2236948.74   | 0.05%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2280083.51   | 0.05%             | 2028-05-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                              | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $3929535.63   | 0.08%             | 2030-05-12      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ARES MANAGEMENT CORP                                   | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2112136.69   | 0.05%             | 2054-10-11      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                 | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2617386.83   | 0.06%             | 2055-08-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| AutoNation Finance Trust 2025-1                        | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3562000 | PA      | $3592591.88   | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587629 | PA      | $588369.99    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797000 | PA      | $815284.69    | 0.02%             | 2058-09-15      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Bank5                                                  | BANK5 2025-5YR19                                                                | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3066000 | PA      | $3170745.90   | 0.07%             | 2058-12-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452000 | PA      | $1431839.42   | 0.03%             | 2055-09-15      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    819000 | PA      | $926565.34    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $2602843.10   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                       | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2288088.33   | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143000 | PA      | $1022439.22   | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2964000 | PA      | $3053784.90   | 0.07%             | 2058-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4497000 | PA      | $4652675.80   | 0.10%             | 2031-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2573000 | PA      | $2721930.90   | 0.06%             | 2058-02-15      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718000 | PA      | $1839159.03   | 0.04%             | 2058-06-15      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5575000 | PA      | $5601096.02   | 0.12%             | 2044-12-15      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                               | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2688790.62   | 0.06%             | 2031-03-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1785401.93   | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                               | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2681828.85   | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4800000 | PA      | $4804023.98   | 0.10%             | 2030-11-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2395970.52   | 0.05%             | 2035-11-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4295000 | PA      | $4285896.45   | 0.09%             | 2032-01-14      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4252000 | PA      | $4369504.06   | 0.09%             | 2031-02-11      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3593723.20   | 0.08%             | 2030-01-22      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Bank                                                   | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017000 | PA      | $2132593.66   | 0.05%             | 2055-11-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Bank                                                   | BANK 2025-BNK51                                                                 | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337000 | PA      | $1376654.75   | 0.03%             | 2067-12-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Barclays Dryrock Issuance Trust                        | Barclays Dryrock Issuance Trust                                                 | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   7693000 | PA      | $7708069.05   | 0.16%             | 2031-07-15      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| MMAF Equipment Finance LLC                             | Barings Equipment Finance LLC 2026-A                                            | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1911000 | PA      | $1912194.38   | 0.04%             | 2033-07-13      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722000 | PA      | $1577723.95   | 0.03%             | 2054-04-15      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6081000 | PA      | $6266079.01   | 0.13%             | 2059-02-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE REG FINANCE                                 | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2716168.33   | 0.06%             | 2030-11-03      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE REG FINANCE                                 | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1599311.73   | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                  | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4708000 | PA      | $4684222.62   | 0.10%             | 2034-01-15      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2578772.66   | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1759041.57   | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   2436000 | PA      | $2185696.86   | 0.05%             | 2031-08-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                 | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1067000 | PA      | $1064630.33   | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2081795.66   | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5560272.90   | 0.12%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5034000 | PA      | $5218814.40   | 0.11%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3751000 | PA      | $3749241.98   | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5251000 | PA      | $5242717.02   | 0.11%             | 2034-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4878000 | PA      | $4946263.56   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3107211.18   | 0.07%             | 2032-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1640079.86   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1522000 | PA      | $1565855.78   | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3873000 | PA      | $3907385.38   | 0.08%             | 2030-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                               | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2583000 | PA      | $2579341.36   | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3878000 | PA      | $3934486.72   | 0.08%             | 2035-08-04      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bunker Hill Loan Depositary Trust                      | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512029 | PA      | $504922.62    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3257000 | PA      | $3267172.91   | 0.07%             | 2044-07-15      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $2018961.66   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2266861.75   | 0.05%             | 2033-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650950 | PA      | $1629376.96   | 0.03%             | 2052-06-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1593198.06   | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5616000 | PA      | $4938743.76   | 0.11%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2968000 | PA      | $3103284.82   | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $3170347.97   | 0.07%             | 2034-06-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1295264.99   | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                                 | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   6257000 | PA      | $6296988.42   | 0.13%             | 2029-09-10      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3614000 | PA      | $3666261.26   | 0.08%             | 2031-07-03      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4563000 | PA      | $4579063.81   | 0.10%             | 2028-09-08      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3630000 | PA      | $3639266.88   | 0.08%             | 2030-01-29      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2025-1                                 | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3049000 | PA      | $3050239.42   | 0.07%             | 2030-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2025-1                                 | CUSIP: 14043YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3002000 | PA      | $2998935.56   | 0.06%             | 2031-02-18      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4704000 | PA      | $4743260.52   | 0.10%             | 2030-07-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3360000 | PA      | $3401137.82   | 0.07%             | 2031-01-15      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8378000 | PA      | $8463801.61   | 0.18%             | 2030-03-15      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4501000 | PA      | $4575540.43   | 0.10%             | 2027-05-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1717337.28   | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1065205.67   | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   3104000 | PA      | $3106050.91   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $546057.27    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $1991589.43   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3727000 | PA      | $2587935.18   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1456013.05   | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $613708.88    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2806589.60   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2664200.76   | 0.06%             | 2055-12-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055349 | PA      | $2055177.84   | 0.04%             | 2028-03-27      | Fixed         | 3.99%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2722426.04   | 0.06%             | 2030-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1800564 | PA      | $1847246.88   | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3433971 | PA      | $3541356.57   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                             | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3766000 | PA      | $3744533.80   | 0.08%             | 2031-04-13      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                                      | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2592452.01   | 0.06%             | 2055-02-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| County of Clark Department of Aviation                 | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2373342.43   | 0.05%             | 2045-07-01      | Fixed         | 6.82%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                              | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    742972 | PA      | $749402.53    | 0.02%             | 2046-11-26      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187861 | PA      | $1141598.33   | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664039 | PA      | $655507.87    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2588058 | PA      | $2205873.45   | 0.05%             | 2066-08-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2783910 | PA      | $2411209.35   | 0.05%             | 2066-10-25      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1046734.50   | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $898970.51    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    661000 | PA      | $594473.13    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    752000 | PA      | $523429.28    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    442000 | PA      | $293287.46    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3873000 | PA      | $3911256.37   | 0.08%             | 2031-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                    | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2906742.49   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CODELCO INC                                            | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1712000 | PA      | $1720560.00   | 0.04%             | 2037-01-30      | Fixed         | 5.53%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16400000 | PA      | $16579135.89  | 0.35%             | 2056-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    736000 | PA      | $727124.52    | 0.02%             | 2037-03-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2764862.74   | 0.06%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Crowley Conro LLC                                      | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   2087244 | PA      | $1907820.87   | 0.04%             | 2043-08-15      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1525778.33   | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $777073.79    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| DEERE & COMPANY                                        | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3243940.66   | 0.07%             | 2055-01-19      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2972084.66   | 0.06%             | 2027-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2776258.14   | 0.06%             | 2026-09-08      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    489000 | PA      | $502843.36    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3749064.32   | 0.08%             | 2027-01-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2667054.83   | 0.06%             | 2028-01-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   6018000 | PA      | $6121122.88   | 0.13%             | 2028-07-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6932353.20   | 0.15%             | 2030-07-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2080454.36   | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $846450.32    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1492868.84   | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    901000 | PA      | $830320.87    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2244306.26   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1282951.13   | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                  | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1658826.98   | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    449000 | PA      | $343707.11    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                               | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1162817.01   | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1776184.36   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1017629.15   | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2072813.74   | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4373000 | PA      | $4380436.24   | 0.09%             | 2031-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS INC                                    | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   3861000 | PA      | $3780359.00   | 0.08%             | 2036-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                                      | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1998000 | PA      | $2013940.36   | 0.04%             | 2030-05-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2398000 | PA      | $2537693.04   | 0.05%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| EMBRAER NETHERLANDS FINA                               | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2285000 | PA      | $2251982.00   | 0.05%             | 2038-01-09      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1353865.37   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5792009.49   | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3890025.44   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1469096.55   | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4566524.57   | 0.10%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1056931.86   | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                   | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3055279.71   | 0.07%             | 2033-01-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1940275.94   | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   3217000 | PA      | $3229975.71   | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1287000 | PA      | $1302290.05   | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1295000 | PA      | $1325996.46   | 0.03%             | 2035-06-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                            | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2960000 | PA      | $2938331.94   | 0.06%             | 2035-11-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO LP                                     | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1314000 | PA      | $1191625.70   | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2971000 | PA      | $2975893.15   | 0.06%             | 2055-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EXPORT FIN & INS CORP                                  | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   5108000 | PA      | $5186939.64   | 0.11%             | 2027-10-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1047853.73   | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2411686.48   | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1234737.49   | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1214059.42   | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1805507.18   | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $5082220.23   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1221703.44   | 0.03%             | 2055-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2662594 | PA      | $2711039.31   | 0.06%             | 2050-02-01      | Floating      | 3.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7257443 | PA      | $7367476.06   | 0.16%             | 2053-05-01      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3644213 | PA      | $3681526.34   | 0.08%             | 2054-10-01      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1695238 | PA      | $1720584.55   | 0.04%             | 2054-02-01      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4503093 | PA      | $4559985.25   | 0.10%             | 2055-01-01      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2296976 | PA      | $2343313.83   | 0.05%             | 2055-08-01      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3998212 | PA      | $3677064.86   | 0.08%             | 2042-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4588442 | PA      | $4179919.62   | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129033 | PA      | $128727.74    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147154 | PA      | $146891.10    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1863189 | PA      | $1723631.14   | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6100947 | PA      | $5612279.11   | 0.12%             | 2045-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3248828 | PA      | $2979377.88   | 0.06%             | 2045-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3033122 | PA      | $2817319.53   | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8288606 | PA      | $7665463.37   | 0.16%             | 2045-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2473810 | PA      | $2291664.62   | 0.05%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1882079 | PA      | $1742952.86   | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3942837 | PA      | $3445397.80   | 0.07%             | 2046-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2968753 | PA      | $2827611.44   | 0.06%             | 2037-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4548508 | PA      | $4494547.46   | 0.10%             | 2033-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185014 | PA      | $159806.75    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5293038 | PA      | $4835499.72   | 0.10%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4428265 | PA      | $3840833.20   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2196809 | PA      | $1897507.93   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8405331 | PA      | $8233433.44   | 0.18%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2574541 | PA      | $2343528.11   | 0.05%             | 2049-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2559504 | PA      | $2373695.02   | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1234988 | PA      | $1147108.38   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DT7M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3837181 | PA      | $4020696.27   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4262420 | PA      | $3867334.94   | 0.08%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19370929 | PA      | $20271308.46  | 0.43%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10170659 | PA      | $10671072.28  | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11748262 | PA      | $12436215.68  | 0.27%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8493818 | PA      | $7386980.22   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2024952 | PA      | $1755491.46   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3380900 | PA      | $2938552.41   | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311761 | PA      | $2003655.00   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13963239 | PA      | $12683632.02  | 0.27%             | 2047-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2431150 | PA      | $2210864.98   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14997791 | PA      | $13830344.77  | 0.30%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1804894 | PA      | $1667236.04   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5045002 | PA      | $4677501.30   | 0.10%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                       | Freddie Mac Strips                                                              | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1777663 | PA      | $1781570.21   | 0.04%             | 2044-03-15      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838088 | PA      | $721895.82    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3092107 | PA      | $2667157.21   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8701648 | PA      | $7567815.40   | 0.16%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53065320 | PA      | $46039403.40  | 0.99%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7261431 | PA      | $6459496.90   | 0.14%             | 2040-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11281112 | PA      | $10032509.92  | 0.21%             | 2040-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1526938 | PA      | $1376000.83   | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5061540 | PA      | $4558074.16   | 0.10%             | 2042-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860679 | PA      | $1674449.51   | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133LPT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3046957 | PA      | $2902982.31   | 0.06%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4497222 | PA      | $4061503.13   | 0.09%             | 2043-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5336032 | PA      | $4802003.08   | 0.10%             | 2046-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841145 | PA      | $2824331.31   | 0.06%             | 2041-11-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904917 | PA      | $899355.35    | 0.02%             | 2041-11-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2278896 | PA      | $2223426.60   | 0.05%             | 2041-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315804 | PA      | $1305341.72   | 0.03%             | 2041-12-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1308727 | PA      | $1301373.56   | 0.03%             | 2042-02-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485636 | PA      | $1478200.79   | 0.03%             | 2042-01-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1747990 | PA      | $1737853.38   | 0.04%             | 2042-05-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3547590 | PA      | $3284064.91   | 0.07%             | 2043-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285971 | PA      | $1123986.88   | 0.02%             | 2043-05-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828470 | PA      | $1687590.61   | 0.04%             | 2044-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1518445 | PA      | $1500170.84   | 0.03%             | 2044-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3400013 | PA      | $3081303.40   | 0.07%             | 2045-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732119 | PA      | $1696095.29   | 0.04%             | 2045-05-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2048388 | PA      | $2006871.37   | 0.04%             | 2045-07-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638044 | PA      | $1449303.66   | 0.03%             | 2045-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425236 | PA      | $2301180.92   | 0.05%             | 2033-08-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5776520 | PA      | $5743608.03   | 0.12%             | 2046-04-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650482 | PA      | $2629672.91   | 0.06%             | 2046-04-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2337312 | PA      | $2318556.29   | 0.05%             | 2046-04-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011326 | PA      | $1002180.44   | 0.02%             | 2046-03-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622466 | PA      | $1613105.89   | 0.03%             | 2046-10-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4144554 | PA      | $4111752.47   | 0.09%             | 2046-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2149778 | PA      | $2136898.81   | 0.05%             | 2046-10-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11192704 | PA      | $9642910.48   | 0.21%             | 2046-06-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4348367 | PA      | $4101153.44   | 0.09%             | 2038-06-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911000 | PA      | $1487719.42   | 0.03%             | 2046-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2476152 | PA      | $2335874.18   | 0.05%             | 2046-09-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3298331 | PA      | $3273416.84   | 0.07%             | 2046-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3552853 | PA      | $3533477.75   | 0.08%             | 2046-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005691 | PA      | $997755.14    | 0.02%             | 2044-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1633928 | PA      | $1624716.28   | 0.03%             | 2046-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576521 | PA      | $1564224.94   | 0.03%             | 2046-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420144 | PA      | $1412918.40   | 0.03%             | 2046-12-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1808901 | PA      | $1795995.64   | 0.04%             | 2047-04-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506270 | PA      | $1423782.18   | 0.03%             | 2046-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6355535 | PA      | $5645655.70   | 0.12%             | 2047-04-25      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629022 | PA      | $625065.25    | 0.01%             | 2047-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1591424 | PA      | $1581079.11   | 0.03%             | 2047-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1986449 | PA      | $1974869.40   | 0.04%             | 2047-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1421851 | PA      | $1413597.99   | 0.03%             | 2047-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745905 | PA      | $741736.71    | 0.02%             | 2047-03-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4060849 | PA      | $4032167.57   | 0.09%             | 2047-04-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260280 | PA      | $1231891.94   | 0.03%             | 2044-12-25      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664083 | PA      | $657190.09    | 0.01%             | 2048-01-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480331 | PA      | $1469901.01   | 0.03%             | 2047-10-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2623558 | PA      | $2593133.45   | 0.06%             | 2047-12-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132382 | PA      | $1120058.67   | 0.02%             | 2048-02-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1679216 | PA      | $1614799.39   | 0.03%             | 2048-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749611 | PA      | $2651523.12   | 0.06%             | 2048-06-25      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065817 | PA      | $1864216.23   | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3323958 | PA      | $3293985.68   | 0.07%             | 2048-06-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2360691 | PA      | $2145219.99   | 0.05%             | 2048-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2169202 | PA      | $2097807.84   | 0.04%             | 2048-08-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028264 | PA      | $1014122.27   | 0.02%             | 2049-04-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1418484 | PA      | $1386682.07   | 0.03%             | 2048-12-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3882620 | PA      | $3658555.58   | 0.08%             | 2048-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1411906 | PA      | $1300974.67   | 0.03%             | 2049-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2864191 | PA      | $2813968.68   | 0.06%             | 2059-08-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2019298 | PA      | $1988411.57   | 0.04%             | 2049-08-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127354 | PA      | $1111633.30   | 0.02%             | 2049-11-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1789334 | PA      | $1633910.82   | 0.03%             | 2049-12-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4461769 | PA      | $4271260.32   | 0.09%             | 2035-06-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2560746 | PA      | $2160714.61   | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2455529 | PA      | $2309088.25   | 0.05%             | 2040-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7561440 | PA      | $6210848.15   | 0.13%             | 2051-05-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612933 | PA      | $551295.90    | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4137252 | PA      | $3403011.68   | 0.07%             | 2051-11-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440578 | PA      | $1245173.37   | 0.03%             | 2051-08-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1810264 | PA      | $1713229.19   | 0.04%             | 2052-09-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2941495 | PA      | $2780223.99   | 0.06%             | 2049-04-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4498681 | PA      | $4436931.13   | 0.09%             | 2050-01-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3673823 | PA      | $3669693.00   | 0.08%             | 2040-06-25      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1182280 | PA      | $1156327.14   | 0.02%             | 2039-10-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1950398 | PA      | $1694796.39   | 0.04%             | 2043-12-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17240915 | PA      | $17191395.73  | 0.37%             | 2054-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7924760 | PA      | $7939157.79   | 0.17%             | 2052-09-25      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3851229 | PA      | $3537436.15   | 0.08%             | 2044-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1491762 | PA      | $1486129.42   | 0.03%             | 2040-07-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1449960 | PA      | $1443239.76   | 0.03%             | 2041-09-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1321340 | PA      | $1313464.78   | 0.03%             | 2041-11-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1220109 | PA      | $1214989.18   | 0.03%             | 2041-12-15      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1520753 | PA      | $1511819.31   | 0.03%             | 2042-01-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1813552 | PA      | $1798806.81   | 0.04%             | 2042-06-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097623 | PA      | $1996479.43   | 0.04%             | 2041-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1322453 | PA      | $1254834.51   | 0.03%             | 2042-07-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1326437 | PA      | $1310841.69   | 0.03%             | 2042-08-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1641295 | PA      | $1550092.84   | 0.03%             | 2042-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1389100 | PA      | $1260001.65   | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1325530 | PA      | $1279586.46   | 0.03%             | 2033-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081012 | PA      | $1066476.05   | 0.02%             | 2043-03-15      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3508264 | PA      | $3472304.94   | 0.07%             | 2043-08-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627512 | PA      | $623400.99    | 0.01%             | 2043-12-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1305470 | PA      | $1298857.81   | 0.03%             | 2035-07-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1149130 | PA      | $1135960.96   | 0.02%             | 2044-02-15      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270107 | PA      | $268021.20    | 0.01%             | 2034-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1646967 | PA      | $1492640.82   | 0.03%             | 2045-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6282605 | PA      | $5975090.20   | 0.13%             | 2045-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1826894 | PA      | $1816483.67   | 0.04%             | 2046-06-15      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3650445 | PA      | $3622287.97   | 0.08%             | 2046-08-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1970326 | PA      | $1958682.69   | 0.04%             | 2046-10-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2057809 | PA      | $2016892.69   | 0.04%             | 2055-01-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1714981 | PA      | $1704463.08   | 0.04%             | 2050-11-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453229 | PA      | $1438159.25   | 0.03%             | 2047-08-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893699 | PA      | $1784899.52   | 0.04%             | 2047-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1398284 | PA      | $1276730.06   | 0.03%             | 2047-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2991163 | PA      | $2762977.58   | 0.06%             | 2047-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1745781 | PA      | $1580064.65   | 0.03%             | 2048-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1155258 | PA      | $1131479.88   | 0.02%             | 2048-09-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3686899 | PA      | $3649744.93   | 0.08%             | 2049-01-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5335334 | PA      | $5172813.98   | 0.11%             | 2049-01-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2546350 | PA      | $2376006.20   | 0.05%             | 2050-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131282 | PA      | $1114748.86   | 0.02%             | 2049-08-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2499398 | PA      | $2326103.68   | 0.05%             | 2049-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2576123 | PA      | $2304741.72   | 0.05%             | 2049-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644008 | PA      | $1576192.25   | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQQQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4235034 | PA      | $3827049.97   | 0.08%             | 2044-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1441902 | PA      | $1222379.48   | 0.03%             | 2047-12-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FQYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1576485 | PA      | $1416590.07   | 0.03%             | 2044-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1219896 | PA      | $1082668.08   | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1883000 | PA      | $1595503.56   | 0.03%             | 2050-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10923014 | PA      | $10681908.11  | 0.23%             | 2050-07-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2184330 | PA      | $2166452.83   | 0.05%             | 2050-07-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2179030 | PA      | $2117290.73   | 0.05%             | 2050-08-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2326978 | PA      | $2160279.35   | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2819514 | PA      | $2396828.52   | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4395948 | PA      | $3617700.29   | 0.08%             | 2051-03-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0NN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11207569 | PA      | $9786541.85   | 0.21%             | 2047-08-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3242379 | PA      | $3106213.18   | 0.07%             | 2051-06-25      | Floating      | 3.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2314894 | PA      | $2160832.33   | 0.05%             | 2033-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2655921 | PA      | $2409137.49   | 0.05%             | 2049-06-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4717260 | PA      | $4369128.89   | 0.09%             | 2048-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3573673 | PA      | $3240932.61   | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2291546 | PA      | $2159009.55   | 0.05%             | 2049-07-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4789655 | PA      | $4653925.99   | 0.10%             | 2050-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2324562 | PA      | $2257793.24   | 0.05%             | 2039-07-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4436486 | PA      | $4460572.60   | 0.10%             | 2039-10-15      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5669523 | PA      | $5669901.96   | 0.12%             | 2054-04-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3848973 | PA      | $3838627.17   | 0.08%             | 2054-04-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3133266 | PA      | $2715918.10   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3353681 | PA      | $2937778.28   | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2234490 | PA      | $2213276.40   | 0.05%             | 2044-01-15      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1846818 | PA      | $1764377.64   | 0.04%             | 2043-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8343920 | PA      | $8338328.18   | 0.18%             | 2055-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1776551 | PA      | $1783771.25   | 0.04%             | 2043-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2913746 | PA      | $2865158.42   | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390440 | PA      | $383990.24    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2689703 | PA      | $2692355.19   | 0.06%             | 2045-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584642 | PA      | $1463999.62   | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1922741 | PA      | $1784573.97   | 0.04%             | 2042-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636510 | PA      | $2447043.52   | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187610 | PA      | $2020350.54   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8323893 | PA      | $7643020.79   | 0.16%             | 2045-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68435 | PA      | $68339.93     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040448 | PA      | $1035097.59   | 0.02%             | 2041-06-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                               | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014880 | PA      | $1008892.74   | 0.02%             | 2040-09-25      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3753923 | PA      | $3817532.92   | 0.08%             | 2055-08-01      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4023442 | PA      | $4084319.48   | 0.09%             | 2055-05-01      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3560012 | PA      | $3237370.14   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15118821 | PA      | $13775711.40  | 0.29%             | 2052-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2618602 | PA      | $2517595.05   | 0.05%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20500614 | PA      | $18232600.05  | 0.39%             | 2060-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1495673 | PA      | $1362742.45   | 0.03%             | 2055-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2875943 | PA      | $2643520.26   | 0.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6885415 | PA      | $6281860.07   | 0.13%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984882 | PA      | $1823285.36   | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312176 | PA      | $306356.46    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373015 | PA      | $366061.82    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893596 | PA      | $773764.65    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4260281 | PA      | $3933291.14   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1541263 | PA      | $1512534.05   | 0.03%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13631317 | PA      | $12564755.59  | 0.27%             | 2043-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8505274 | PA      | $8672634.26   | 0.19%             | 2052-10-01      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17109720 | PA      | $17381016.39  | 0.37%             | 2053-04-01      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1758783 | PA      | $1712095.74   | 0.04%             | 2050-06-01      | Floating      | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4144652 | PA      | $4237379.89   | 0.09%             | 2055-01-01      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4647962 | PA      | $4718497.09   | 0.10%             | 2054-07-01      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3752633 | PA      | $3804347.04   | 0.08%             | 2054-07-01      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1876778 | PA      | $1648353.24   | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9380361 | PA      | $9630622.85   | 0.21%             | 2055-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370390 | PA      | $1182834.51   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143253 | PA      | $1845256.07   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2394704 | PA      | $2418868.37   | 0.05%             | 2052-08-01      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3221805 | PA      | $3322501.31   | 0.07%             | 2052-09-01      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4316730 | PA      | $4335434.80   | 0.09%             | 2052-07-01      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753400 | PA      | $2834697.46   | 0.06%             | 2052-11-01      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4657899 | PA      | $4701133.94   | 0.10%             | 2052-08-01      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2412824 | PA      | $2149960.41   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9795964 | PA      | $8508485.78   | 0.18%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5040661 | PA      | $4376554.86   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17164997 | PA      | $15209158.41  | 0.33%             | 2040-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4995964 | PA      | $4333254.99   | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5602244 | PA      | $5072491.77   | 0.11%             | 2041-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4518321 | PA      | $3905422.68   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2165750 | PA      | $2257871.21   | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399203 | PA      | $2431022.70   | 0.05%             | 2053-12-01      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3425197 | PA      | $3592843.61   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3950322 | PA      | $4148421.36   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5642638 | PA      | $5759549.82   | 0.12%             | 2054-08-01      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4694828 | PA      | $4925821.24   | 0.11%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9614926 | PA      | $10061833.81  | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3937049 | PA      | $4173194.67   | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680153 | PA      | $1762291.11   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2766464 | PA      | $2932397.56   | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963055 | PA      | $1022256.73   | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3491513 | PA      | $3662201.25   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3807116 | PA      | $3986246.12   | 0.09%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4210749 | PA      | $3873643.16   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523415 | PA      | $3263590.89   | 0.07%             | 2048-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2490729 | PA      | $2158822.54   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2345686 | PA      | $2136062.07   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7283388 | PA      | $6322323.79   | 0.14%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W4R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203281 | PA      | $1166602.59   | 0.02%             | 2040-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W4YR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2755708 | PA      | $2705438.65   | 0.06%             | 2035-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X4HF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4384973 | PA      | $4029038.40   | 0.09%             | 2049-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2171531 | PA      | $1881641.96   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XAK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7275900 | PA      | $7008120.81   | 0.15%             | 2031-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392815 | PA      | $1269875.35   | 0.03%             | 2047-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3285708 | PA      | $2842136.45   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5123116 | PA      | $4440776.87   | 0.10%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9395738 | PA      | $8689460.74   | 0.19%             | 2048-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3018945 | PA      | $2738950.69   | 0.06%             | 2041-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5508574 | PA      | $4834831.30   | 0.10%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643031 | PA      | $556617.68    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8875317 | PA      | $7995710.85   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1647919 | PA      | $1425189.45   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1971332 | PA      | $1803493.72   | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2972652 | PA      | $2684779.06   | 0.06%             | 2042-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23211299 | PA      | $21134449.87  | 0.45%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7444197 | PA      | $6643911.23   | 0.14%             | 2047-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911116 | PA      | $2553640.97   | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896076 | PA      | $895157.52    | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173163 | PA      | $172711.33    | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2800603 | PA      | $2586584.28   | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4999146 | PA      | $4553484.44   | 0.10%             | 2040-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3517019 | PA      | $3241659.40   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2198294 | PA      | $2045280.83   | 0.04%             | 2043-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2885452 | PA      | $2604727.44   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4474906 | PA      | $4137105.95   | 0.09%             | 2049-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1242332 | PA      | $1218275.49   | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6516025 | PA      | $5937044.73   | 0.13%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2666445 | PA      | $2462674.04   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2641282 | PA      | $2438612.41   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21288106 | PA      | $19403180.61  | 0.42%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5253517 | PA      | $4861849.96   | 0.10%             | 2044-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3010865 | PA      | $2739617.51   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2878850 | PA      | $2629928.62   | 0.06%             | 2048-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380756 | PA      | $2530272.86   | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4369330 | PA      | $3787424.77   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2447143 | PA      | $2263175.86   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1814154 | PA      | $1658883.38   | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3308281 | PA      | $3141930.29   | 0.07%             | 2037-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XSCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2286425 | PA      | $2401071.32   | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24828447 | PA      | $25283961.32  | 0.54%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17728982 | PA      | $18227805.48  | 0.39%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34231313 | PA      | $34773294.73  | 0.74%             | 2055-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3740287 | PA      | $3914156.61   | 0.08%             | 2055-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5568067 | PA      | $5829420.36   | 0.12%             | 2055-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4440454 | PA      | $4663237.95   | 0.10%             | 2055-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3091205 | PA      | $3274794.16   | 0.07%             | 2055-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2214659 | PA      | $1986727.21   | 0.04%             | 2042-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5070930 | PA      | $4611351.95   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11944714 | PA      | $10875696.36  | 0.23%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418D2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5430495 | PA      | $5210692.79   | 0.11%             | 2031-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5106481 | PA      | $4891315.19   | 0.10%             | 2031-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7363582 | PA      | $6550403.44   | 0.14%             | 2040-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4163612 | PA      | $3752054.13   | 0.08%             | 2042-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3756598 | PA      | $3382942.08   | 0.07%             | 2042-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3057257 | PA      | $2779455.07   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3080390 | PA      | $2801278.18   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4481331 | PA      | $3884485.27   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4182559 | PA      | $3800325.11   | 0.08%             | 2049-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5170200 | PA      | $4697707.01   | 0.10%             | 2050-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2227434 | PA      | $2267748.93   | 0.05%             | 2055-07-01      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4305762 | PA      | $4370604.38   | 0.09%             | 2055-07-01      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2856336 | PA      | $2905070.83   | 0.06%             | 2055-08-01      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3863833 | PA      | $3924665.48   | 0.08%             | 2055-06-01      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547920 | PA      | $1575195.13   | 0.03%             | 2055-05-01      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3738876 | PA      | $3792378.15   | 0.08%             | 2055-08-01      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5879785 | PA      | $5976925.38   | 0.13%             | 2055-07-01      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1893505 | PA      | $1986073.25   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1745092 | PA      | $1852367.92   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3245547 | PA      | $3396402.49   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1741496 | PA      | $1845952.34   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    940295 | PA      | $994301.12    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20606845 | PA      | $20933109.72  | 0.45%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20573970 | PA      | $21101271.89  | 0.45%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3774539 | PA      | $4000963.31   | 0.09%             | 2055-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FIBRA PROLOGIS                                         | FIBRA Prologis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |   2353000 | PA      | $2337587.85   | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FIBRA PROLOGIS                                         | FIBRA Prologis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              |  | MX        |   2426000 | PA      | $2388882.20   | 0.05%             | 2038-01-14      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $3627741.54   | 0.08%             | 2032-04-29      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2676493.89   | 0.06%             | 2037-01-29      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1055000 | PA      | $1077833.93   | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2261000 | PA      | $2258783.09   | 0.05%             | 2035-11-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2022-REV1                                          | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4379000 | PA      | $4381931.74   | 0.09%             | 2034-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  10451000 | PA      | $10518117.37  | 0.23%             | 2029-09-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   8809000 | PA      | $8942008.85   | 0.19%             | 2030-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5490000 | PA      | $5640857.51   | 0.12%             | 2037-08-15      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984000 | PA      | $1997068.61   | 0.04%             | 2038-02-15      | Variable      | 4.37%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7234000 | PA      | $6855603.86   | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1087377.03   | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1248129.75   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1024995.06   | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18973957 | PA      | $16186718.84  | 0.35%             | 2050-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37342725 | PA      | $35619541.77  | 0.76%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4722571 | PA      | $4509809.41   | 0.10%             | 2052-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21206041 | PA      | $20225843.84  | 0.43%             | 2052-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1037069 | PA      | $942284.19    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3345403 | PA      | $3039640.93   | 0.07%             | 2043-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9195000 | PA      | $9310968.26   | 0.20%             | 2030-03-15      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16108208 | PA      | $16509802.25  | 0.35%             | 2055-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29273273 | PA      | $29620161.87  | 0.63%             | 2055-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8357621 | PA      | $7732115.84   | 0.17%             | 2047-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7185819 | PA      | $6473435.85   | 0.14%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3427447 | PA      | $3550829.08   | 0.08%             | 2053-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1794272 | PA      | $1698081.24   | 0.04%             | 2048-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACGT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2978589 | PA      | $2814872.23   | 0.06%             | 2037-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3622ACMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5588753 | PA      | $5274434.87   | 0.11%             | 2038-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5595000 | PA      | $5022594.57   | 0.11%             | 2053-12-12      | Fixed         | 1.72%                 | No            | 2                  | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978000 | PA      | $2035339.25   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2025-1                                 | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4308000 | PA      | $4391427.00   | 0.09%             | 2037-12-11      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2387000 | PA      | $2387375.71   | 0.05%             | 2031-02-18      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2026-1                       | CUSIP: 362970AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2998236.90   | 0.06%             | 2031-05-16      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2002000 | PA      | $1762123.14   | 0.04%             | 2036-03-31      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                 | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2315018 | PA      | $2092421.37   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4560830.09   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4118000 | PA      | $4165278.92   | 0.09%             | 2036-01-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $3766034.23   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1443575.19   | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                    | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1405102.67   | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GM Financial Revolving Receivables Trust               | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2817000 | PA      | $2855355.71   | 0.06%             | 2037-03-11      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2381173.26   | 0.05%             | 2030-07-23      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4624000 | PA      | $4724910.52   | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5946000 | PA      | $6130898.72   | 0.13%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7859296.68   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9604737.66   | 0.21%             | 2029-10-21      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6426138.41   | 0.14%             | 2031-10-21      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4413000 | PA      | $4351464.33   | 0.09%             | 2036-10-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15677000 | PA      | $15687883.60  | 0.34%             | 2029-01-21      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6357601.90   | 0.14%             | 2032-01-21      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $5349962.99   | 0.11%             | 2037-01-21      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1583968.78   | 0.03%             | 2047-01-21      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2344929.64   | 0.05%             | 2041-02-02      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38377RKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2118192 | PA      | $2106960.83   | 0.05%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38378UWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2419100 | PA      | $2261445.24   | 0.05%             | 2043-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379GQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2087878 | PA      | $1896294.96   | 0.04%             | 2044-09-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379GSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1784310 | PA      | $1655967.71   | 0.04%             | 2044-07-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379HMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1721536 | PA      | $1572574.56   | 0.03%             | 2044-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379QD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2635435 | PA      | $2346405.18   | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5084616 | PA      | $4313785.80   | 0.09%             | 2044-04-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38379XX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3476425 | PA      | $2955410.00   | 0.06%             | 2044-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1740194 | PA      | $1593018.61   | 0.03%             | 2044-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1791830 | PA      | $1706446.50   | 0.04%             | 2044-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380HEJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6063913 | PA      | $5541330.61   | 0.12%             | 2047-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380WV71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2420582 | PA      | $2262882.08   | 0.05%             | 2048-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38381WTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1635389 | PA      | $1484633.48   | 0.03%             | 2044-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38381XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1275128 | PA      | $1102589.01   | 0.02%             | 2049-08-20      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1735180 | PA      | $1482156.67   | 0.03%             | 2049-12-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2169370 | PA      | $1795361.44   | 0.04%             | 2049-12-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382BFT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4170186 | PA      | $3393667.97   | 0.07%             | 2049-12-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382CJ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1599624 | PA      | $1397882.21   | 0.03%             | 2050-01-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382CL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1674574 | PA      | $1446495.21   | 0.03%             | 2050-01-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382DLG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1453245 | PA      | $1283293.48   | 0.03%             | 2049-10-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382DUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3834566 | PA      | $3350273.86   | 0.07%             | 2049-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382FFR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1890729 | PA      | $1566599.95   | 0.03%             | 2050-04-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382G2B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5834059 | PA      | $4788305.37   | 0.10%             | 2050-07-20      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382HKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3391496 | PA      | $2753123.77   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382HKJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3693718 | PA      | $3005082.87   | 0.06%             | 2050-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748212 | PA      | $745906.49    | 0.02%             | 2051-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2087722 | PA      | $2081381.03   | 0.04%             | 2051-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2084569 | PA      | $2078905.56   | 0.04%             | 2051-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350509 | PA      | $2320049.95   | 0.05%             | 2051-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1294194 | PA      | $1290852.29   | 0.03%             | 2051-02-20      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382NPQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3522795 | PA      | $2778886.57   | 0.06%             | 2051-02-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382QB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5161345 | PA      | $4291570.88   | 0.09%             | 2051-05-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382TXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9329067 | PA      | $7677027.97   | 0.16%             | 2051-06-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382UDH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8697439 | PA      | $7169956.26   | 0.15%             | 2051-04-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382VCK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12229747 | PA      | $10198904.83  | 0.22%             | 2051-06-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2143493 | PA      | $1780443.87   | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383AZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16232372 | PA      | $13907326.74  | 0.30%             | 2051-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383D2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13959838 | PA      | $12254912.80  | 0.26%             | 2051-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9430158 | PA      | $8256788.58   | 0.18%             | 2049-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FR62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2474786 | PA      | $2065739.41   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FX73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    916854 | PA      | $791775.20    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383FZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1688642 | PA      | $1448739.11   | 0.03%             | 2051-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5819129 | PA      | $5280380.34   | 0.11%             | 2049-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383LFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8884515 | PA      | $8871648.54   | 0.19%             | 2052-11-20      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383MFU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4816216 | PA      | $4645913.57   | 0.10%             | 2041-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PLD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9292348 | PA      | $8421656.15   | 0.18%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383PXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342000 | PA      | $1122929.77   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RGE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5388093 | PA      | $5180078.49   | 0.11%             | 2052-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383RWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2260000 | PA      | $1817275.94   | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38383YJQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2390157 | PA      | $2362625.74   | 0.05%             | 2049-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384KGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2174957 | PA      | $2023665.49   | 0.04%             | 2054-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384QH76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15463613 | PA      | $14841980.61  | 0.32%             | 2047-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384QXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3616000 | PA      | $3146411.78   | 0.07%             | 2049-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38384XN25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19618201 | PA      | $19090456.08  | 0.41%             | 2051-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38385BN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1551252 | PA      | $1115415.19   | 0.02%             | 2055-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1742811.44   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1097449.64   | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                         | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1060577.25   | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2025-4 Owner Trust                                       | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4290000 | PA      | $4305540.95   | 0.09%             | 2030-06-17      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                   | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2057314.52   | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2270365.39   | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1950715.85   | 0.04%             | 2030-09-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2026-A                                  | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4057000 | PA      | $4065479.13   | 0.09%             | 2028-12-15      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2022-A                                           | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370459 | PA      | $370031.02    | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-A                                           | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3320000 | PA      | $3328390.64   | 0.07%             | 2028-07-17      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2023-B                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955478 | PA      | $961840.89    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6992000 | PA      | $7053693.91   | 0.15%             | 2028-04-17      | Fixed         | 4.53%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3008000 | PA      | $3076054.89   | 0.07%             | 2035-07-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   4237000 | PA      | $4207812.83   | 0.09%             | 2031-04-16      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   4199000 | PA      | $4126018.15   | 0.09%             | 2036-04-16      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    744000 | PA      | $484677.42    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $898106.43    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    848000 | PA      | $827368.92    | 0.02%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1061309.83   | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    439000 | PA      | $382322.33    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   2535000 | PA      | $2447603.42   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                                    | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1276000 | PA      | $1273384.14   | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2266000 | PA      | $1654313.22   | 0.04%             | 2050-07-03      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2504000 | PA      | $2401223.80   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   7107000 | PA      | $7068136.01   | 0.15%             | 2031-01-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                        | Israel Government International Bond                                            | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   4904000 | PA      | $4829249.41   | 0.10%             | 2036-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2923000 | PA      | $2641312.54   | 0.06%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3933000 | PA      | $3692980.42   | 0.08%             | 2032-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2041000 | PA      | $2121500.04   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    966000 | PA      | $1008078.96   | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894942 | PA      | $889000.83    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                              | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1875305.15   | 0.04%             | 2029-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                              | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1847892.12   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    779000 | PA      | $787444.36    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                               | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3123000 | PA      | $3537403.46   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $1977195.99   | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $1956281.03   | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1779050.75   | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3489000 | PA      | $3478592.70   | 0.07%             | 2031-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $2092312.70   | 0.04%             | 2029-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2028000 | PA      | $2014275.85   | 0.04%             | 2035-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                                    | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2330000 | PA      | $2382680.20   | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    733000 | PA      | $758266.28    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   7019000 | PA      | $7012219.51   | 0.15%             | 2028-10-09      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |  10820000 | PA      | $10744858.45  | 0.23%             | 2030-10-09      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                       | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   3971000 | PA      | $3915037.21   | 0.08%             | 2035-10-09      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1492765.73   | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $3159589.72   | 0.07%             | 2029-08-14      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2676553.72   | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $337218.93    | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    848000 | PA      | $874079.44    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2052193.61   | 0.04%             | 2065-02-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   4522000 | PA      | $4544510.38   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1259117.13   | 0.03%             | 2051-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $2623158.54   | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3469940.23   | 0.07%             | 2031-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $3210415.91   | 0.07%             | 2035-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                             | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    957391 | PA      | $852684.98    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| MSD INVESTMENT CORP                                    | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $3049188.04   | 0.07%             | 2031-02-05      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                        | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2498242.96   | 0.05%             | 2038-03-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| MERCADOLIBRE INC                                       | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1306470.00   | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3874000 | PA      | $3908564.99   | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2026-A                                           | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4824000 | PA      | $4829084.50   | 0.10%             | 2030-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3988000 | PA      | $4040724.95   | 0.09%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $902785.33    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2326818.64   | 0.05%             | 2029-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1551164.67   | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1051759.08   | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1638205.68   | 0.04%             | 2056-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $862893.94    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER CO                                   | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $1561235.86   | 0.03%             | 2051-07-30      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4252000 | PA      | $4268820.27   | 0.09%             | 2031-09-12      | Fixed         | 4.53%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4277000 | PA      | $4327092.52   | 0.09%             | 2036-09-12      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4012000 | PA      | $4022665.94   | 0.09%             | 2032-01-14      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4284000 | PA      | $4278062.46   | 0.09%             | 2037-01-14      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBJ8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2026231 | PA      | $1839019.39   | 0.04%             | 2053-07-15      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2928000 | PA      | $3018376.44   | 0.06%             | 2029-07-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1691347.16   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8242000 | PA      | $8235726.02   | 0.18%             | 2029-10-18      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2292723.85   | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1600144.07   | 0.03%             | 2041-01-18      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3855284.19   | 0.08%             | 2030-01-09      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7382000 | PA      | $7377131.79   | 0.16%             | 2032-01-16      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4844000 | PA      | $4821481.60   | 0.10%             | 2037-01-30      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9206000 | PA      | $9209468.64   | 0.20%             | 2030-02-08      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4582000 | PA      | $4611254.24   | 0.10%             | 2028-07-06      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  14034000 | PA      | $14218471.46  | 0.30%             | 2031-07-18      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7797000 | PA      | $7818668.56   | 0.17%             | 2028-11-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  17467000 | PA      | $17472551.19  | 0.37%             | 2031-11-19      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                           | Navient Refinance Loan Trust 2025-C                                             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4196757 | PA      | $4210016.63   | 0.09%             | 2055-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1455910 | PA      | $1410963.13   | 0.03%             | 2068-08-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1040609 | PA      | $1035816.04   | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    592315 | PA      | $586696.14    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    355616 | PA      | $354895.79    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2920520 | PA      | $2852815.29   | 0.06%             | 2059-12-15      | Fixed         | 3.01%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1765534 | PA      | $1666134.32   | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   6536933 | PA      | $5933941.78   | 0.13%             | 2069-12-16      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2997320 | PA      | $2699784.97   | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3113120 | PA      | $2866307.10   | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    728892 | PA      | $668479.16    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2252642 | PA      | $2071882.65   | 0.04%             | 2070-07-15      | Fixed         | 2.23%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                             | Navient Student Loan Trust 2021-3                                               | CUSIP: 63942WAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   3172451 | PA      | $2823979.68   | 0.06%             | 2070-08-25      | Fixed         | 1.77%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2004-4                                                | CUSIP: 64031QBK6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    896156 | PA      | $894152.00    | 0.02%             | 2037-01-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-1                                                | CUSIP: 64031QBR1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   4050964 | PA      | $4021704.92   | 0.09%             | 2033-10-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-2                                                | CUSIP: 64031QBX8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3845952 | PA      | $3820178.02   | 0.08%             | 2037-03-23      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-3                                                | CUSIP: 64031QCD1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2766556 | PA      | $2751261.18   | 0.06%             | 2035-12-24      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2022-B Owner Trust                                      | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2437000 | PA      | $2446404.63   | 0.05%             | 2029-11-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                  | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2642226.11   | 0.06%             | 2035-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| North Texas Tollway Authority                          | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   2331000 | PA      | $2552456.42   | 0.05%             | 2049-01-01      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1155689.52   | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                               | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3280331.21   | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NORTHERN STATES PWR-WISC                               | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1295903.88   | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2182128.63   | 0.05%             | 2030-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                                  | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2061168.25   | 0.04%             | 2035-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3455172.54   | 0.07%             | 2030-11-05      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5711000 | PA      | $5654261.22   | 0.12%             | 2035-11-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                                         | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1985838.86   | 0.04%             | 2029-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Ohio State University/The                              | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1069646.82   | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1089523.04   | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2125477.84   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    778000 | PA      | $769607.43    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3022755.40   | 0.06%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    602000 | PA      | $567371.86    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1950451.63   | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $1771145.62   | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $2778132.13   | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1327820.99   | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1550668.96   | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2317684.24   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1507639.21   | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $2735025.39   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   4308000 | PA      | $4271829.95   | 0.09%             | 2031-01-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   4636000 | PA      | $4625111.61   | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2704000 | PA      | $2681804.22   | 0.06%             | 2036-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                                       | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2922000 | PA      | $2923564.12   | 0.06%             | 2029-01-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PECO ENERGY CO                                         | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $1497297.25   | 0.03%             | 2051-09-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3501830.14   | 0.07%             | 2032-10-21      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1988391.33   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1481622.89   | 0.03%             | 2041-01-25      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6311000 | PA      | $6319891.69   | 0.14%             | 2029-01-26      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| PPL CAPITAL FUNDING INC                                | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1399134.69   | 0.03%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6056000 | PA      | $6097840.48   | 0.13%             | 2028-07-21      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $3366165.16   | 0.07%             | 2047-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    749000 | PA      | $506694.88    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5636000 | PA      | $4779332.96   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $949440.01    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3290364.12   | 0.07%             | 2032-10-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $2061175.22   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                   | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   4512000 | PA      | $4159432.32   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1885715.54   | 0.04%             | 2028-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                            | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2110397.31   | 0.05%             | 2030-07-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                            | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3768000 | PA      | $3795013.58   | 0.08%             | 2029-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2500000 | PA      | $2486881.78   | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   4065000 | PA      | $4051322.01   | 0.09%             | 2031-02-03      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2180000 | PA      | $2201962.93   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    788000 | PA      | $747368.01    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4305595.55   | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6044000 | PA      | $6051830.06   | 0.13%             | 2035-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6553000 | PA      | $6585373.85   | 0.14%             | 2028-04-28      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5547000 | PA      | $5579833.53   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $5875578.42   | 0.13%             | 2035-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                | Philippine Government International Bond                                        | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3213000 | PA      | $3209682.93   | 0.07%             | 2036-01-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                | Philippine Government International Bond                                        | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1362000 | PA      | $1381068.76   | 0.03%             | 2051-01-27      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4425000 | PA      | $3734274.32   | 0.08%             | 2062-10-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   3768000 | PA      | $3780536.63   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2338812.49   | 0.05%             | 2035-12-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $870085.89    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    923000 | PA      | $575547.38    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    548000 | PA      | $295044.87    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3391000 | PA      | $2994966.20   | 0.06%             | 2031-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   5752000 | PA      | $5760959.03   | 0.12%             | 2029-01-29      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1844000 | PA      | $1655255.85   | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1429000 | PA      | $1376397.74   | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1526000 | PA      | $1481856.85   | 0.03%             | 2030-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2285000 | PA      | $2277785.39   | 0.05%             | 2029-02-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1946000 | PA      | $1925775.16   | 0.04%             | 2033-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   3489000 | PA      | $3348830.72   | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2991000 | PA      | $3068682.04   | 0.07%             | 2034-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2203000 | PA      | $2251156.10   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2861874.50   | 0.06%             | 2030-12-02      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                     | Roche Holdings Inc                                                              | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   4313000 | PA      | $4306569.06   | 0.09%             | 2032-12-02      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5173000 | PA      | $5239285.06   | 0.11%             | 2031-08-06      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1576000 | PA      | $1433590.04   | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $612358.57    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3599000 | PA      | $2504928.22   | 0.05%             | 2050-09-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240633 | PA      | $3278491.42   | 0.07%             | 2029-11-20      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2542411.17   | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3337000 | PA      | $3382598.10   | 0.07%             | 2031-05-20      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-3                                | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5006000 | PA      | $5026467.03   | 0.11%             | 2031-04-21      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950462 | PA      | $3971521.00   | 0.08%             | 2029-05-21      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971000 | PA      | $985769.69    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976067 | PA      | $979613.71    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116000 | PA      | $1125153.66   | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4032802 | PA      | $3701458.62   | 0.08%             | 2053-01-15      | Fixed         | 1.07%                 | No            | 2                  | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4616578.13   | 0.10%             | 2042-02-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114268 | PA      | $2122457.79   | 0.05%             | 2029-01-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4443000 | PA      | $4473033.35   | 0.10%             | 2029-08-15      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5432000 | PA      | $5463248.67   | 0.12%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6961000 | PA      | $6955124.08   | 0.15%             | 2031-11-14      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6069000 | PA      | $6015227.08   | 0.13%             | 2036-11-14      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   4899000 | PA      | $4954106.55   | 0.11%             | 2028-05-26      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   3268000 | PA      | $3328177.31   | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   3939000 | PA      | $4066960.98   | 0.09%             | 2035-05-28      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                                              | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1996000 | PA      | $2079227.91   | 0.04%             | 2055-05-28      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4465083 | PA      | $4498843.96   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                   | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   2306109 | PA      | $2022691.87   | 0.04%             | 2047-02-15      | Fixed         | 1.14%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $172281.80    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4503000 | PA      | $4407771.64   | 0.09%             | 2035-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1          | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353853 | PA      | $340140.37    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2276169 | PA      | $2055136.49   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   6019000 | PA      | $6160780.19   | 0.13%             | 2030-02-28      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1477897.19   | 0.03%             | 2036-10-23      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                   | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4587000 | PA      | $4606426.40   | 0.10%             | 2029-04-20      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1791000 | PA      | $1631429.67   | 0.03%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    886000 | PA      | $784161.03    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4012000 | PA      | $4021765.41   | 0.09%             | 2032-01-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4012000 | PA      | $4001089.65   | 0.09%             | 2037-01-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| SUMITOM MITSUI TRST                                    | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   3747000 | PA      | $3762197.94   | 0.08%             | 2036-09-11      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2284894.42   | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3293069.28   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2641788.51   | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2305049.95   | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1789943.25   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3963000 | PA      | $4014663.65   | 0.09%             | 2031-05-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Issuance Trust                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4567000 | PA      | $4584079.67   | 0.10%             | 2031-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Trust                                      | T-Mobile US Trust 2024-2                                                        | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3972000 | PA      | $3989637.67   | 0.09%             | 2029-05-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                  | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1626134.80   | 0.03%             | 2053-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                  | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1286450.94   | 0.03%             | 2063-05-18      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3883000 | PA      | $3872700.81   | 0.08%             | 2035-10-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| TOTALENERGI CAP USA LLC                                | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1327267.66   | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| TOTALENERGI CAP USA LLC                                | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3280546.88   | 0.07%             | 2036-01-13      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2022-D Owner Trust                                      | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2132000 | PA      | $2164003.67   | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                               | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2891571.42   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5637000 | PA      | $5643379.28   | 0.12%             | 2029-01-27      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5292000 | PA      | $5305490.26   | 0.11%             | 2032-01-27      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3701000 | PA      | $3662581.81   | 0.08%             | 2047-05-06      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3789964.96   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1700333.72   | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3897000 | PA      | $3862610.14   | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2570288.43   | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4075000 | PA      | $4105561.69   | 0.09%             | 2030-06-17      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218000 | PA      | $1235636.64   | 0.03%             | 2030-12-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                     | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1159726.19   | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2048000 | PA      | $1674956.80   | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2162000 | PA      | $1680522.60   | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1795000 | PA      | $1379816.50   | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2609000 | PA      | $2247653.50   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1955000 | PA      | $1412096.50   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   8584000 | PA      | $8453094.00   | 0.18%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5303000 | PA      | $5283591.02   | 0.11%             | 2034-02-09      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2316000 | PA      | $2306736.00   | 0.05%             | 2038-02-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5808000 | PA      | $5820667.31   | 0.12%             | 2032-01-26      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                      | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4553865.50   | 0.10%             | 2037-01-26      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57449000 | PA      | $42615488.96  | 0.91%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10698000 | PA      | $8096630.89   | 0.17%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46339000 | PA      | $34193113.44  | 0.73%             | 2048-08-15      | Fixed         | 3.00%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49502000 | PA      | $36341428.97  | 0.78%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56010000 | PA      | $34999686.19  | 0.75%             | 2049-08-15      | Fixed         | 2.25%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17714000 | PA      | $8687471.53   | 0.19%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36999000 | PA      | $23143163.46  | 0.50%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10978000 | PA      | $5742437.45   | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34279000 | PA      | $22174228.13  | 0.47%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84368000 | PA      | $56740775.41  | 1.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53188000 | PA      | $36998902.50  | 0.79%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $5867.81      | 0.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109804000 | PA      | $107384880.63 | 2.30%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19952000 | PA      | $19122745.00  | 0.41%             | 2055-11-15      | Fixed         | 4.63%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96544000 | PA      | $93904125.00  | 2.01%             | 2045-11-15      | Fixed         | 4.63%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76665000 | PA      | $77048325.00  | 1.65%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124129000 | PA      | $121588234.53 | 2.60%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106991000 | PA      | $105611819.68 | 2.26%             | 2030-11-30      | Fixed         | 3.50%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12593000 | PA      | $12480843.59  | 0.27%             | 2032-12-31      | Fixed         | 3.88%                 | No            | N/A                | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145811000 | PA      | $144660460.81 | 3.10%             | 2030-12-31      | Fixed         | 3.63%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53930000 | PA      | $53774108.86  | 1.15%             | 2027-12-31      | Fixed         | 3.38%                 | No            | 1                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84650000 | PA      | $84405309.02  | 1.81%             | 2029-01-15      | Fixed         | 3.50%                 | No            | 1                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    695000 | PA      | $522888.45    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3904000 | PA      | $3922797.14   | 0.08%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1778494.40   | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4078000 | PA      | $3970909.84   | 0.08%             | 2054-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Board of Regents of the University of Texas System     | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1045989.25   | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $1319741.77   | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4781488.38   | 0.10%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2583703.51   | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1733208.76   | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $3402577.41   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3408848.74   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4681000 | PA      | $4723833.02   | 0.10%             | 2032-08-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-2                                              | CUSIP: 92348KDV2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10359000 | PA      | $10640210.59  | 0.23%             | 2033-01-20      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   6189000 | PA      | $6337771.80   | 0.14%             | 2033-03-21      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                            | CUSIP: 92348KEZ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5511000 | PA      | $5522863.53   | 0.12%             | 2033-10-20      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1040421 | PA      | $953436.09    | 0.02%             | 2066-01-25      | Variable      | 0.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    425656 | PA      | $413700.20    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    753473 | PA      | $722852.58    | 0.02%             | 2064-04-25      | Variable      | 1.02%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1995190 | PA      | $1833575.17   | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2298096 | PA      | $2146806.25   | 0.05%             | 2066-11-25      | Variable      | 2.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2268556 | PA      | $1942635.97   | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   5505966 | PA      | $4824024.74   | 0.10%             | 2066-09-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2535022 | PA      | $2351975.07   | 0.05%             | 2066-10-25      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1760403 | PA      | $1559219.24   | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                               | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1240235.99   | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622000 | PA      | $2654645.21   | 0.06%             | 2029-07-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4702000 | PA      | $4705951.23   | 0.10%             | 2030-01-23      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $3981220.07   | 0.09%             | 2037-01-23      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1574057.03   | 0.03%             | 2047-01-23      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| WISCONSIN ELECTRIC POWER                               | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2808000 | PA      | $2798402.26   | 0.06%             | 2030-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                         | ALLSPRING GOVERNMENT MONEY MAR                                                  | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        | 193733662 | NS      | $193733661.66 | 4.15%             |  |  |  | No            | 1                  | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust                                | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339000 | PA      | $1363624.48   | 0.03%             | 2031-02-15      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| BANK HAPOALIM                                          | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   7005000 | PA      | $6986296.65   | 0.15%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| BANK HAPOALIM                                          | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   3276000 | PA      | $3265385.76   | 0.07%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                               | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   5644000 | PA      | $5638356.00   | 0.12%             | 2031-01-28      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** ALLSPRING MASTER TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer