# EDGAR Filing Document

**Accession Number:** 0000830744
**File Stem:** 0001752724-23-067907
**Filing Date:** 2023-3
**Character Count:** 254678
**Document Hash:** a9c535b8fb26fd0f23d4eccea09a5fb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067907.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067907

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILMINGTON FUNDS
- **CENTRAL INDEX KEY:** 0000830744
- **IRS NUMBER:** 232515567
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05514
- **FILM NUMBER:** 23764092

**BUSINESS ADDRESS:**
- **STREET 1:** 1100 NORTH MARKET STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19890
- **BUSINESS PHONE:** 716-842-4487

**MAIL ADDRESS:**
- **STREET 1:** 1100 NORTH MARKET STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19890

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB GROUP OF FUNDS
- **DATE OF NAME CHANGE:** 20090729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB FUNDS
- **DATE OF NAME CHANGE:** 20071228

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB GROUP OF FUNDS
- **DATE OF NAME CHANGE:** 20030822

## Series and Classes Contracts Data

### Wilmington Broad Market Bond Fund (Series ID: S000005533)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015051 | Class A Shares | WABMX           |
| C000015053 | Class I Shares | WIBMX           |

## Nport-Ex

Wilmington Broad Market Bond Fund

PORTFOLIO OF INVESTMENTS

*January 31, 2023 (unaudited)* 

---

| | | |
|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
|  **ADJUSTABLE RATE MORTGAGE – 0.0%\*\*** | **ADJUSTABLE RATE MORTGAGE – 0.0%\*\*** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 612514, (12 Month USD LIBOR + 1.72%, Cap 9.04%, Floor 1.72%), 3.47%, 05/01/33<sup>Δ</sup> | $5622 | $5793 |
| **TOTAL ADJUSTABLE RATE MORTGAGE (COST $5,614)** | **TOTAL ADJUSTABLE RATE MORTGAGE (COST $5,614)** | $**5793** |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%\*\*** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%\*\*** | **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-29, Class WC,<br>4.75%, 04/25/35 | 6654 | 6658 |
| &nbsp;&nbsp;&nbsp;&nbsp; **WHOLE LOAN – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **WHOLE LOAN – 0.0%\*\*** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Mortgage Securities, Inc.,<br>Series 2004-A, Class 2A1,<br>3.28%, 02/25/34<sup>Δ</sup> | 24900 | 24898 |
| &nbsp;&nbsp;&nbsp;&nbsp; CHL Mortgage Pass-Through Trust,<br>Series 2004-8, Class 2A1,<br>4.50%, 06/01/23 | 4600 | 4631 |
| &nbsp;&nbsp;&nbsp;&nbsp; IndyMac INDA Mortgage Loan Trust, Series 2005-AR1, Class 2A1,<br>3.70%, 11/25/35<sup>Δ</sup> | 15179 | 14692 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL WHOLE LOAN | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL WHOLE LOAN | $44221 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> **(COST $50,985)** | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> **(COST $50,985)** | $**50879** |
|  **CORPORATE BONDS – 45.6%** | **CORPORATE BONDS – 45.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **AEROSPACE & DEFENSE – 2.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **AEROSPACE & DEFENSE – 2.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Boeing Co. (The), Sr. Unsecured<br>1.17%, 02/04/23 | 250000 | 249636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.95%, 02/01/24 | 3050000 | 2958032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.43%, 02/04/24 | 2500000 | 2411005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/01/26 | 2000000 | 1887974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | 150000 | 137146 |
| &nbsp;&nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., Sr. Unsecured,<br>2.90%, 12/15/29 | 835000 | 742637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.93%, 01/15/25 | 1000000 | 968633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 1765000 | 1556875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp., Sr. Unsecured,<br>3.50%, 03/15/27 | 1600000 | 1554988 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AEROSPACE & DEFENSE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AEROSPACE & DEFENSE | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12466926 |
| &nbsp;&nbsp;&nbsp;&nbsp; **AUTOMOTIVE – 2.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **AUTOMOTIVE – 2.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Credit Co. LLC, Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.37%, 11/17/23 | 1000000 | 976230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 03/18/24 | 1250000 | 1245656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/16/25 | 1500000 | 1477378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 | 250000 | 216194 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Co., Sr. Unsecured,<br>6.25%, 10/02/43 | 1000000 | 996314 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., Inc., Sr. Unsecured<br>1.05%, 03/08/24 | 100000 | 95675 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/26/25 | $| 230000 | $219355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 01/08/26 |  | 1000000 | 898326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/10/26 |  | 3000000 | 2673283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, Company Guaranteed,<br>0.75%, 03/01/24<sup>W</sup> |  | 3000000 | 2868718 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AUTOMOTIVE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AUTOMOTIVE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AUTOMOTIVE | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11667129 |
| &nbsp;&nbsp;&nbsp;&nbsp; **BEVERAGES – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **BEVERAGES – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **BEVERAGES – 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC, Company Guaranteed,<br>4.90%, 02/01/46 |  | 1125000 | 1102458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., Company Guaranteed |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.75%, 03/15/24 |  | 1490000 | 1423449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 |  | 775000 | 701543 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BEVERAGES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BEVERAGES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BEVERAGES | $3227450 |
| &nbsp;&nbsp;&nbsp;&nbsp; **BIOTECHNOLOGY – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **BIOTECHNOLOGY – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **BIOTECHNOLOGY – 0.0%\*\*** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc., Sr. Unsecured,<br>2.25%, 08/19/23 |  | 225000 | 221387 |
| &nbsp;&nbsp;&nbsp;&nbsp; **BUILDING PRODUCTS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **BUILDING PRODUCTS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **BUILDING PRODUCTS – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp., Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.24%, 02/15/25 |  | 418000 | 397337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 |  | 56000 | 51695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls International PLC, Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 07/02/24<sup>ÿ</sup>  |  | 373000 | 366689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 |  | 100000 | 92859 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BUILDING PRODUCTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BUILDING PRODUCTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BUILDING PRODUCTS | $908580 |
| &nbsp;&nbsp;&nbsp;&nbsp; **CAPITAL MARKETS – 3.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **CAPITAL MARKETS – 3.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **CAPITAL MARKETS – 3.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The), Subordinated, MTN,<br>3.00%, 10/30/28 |  | 775000 | 710695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse AG, Sr. Unsecured,<br>0.50%, 02/02/24 |  | 3000000 | 2820921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (The), Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3 Month USD LIBOR + 1.20%), 3.27%, 09/29/25<sup>Δ</sup> |  | 1010000 | 978169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3 Month USD LIBOR + 1.51%), 3.69%, 06/05/28<sup>Δ</sup> |  | 2080000 | 1985068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.25%), 2.38%, 07/21/32<sup>Δ</sup> |  | 1115000 | 911336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.62%), 0.73%, 04/05/24<sup>Δ</sup> |  | 2250000 | 2231288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.72%), 0.99%, 12/10/26<sup>Δ</sup> |  | 175000 | 155893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, Sr. Unsecured, MTN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.46%), 4.78%, 01/25/24<sup>Δ</sup> |  | 3000000 | 2997954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26 |  | 340000 | 321947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 3.12%), 3.62%, 04/01/31<sup>Δ</sup> |  | 890000 | 818100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, Subordinated, GMTN,<br>4.35%, 09/08/26 |  | 505000 | 494587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The), Sr. Unsecured, GMTN,<br>3.25%, 03/11/24 |  | 275000 | 270284 |

---

*January 31, 2023 (unaudited)* 

------

2 *PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Bancorp, Sr. Unsecured, (SOFR + 2.09%),<br>5.85%, 10/21/33<sup>Δ</sup> | $| &nbsp;&nbsp;&nbsp;&nbsp;2400000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588999 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CAPITAL MARKETS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CAPITAL MARKETS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CAPITAL MARKETS | $17285241 |
| &nbsp;&nbsp;&nbsp;&nbsp; **CHEMICALS – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **CHEMICALS – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **CHEMICALS – 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd., Sr. Unsecured,<br>1.90%, 05/13/23 |  | 2000000 | 1980444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The), Sr. Unsecured,<br>2.20%, 03/15/32<sup>#</sup>  |  | 1480000 | 1216950 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CHEMICALS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CHEMICALS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CHEMICALS | $3197394 |
| &nbsp;&nbsp;&nbsp;&nbsp; **COMMERCIAL SERVICES & SUPPLIES – 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **COMMERCIAL SERVICES & SUPPLIES – 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **COMMERCIAL SERVICES & SUPPLIES – 0.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, Inc., Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/01/23 |  | 2570000 | 2554489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 02/15/25 |  | 275000 | 262048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 |  | 1000000 | 858851 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL SERVICES & SUPPLIES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL SERVICES & SUPPLIES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL SERVICES & SUPPLIES | $3675388 |
| &nbsp;&nbsp;&nbsp;&nbsp; **COMPUTERS – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **COMPUTERS – 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **COMPUTERS – 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc., Sr. Unsecured,<br>0.70%, 02/08/26 |  | 110000 | 99100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co., Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 04/01/23 |  | 3000000 | 2985599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.45%, 04/01/24 |  | 150000 | 144347 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMPUTERS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMPUTERS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMPUTERS | $3229046 |
| &nbsp;&nbsp;&nbsp;&nbsp; **COSMETICS/PERSONAL CARE – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **COSMETICS/PERSONAL CARE – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **COSMETICS/PERSONAL CARE – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GSK Consumer Healthcare Capital U.S. LLC, Company Guaranteed,<br>3.02%, 03/24/24 |  | 1000000 | 976297 |
| &nbsp;&nbsp;&nbsp;&nbsp; **DIVERSIFIED FINANCIAL SERVICES – 6.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **DIVERSIFIED FINANCIAL SERVICES – 6.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **DIVERSIFIED FINANCIAL SERVICES – 6.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., Sr. Unsecured,<br>3.13%, 05/20/26 |  | 150000 | 143529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., Sr. Unsecured, MTN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.15%), 1.32%, 06/19/26<sup>Δ</sup> |  | 250000 | 229618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 |  | 1095000 | 1047161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.88%), 2.83%, 10/24/51<sup>Δ</sup> |  | 250000 | 172042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., Subordinated, MTN,<br>4.25%, 10/22/26 |  | 1000000 | 979566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp., Sr. Unsecured<br>2.60%, 05/11/23 |  | 1470000 | 1459920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/29/24 |  | 250000 | 247138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., Sr. Unsecured, (SOFR + 0.77%),<br>1.12%, 01/28/27<sup>Δ</sup> |  | 2750000 | 2452036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., Subordinated,<br>4.13%, 07/25/28 |  | 1900000 | 1821787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp, Sr. Unsecured,<br>2.55%, 05/05/27 |  | 780000 | 719857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp, Subordinated,<br>4.30%, 01/16/24 |  | 780000 | 775730 |
| &nbsp;&nbsp;&nbsp;&nbsp; FMR LLC, Sr. Unsecured,<br>6.45%, 11/15/39<sup>W</sup> |  | 1000000 | 1095864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc., Sr. Unsecured,<br>2.63%, 08/06/24 |  | 4325000 | 4185902 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc., Subordinated,<br>4.35%, 02/04/23 | $| 150000 | $149980 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., Series W, Jr. Subordinated, (3 Month USD LIBOR + 1.00%),<br>5.61%, 05/15/47<sup>Δ</sup> |  | 1000000 | 794801 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., Sr. Unsecured |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.92%), 2.60%, 02/24/26<sup>Δ</sup> |  | 6000000 | 5721651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.59%), 2.01%, 03/13/26<sup>Δ</sup> |  | 150000 | 141100 |
| &nbsp;&nbsp;&nbsp;&nbsp; KeyBank NA, Sr. Unsecured, BKNT,<br>1.25%, 03/10/23 |  | 2000000 | 1992910 |
| &nbsp;&nbsp;&nbsp;&nbsp; KeyCorp., Sr. Unsecured, MTN, (SOFR + 1.25%),<br>3.88%, 05/23/25<sup>Δ</sup> |  | 1980000 | 1951395 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Bank NA, Subordinated, BKNT,<br>2.70%, 10/22/29 |  | 1125000 | 988531 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The), Sr. Unsecured,<br>3.45%, 04/23/29 |  | 100000 | 94785 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The), Subordinated,<br>3.90%, 04/29/24 |  | 1700000 | 1681008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Truist Bank, Sr. Unsecured, BKNT,<br>3.20%, 04/01/24 |  | 175000 | 171788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Truist Bank, Subordinated, BKNT<br>3.63%, 09/16/25 |  | 250000 | 242813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/30/26 |  | 1000000 | 966979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 |  | 1850000 | 1557836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., Sr. Unsecured, (SOFR + 2.00%),<br>2.19%, 04/30/26<sup>Δ</sup> |  | 1170000 | 1101964 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., Sr. Unsecured, MTN,<br>(3 Month USD LIBOR + 0.75%),<br>2.16%, 02/11/26<sup>Δ</sup> |  | 140000 | 131901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., Subordinated, MTN,<br>4.40%, 06/14/46 |  | 1000000 | 884673 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DIVERSIFIED FINANCIAL SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DIVERSIFIED FINANCIAL SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DIVERSIFIED FINANCIAL SERVICES | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33904265 |
| &nbsp;&nbsp;&nbsp;&nbsp; **ELECTRIC – 2.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **ELECTRIC – 2.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **ELECTRIC – 2.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., Series M, Sr. Unsecured,<br>0.75%, 11/01/23 |  | 1870000 | 1814052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., Series A, Sr. Unsecured,<br>1.45%, 04/15/26 |  | 1950000 | 1761362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Entergy Arkansas LLC, 1st Mortgage,<br>4.95%, 12/15/44 |  | 1000000 | 926369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp., Sr. Unsecured,<br>0.90%, 09/15/25 |  | 1000000 | 899479 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp., Sr. Unsecured,<br>4.70%, 04/15/50 |  | 2000000 | 1895027 |
| &nbsp;&nbsp;&nbsp;&nbsp; FirstEnergy Corp., Series A, Sr. Unsecured,<br>1.60%, 01/15/26 |  | 1250000 | 1123848 |
| &nbsp;&nbsp;&nbsp;&nbsp; FirstEnergy Corp., Series B, Sr. Unsecured,<br>4.15%, 07/15/27 |  | 800000 | 764291 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., Company Guaranteed,<br>0.65%, 03/01/23 |  | 2305000 | 2287840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Co. (The), Series 21-B, Sr. Unsecured,<br>1.75%, 03/15/28 |  | 40000 | 34634 |

---

*January 31, 2023 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS* 3

*Wilmington Broad Market Bond Fund (continued)* 

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; System Energy Resources, Inc., 1st Mortgage,<br>4.10%, 04/01/23 | $| 500000 | $499482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Electric Co., 1st Mortgage,<br>3.50%, 03/15/29 |  | 220000 | 207758 |
| &nbsp;&nbsp;&nbsp;&nbsp; WEC Energy Group, Inc., Sr. Unsecured<br>1.38%, 10/15/27 |  | 750000 | 650725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 |  | 1150000 | 931606 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ELECTRIC |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13796473 |
| &nbsp;&nbsp;&nbsp;&nbsp; **ENTERTAINMENT – 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp; **ENTERTAINMENT – 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp; **ENTERTAINMENT – 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Magallanes, Inc., Company Guaranteed,<br>5.14%, 03/15/52<sup>W</sup> |  | 5000000 | 4142608 |
| &nbsp;&nbsp;&nbsp;&nbsp; **FOOD & STAPLES RETAILING – 1.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **FOOD & STAPLES RETAILING – 1.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **FOOD & STAPLES RETAILING – 1.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Campbell Soup Co., Sr. Unsecured<br>3.65%, 03/15/23 |  | 3000000 | 2996547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.30%, 03/19/25 |  | 2050000 | 1978767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, Inc., Sr. Unsecured<br>1.38%, 11/01/27 |  | 200000 | 171543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 |  | 665000 | 656710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. (The), Sr. Unsecured,<br>3.95%, 01/15/50 |  | 1000000 | 837244 |
| &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc., Sr. Unsecured,<br>0.90%, 02/15/26 |  | 3050000 | 2720138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International Holdings Netherlands BV, Company Guaranteed,<br>0.75%, 09/24/24<sup>W</sup> |  | 860000 | 803880 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOOD & STAPLES RETAILING | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOOD & STAPLES RETAILING | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOOD & STAPLES RETAILING | $10164829 |
| &nbsp;&nbsp;&nbsp;&nbsp; **GAS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **GAS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **GAS – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Co. Gas Capital Corp., Company Guaranteed,<br>3.95%, 10/01/46 |  | 1425000 | 1135218 |
| &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-PRODUCTS – 1.0%** | &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-PRODUCTS – 1.0%** | &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-PRODUCTS – 1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; DH Europe Finance II Sarl, Company Guaranteed,<br>2.20%, 11/15/24 |  | 2330000 | 2233351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc., Sr. Unsecured,<br>0.80%, 10/18/23 |  | 1775000 | 1724919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc., Sr. Unsecured,<br>1.45%, 11/22/24 |  | 1480000 | 1397376 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-PRODUCTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-PRODUCTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-PRODUCTS | $5355646 |
| &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-SERVICES – 1.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-SERVICES – 1.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **HEALTHCARE-SERVICES – 1.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CommonSpirit Health, Sr. Secured<br>2.76%, 10/01/24 |  | 3140000 | 3037331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 |  | 150000 | 135123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, Inc., Sr. Unsecured,<br>3.65%, 12/01/27 |  | 1650000 | 1591163 |
| &nbsp;&nbsp;&nbsp;&nbsp; NYU Langone Hospitals, Series 2020, Secured,<br>3.38%, 07/01/55 |  | 1000000 | 729610 |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., Sr. Unsecured<br>2.95%, 10/15/27 |  | 1350000 | 1273565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 |  | 290000 | 264635 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-SERVICES | $7031427 |
| &nbsp;&nbsp;&nbsp;&nbsp; **HOME FURNISHINGS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **HOME FURNISHINGS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **HOME FURNISHINGS – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Whirlpool Corp., Sr. Unsecured,<br>4.60%, 05/15/50<sup>#</sup>  |  | 1405000 | 1214229 |

---

---

| | | |
|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; **INSURANCE – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **INSURANCE – 1.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American International Group, Inc., Sr. Unsecured,<br>4.20%, 04/01/28 | $1000000 | $972884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aon Global Ltd., Company Guaranteed,<br>4.00%, 11/27/23 | 1700000 | 1686024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance Corp., Company Guaranteed,<br>4.30%, 05/15/43 | 425000 | 410639 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNA Financial Corp., Sr. Unsecured<br>7.25%, 11/15/23 | 200000 | 203333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 05/15/24 | 950000 | 934939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., Sr. Unsecured,<br>3.63%, 12/12/26 | 1380000 | 1328222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Life Global Funding II, Secured,<br>1.63%, 11/19/30<sup>W</sup> | 250000 | 196787 |
| &nbsp;&nbsp;&nbsp;&nbsp; W.R. Berkley Corp., Sr. Unsecured<br>4.75%, 08/01/44 | 1715000 | 1601419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | 1425000 | 1186622 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INSURANCE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INSURANCE | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8520869 |
| &nbsp;&nbsp;&nbsp;&nbsp; **INTERNET – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **INTERNET – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc., Sr. Unsecured<br>1.20%, 06/03/27 | 100000 | 88170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 1000000 | 737599 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INTERNET | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INTERNET | $825769 |
| &nbsp;&nbsp;&nbsp;&nbsp; **MACHINERY – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **MACHINERY – 0.0%\*\*** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services Corp., Sr. Unsecured,<br>0.65%, 07/07/23 | 50000 | 49133 |
| &nbsp;&nbsp;&nbsp;&nbsp; **MEDIA – 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **MEDIA – 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings LLC, Sr. Unsecured,<br>4.25%, 02/01/31<sup>W</sup> | 3000000 | 2493750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Discovery Communications LLC, Company Guaranteed<br>3.95%, 03/20/28 | 1000000 | 936174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 1000000 | 877993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global, Sr. Unsecured<br>4.60%, 01/15/45 | 1100000 | 828118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | 1185000 | 940914 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MEDIA | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MEDIA | $6076949 |
| &nbsp;&nbsp;&nbsp;&nbsp; **MISCELLANEOUS MANUFACTURING – 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **MISCELLANEOUS MANUFACTURING – 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Textron, Inc., Sr. Unsecured<br>3.88%, 03/01/25 | 750000 | 734836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 2000000 | 1679577 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MISCELLANEOUS MANUFACTURING | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MISCELLANEOUS MANUFACTURING | $2414413 |
| &nbsp;&nbsp;&nbsp;&nbsp; **OIL & GAS – 1.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **OIL & GAS – 1.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum Corp., Sr. Unsecured,<br>3.63%, 09/15/24 | 745000 | 731008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phillips 66, Company Guaranteed<br>0.90%, 02/15/24 | 1065000 | 1020951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 04/09/25 | 575000 | 566262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Co., Sr. Unsecured<br>0.55%, 05/15/23 | 1035000 | 1021700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 01/15/26 | 1000000 | 904434 |

---

*January 31, 2023 (unaudited)* 

------

4 *PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 | $| 1940000 | $1595526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 |  | 1000000 | 827188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Valero Energy Corp., Sr. Unsecured<br>2.15%, 09/15/27 |  | 1800000 | 1620061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/45<sup>#</sup>  |  | 563000 | 538645 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OIL & GAS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OIL & GAS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OIL & GAS | $8825775 |
| &nbsp;&nbsp;&nbsp;&nbsp; **PHARMACEUTICALS – 2.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **PHARMACEUTICALS – 2.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **PHARMACEUTICALS – 2.9%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc., Sr. Unsecured<br>3.75%, 11/14/23 |  | 150000 | 148973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 |  | 1875000 | 1784588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 |  | 1235000 | 1224909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 |  | 460000 | 426783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 |  | 1000000 | 979968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 |  | 1000000 | 901545 |
| &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC, Company Guaranteed,<br>1.75%, 05/28/28 |  | 500000 | 440771 |
| &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC, Sr. Unsecured,<br>0.70%, 04/08/26 |  | 100000 | 89205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson and Co., Sr. Unsecured,<br>1.96%, 02/11/31 |  | 100000 | 82373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., Sr. Unsecured<br>2.75%, 02/15/23 |  | 1565000 | 1563200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 |  | 310000 | 295163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, Inc., Sr. Unsecured<br>3.20%, 03/15/23 |  | 350000 | 349199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 |  | 650000 | 560286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cigna Corp., Company Guaranteed 3.75%, 07/15/23 |  | 272000 | 270530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 |  | 1000000 | 953719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cigna Corp., Sr. Unsecured,<br>2.38%, 03/15/31 |  | 250000 | 212133 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp., Sr. Unsecured<br>1.30%, 08/21/27 |  | 145000 | 125974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/31<sup>#</sup>  |  | 2000000 | 1625996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elanco Animal Health, Inc., Sr. Unsecured,<br>6.40%, 08/28/28 |  | 2000000 | 1969312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc., Sr. Unsecured,<br>2.63%, 04/01/30 |  | 650000 | 589434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zoetis, Inc., Sr. Unsecured<br>3.00%, 09/12/27 |  | 125000 | 118322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 |  | 1005000 | 860262 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PHARMACEUTICALS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PHARMACEUTICALS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PHARMACEUTICALS | $&nbsp;&nbsp;&nbsp;&nbsp;15572645 |
| &nbsp;&nbsp;&nbsp;&nbsp; **PIPELINES – 4.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **PIPELINES – 4.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **PIPELINES – 4.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., Company Guaranteed |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.40%), 4.56%, 02/17/23<sup>Δ</sup> |  | 1000000 | 999992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.55%, 10/04/23 |  | 1540000 | 1493980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.63%), 4.79%, 02/16/24<sup>Δ</sup> |  | 3000000 | 2991508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, Sr. Unsecured 3.60%, 02/01/23 |  | 870000 | 869855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 |  | 715000 | 653963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 |  | 1250000 | 1133135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, Company Guaranteed<br>4.20%, 01/31/50 |  | 1120000 | 955511 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | $| 500000 | $462509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy Partners LP, Company Guaranteed,<br>5.40%, 09/01/44 |  | 1000000 | 950645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan, Inc., Company Guaranteed<br>5.20%, 03/01/48 |  | 2040000 | 1910148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 |  | 1315000 | 975513 |
| &nbsp;&nbsp;&nbsp;&nbsp; MPLX LP, Sr. Unsecured<br>4.70%, 04/15/48 |  | 1000000 | 864042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 |  | 1000000 | 884470 |
| &nbsp;&nbsp;&nbsp;&nbsp; ONEOK Partners LP, Company Guaranteed,<br>6.20%, 09/15/43 |  | 1000000 | 1006465 |
| &nbsp;&nbsp;&nbsp;&nbsp; ONEOK, Inc., Company Guaranteed,<br>6.10%, 11/15/32 |  | 335000 | 352738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American Pipeline LP, Sr. Unsecured,<br>3.85%, 10/15/23 |  | 866000 | 857120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectra Energy Partners LP, Company Guaranteed,<br>3.50%, 03/15/25 |  | 670000 | 647597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp., Company Guaranteed,<br>6.13%, 03/15/33 |  | 2900000 | 3030674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Partners LP, Company Guaranteed,<br>4.88%, 02/01/31 |  | 1245000 | 1173412 |
| &nbsp;&nbsp;&nbsp;&nbsp; Williams Cos., Inc. (The), Sr. Unsecured,<br>3.50%, 10/15/51 |  | 1485000 | 1097958 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PIPELINES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PIPELINES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PIPELINES | $&nbsp;&nbsp;&nbsp;&nbsp;23311235 |
| &nbsp;&nbsp;&nbsp;&nbsp; **REAL ESTATE INVESTMENT TRUSTS – 2.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **REAL ESTATE INVESTMENT TRUSTS – 2.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **REAL ESTATE INVESTMENT TRUSTS – 2.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp., Sr. Unsecured<br>5.00%, 02/15/24 |  | 665000 | 664854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 |  | 1000000 | 934967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32<sup>#</sup>  |  | 1000000 | 926975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 |  | 1500000 | 1014962 |
| &nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc., Sr. Unsecured,<br>MTN, 3.35%, 05/15/27 |  | 1420000 | 1340628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty Holdings LP, Company Guaranteed<br>3.88%, 05/01/25 |  | 1215000 | 1168616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/28 |  | 1100000 | 994443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties, Inc., Sr. Unsecured<br>3.25%, 07/15/26 |  | 110000 | 104812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 |  | 2350000 | 2052623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventas Realty LP, Company Guaranteed,<br>4.00%, 03/01/28 |  | 250000 | 237374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Welltower OP LLC, Company Guaranteed<br>3.63%, 03/15/24 |  | 250000 | 246217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/25 |  | 3000000 | 2931203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 |  | 1000000 | 879897 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL REAL ESTATE INVESTMENT TRUSTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL REAL ESTATE INVESTMENT TRUSTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL REAL ESTATE INVESTMENT TRUSTS | $&nbsp;&nbsp;&nbsp;&nbsp;13497571 |
| &nbsp;&nbsp;&nbsp;&nbsp; **RETAIL – 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **RETAIL – 1.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **RETAIL – 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc., Sr. Unsecured,<br>3.65%, 04/05/29 |  | 200000 | 189490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordstrom, Inc., Sr. Unsecured,<br>5.00%, 01/15/44 |  | 1000000 | 677500 |

---

*January 31, 2023 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS* 5

*Wilmington Broad Market Bond Fund (continued)* 

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots Alliance, Inc., Sr. Unsecured,<br>0.95%, 11/17/23 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735666 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL RETAIL | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL RETAIL | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL RETAIL | $5602656 |
| &nbsp;&nbsp;&nbsp;&nbsp; **SEMICONDUCTORS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **SEMICONDUCTORS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **SEMICONDUCTORS – 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **SEMICONDUCTORS – 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc., Sr. Unsecured,<br>2.70%, 04/15/32 |  | 1500000 | 1200205 |
| &nbsp;&nbsp;&nbsp;&nbsp; **SOFTWARE – 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **SOFTWARE – 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **SOFTWARE – 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **SOFTWARE – 0.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc., Sr. Unsecured,<br>2.00%, 06/30/30 |  | 1345000 | 1117960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., Sr. Unsecured,<br>3.50%, 04/01/27 |  | 1385000 | 1326550 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOFTWARE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOFTWARE | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOFTWARE | $2444510 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TELECOMMUNICATIONS – 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **TELECOMMUNICATIONS – 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **TELECOMMUNICATIONS – 1.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **TELECOMMUNICATIONS – 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc., Sr. Unsecured<br>0.90%, 03/25/24 |  | 2125000 | 2033207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 |  | 845000 | 802905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 |  | 1423000 | 1049221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc., Sr. Unsecured<br>2.10%, 03/22/28 |  | 50000 | 44568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 |  | 2310000 | 1863472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 |  | 305000 | 251898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 |  | 1515000 | 1223490 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TELECOMMUNICATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TELECOMMUNICATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TELECOMMUNICATIONS | $7268761 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TRANSPORTATION – 1.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRANSPORTATION – 1.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRANSPORTATION – 1.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRANSPORTATION – 1.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp; FedEx Corp., Company Guaranteed,<br>2.40%, 05/15/31<sup>#</sup>  |  | 2500000 | 2108325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryder System, Inc., Sr. Unsecured, MTN<br>3.65%, 03/18/24 |  | 1670000 | 1642015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 |  | 2645000 | 2434961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp., Sr. Unsecured<br>3.15%, 03/01/24 |  | 2565000 | 2522607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 |  | 675000 | 616666 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRANSPORTATION | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRANSPORTATION | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRANSPORTATION | $9324574 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TRUCKING & LEASING – 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRUCKING & LEASING – 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRUCKING & LEASING – 0.8%** | &nbsp;&nbsp;&nbsp;&nbsp; **TRUCKING & LEASING – 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp; GATX Corp., Sr. Unsecured<br>3.25%, 09/15/26 |  | 1570000 | 1482544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 |  | 1500000 | 1435014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 |  | 1000000 | 928270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 |  | 640000 | 585917 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRUCKING & LEASING | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRUCKING & LEASING | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL TRUCKING & LEASING | $4431745 |
| **TOTAL CORPORATE BONDS**<br> **(COST $261,662,048)** | **TOTAL CORPORATE BONDS**<br> **(COST $261,662,048)** | **TOTAL CORPORATE BONDS**<br> **(COST $261,662,048)** | $**242966343** |
| **GOVERNMENT AGENCIES – 3.2%** | **GOVERNMENT AGENCIES – 3.2%** | **GOVERNMENT AGENCIES – 3.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN BANK (FHLB) – 1.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN BANK (FHLB) – 1.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN BANK (FHLB) – 1.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN BANK (FHLB) – 1.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/16/28<sup>#</sup>  |  | 6960000 | 6840253 |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 07/21/25<sup>#</sup>  |  | 9250000 | 8451892 |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.25%, 05/22/23 |  | 200000 | 197254 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/29 |  | 750000 | 857133 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 05/15/30<sup>#</sup>  | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491825 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | $| 1546212 |
| **TOTAL GOVERNMENT AGENCIES**<br> **(COST $18,351,064)** | **TOTAL GOVERNMENT AGENCIES**<br> **(COST $18,351,064)** | **TOTAL GOVERNMENT AGENCIES**<br> **(COST $18,351,064)** | **$** | **16838357** |
| **MORTGAGE-BACKED SECURITIES – 22.9%** | **MORTGAGE-BACKED SECURITIES – 22.9%** | **MORTGAGE-BACKED SECURITIES – 22.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 5.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 5.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 5.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 5.7%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL HOME LOAN MORTGAGE CORPORATION<br>(FHLMC) – 5.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C00478, 8.50%, 09/01/26 |  | 3430 |  | 3573 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool E09010, 2.50%, 09/01/27 |  | 199740 |  | 194692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G18497, 3.00%, 01/01/29 |  | 29369 |  | 28335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C01272, 6.00%, 12/01/31 |  | 7683 |  | 7824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A13990, 4.50%, 10/01/33 |  | 8168 |  | 7957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G01625, 5.00%, 11/01/33 |  | 22103 |  | 22508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A18401, 6.00%, 02/01/34 |  | 16978 |  | 17138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool QN1900, 3.00%, 04/01/35 |  | 767742 |  | 741758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08097, 6.50%, 11/01/35 |  | 12566 |  | 14059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G02296, 5.00%, 06/01/36 |  | 54619 |  | 55859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G02390, 6.00%, 09/01/36 |  | 5114 |  | 5475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G05317, 5.00%, 04/01/37 |  | 223812 |  | 228478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08193, 6.00%, 04/01/37 |  | 10330 |  | 10633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G03703, 5.50%, 12/01/37 |  | 6046 |  | 6227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G04776, 5.50%, 07/01/38 |  | 19811 |  | 20299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G05500, 5.00%, 05/01/39 |  | 209463 |  | 216569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A93415, 4.00%, 08/01/40 |  | 250352 |  | 247561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A93505, 4.50%, 08/01/40 |  | 334233 |  | 336361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A93996, 4.50%, 09/01/40 |  | 248279 |  | 249861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G06222, 4.00%, 01/01/41 |  | 389367 |  | 387722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool A97047, 4.50%, 02/01/41 |  | 255797 |  | 257917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G06956, 4.50%, 08/01/41 |  | 253309 |  | 255407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C03750, 3.50%, 02/01/42 |  | 108051 |  | 104170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C03849, 3.50%, 04/01/42 |  | 58846 |  | 55511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q08305, 3.50%, 05/01/42 |  | 441498 |  | 425851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C04305, 3.00%, 11/01/42 |  | 1197955 |  | 1123471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C09020, 3.50%, 11/01/42 |  | 854829 |  | 824161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G07266, 4.00%, 12/01/42 |  | 733066 |  | 715818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C04444, 3.00%, 01/01/43 |  | 37826 |  | 35360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C09029, 3.00%, 03/01/43 |  | 160668 |  | 150143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08534, 3.00%, 06/01/43 |  | 198344 |  | 185354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q19476, 3.50%, 06/01/43 |  | 329860 |  | 317913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool C09044, 3.50%, 07/01/43 |  | 380174 |  | 366411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G07889, 3.50%, 08/01/43 |  | 346852 |  | 335147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G07624, 4.00%, 12/01/43 |  | 340859 |  | 339803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G60038, 3.50%, 01/01/44 |  | 1859921 |  | 1796510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G07680, 4.00%, 04/01/44 |  | 617318 |  | 599527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G07943, 4.50%, 08/01/44 |  | 34099 |  | 34257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08607, 4.50%, 09/01/44 |  | 229586 |  | 230541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q33547, 3.50%, 05/01/45 |  | 285038 |  | 269399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q36970, 4.00%, 10/01/45 |  | 139964 |  | 138215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G60384, 4.50%, 12/01/45 |  | 22047 |  | 22238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q39644, 3.50%, 03/01/46 |  | 897675 |  | 860652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q39438, 4.00%, 03/01/46 |  | 876162 |  | 862788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08705, 3.00%, 05/01/46 |  | 80829 |  | 74921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool G08708, 4.50%, 05/01/46 |  | 145088 |  | 146893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool ZS4671, 3.00%, 08/01/46 |  | 522985 |  | 484262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Q44452, 3.00%, 11/01/46 |  | 758206 |  | 702758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool ZS4693, 3.00%, 12/01/46 |  | 1444831 |  | 1337816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool SD8037, 2.50%, 01/01/50 |  | 2867395 |  | 2539907 |

---

*January 31, 2023 (unaudited)* 

------

6 *PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool RA2341, 2.50%, 04/01/50 | $| &nbsp;&nbsp;&nbsp;&nbsp;2510972 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool SD8104, 1.50%, 11/01/50 |  | 2497421 |  | 1995363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool RA4349, 2.50%, 01/01/51 |  | 1273251 |  | 1121957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool SD8141, 2.50%, 04/01/51 |  | 1166964 |  | 1026721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool SD8190, 3.00%, 01/01/52 |  | 2281643 |  | 2081217 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool QE2363, 3.50%, 05/01/52 |  | 3920182 |  | 3677642 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) | $| 30514384 |
| &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 17.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 17.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 17.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 17.2%** | &nbsp;&nbsp;&nbsp;&nbsp; **FEDERAL NATIONAL MORTGAGE ASSOCIATION<br>(FNMA) – 17.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AE2520, 3.00%, 01/01/26 |  | 136905 |  | 133284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 329794, 7.00%, 02/01/26 |  | 1708 |  | 1654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 256639, 5.00%, 02/01/27 |  | 9819 |  | 9864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 256752, 6.00%, 06/01/27 |  | 12444 |  | 12796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 257007, 6.00%, 12/01/27 |  | 11694 |  | 12026 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 402255, 6.50%, 12/01/27 |  | 337 |  | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AB8997, 2.50%, 04/01/28 |  | 56922 |  | 54114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS4480, 2.50%, 02/01/30 |  | 302546 |  | 287303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS7462, 2.50%, 06/01/31 |  | 145254 |  | 137675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 254007, 6.50%, 10/01/31 |  | 4310 |  | 4528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 254240, 7.00%, 03/01/32 |  | 11568 |  | 11768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 638023, 6.50%, 04/01/32 |  | 34995 |  | 37355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 642345, 6.50%, 05/01/32 |  | 20230 |  | 21596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 651292, 6.50%, 07/01/32 |  | 45175 |  | 48224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 686398, 6.00%, 03/01/33 |  | 81837 |  | 88784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BP6496, 2.00%, 07/01/35 |  | 833670 |  | 759661 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA4095, 2.00%, 08/01/35 |  | 1040751 |  | 948285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 745412, 5.50%, 12/01/35 |  | 16013 |  | 16656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 888789, 5.00%, 07/01/36 |  | 85526 |  | 88203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 256515, 6.50%, 12/01/36 |  | 6229 |  | 6711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AE0217, 4.50%, 08/01/40 |  | 40433 |  | 40383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AB1796, 3.50%, 11/01/40 |  | 248273 |  | 239352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AH5583, 4.50%, 02/01/41 |  | 108898 |  | 109799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 890551, 4.50%, 08/01/41 |  | 26136 |  | 26491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL0658, 4.50%, 08/01/41 |  | 151877 |  | 153944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL1319, 4.50%, 10/01/41 |  | 183074 |  | 184589 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL6302, 4.50%, 10/01/41 |  | 262397 |  | 264568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AX5302, 4.00%, 01/01/42 |  | 457426 |  | 454777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AK4523, 4.00%, 03/01/42 |  | 515604 |  | 510490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL2034, 4.50%, 04/01/42 |  | 73018 |  | 74016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AB7936, 3.00%, 02/01/43 |  | 729913 |  | 682181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL3761, 4.50%, 02/01/43 |  | 74413 |  | 75029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA1458, 3.00%, 06/01/43 |  | 159890 |  | 149583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AT7899, 3.50%, 07/01/43 |  | 1094197 |  | 1029594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS0302, 3.00%, 08/01/43 |  | 1710726 |  | 1600416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AU4279, 3.00%, 09/01/43 |  | 350445 |  | 327848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL5537, 4.50%, 04/01/44 |  | 122584 |  | 124331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS3155, 4.00%, 08/01/44 |  | 17141 |  | 16987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AX0833, 3.50%, 09/01/44 |  | 304355 |  | 290559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AL6325, 3.00%, 10/01/44 |  | 1103576 |  | 1032746 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS5136, 4.00%, 06/01/45 |  | 103640 |  | 100646 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AZ7362, 4.00%, 11/01/45 |  | 295681 |  | 292296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/45 |  | 415711 |  | 399893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BC0326, 3.50%, 12/01/45 |  | 352273 |  | 338843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BC0245, 3.00%, 02/01/46 |  | 222884 |  | 206830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BC0830, 3.00%, 04/01/46 |  | 332500 |  | 308522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS7568, 4.50%, 07/01/46 |  | 46304 |  | 46747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BC4764, 3.00%, 10/01/46 |  | 446906 |  | 414688 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA2771, 3.00%, 10/01/46 | $| 133102 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool AS8276, 3.00%, 11/01/46 |  | 451788 |  | 419226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BC9003, 3.00%, 11/01/46 |  | 467179 |  | 433499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BE1899, 3.00%, 11/01/46 |  | 1840586 |  | 1707966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BE3767, 3.50%, 07/01/47 |  | 416807 |  | 398859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BH2618, 3.50%, 08/01/47 |  | 118173 |  | 113077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA3088, 4.00%, 08/01/47 |  | 362308 |  | 356138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BH4010, 4.50%, 09/01/47 |  | 382785 |  | 378248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BH9215, 3.50%, 01/01/48 |  | 582723 |  | 557630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BJ0650, 3.50%, 03/01/48 |  | 2414090 |  | 2306446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BJ0639, 4.00%, 03/01/48 |  | 141245 |  | 138556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BJ9169, 4.00%, 05/01/48 |  | 659561 |  | 647011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BK4764, 4.00%, 08/01/48 |  | 612150 |  | 600509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BN1628, 4.50%, 11/01/48 |  | 310439 |  | 311300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BM5334, 3.50%, 01/01/49 |  | 553540 |  | 528906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA3871, 3.00%, 12/01/49 |  | 1479307 |  | 1360749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA5306, 3.00%, 03/01/50 |  | 1264579 |  | 1157045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA5353, 3.50%, 03/01/50 |  | 1122930 |  | 1061686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA4100, 2.00%, 08/01/50 |  | 1351728 |  | 1146194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM3989, 2.50%, 08/01/50 |  | 892332 |  | 787855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA6983, 2.00%, 09/01/50 |  | 2403610 |  | 2045639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA7106, 2.00%, 09/01/50 |  | 1527400 |  | 1299524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/50 |  | 1013391 |  | 859300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BQ2999, 2.50%, 10/01/50 |  | 2101430 |  | 1855653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA7383, 3.00%, 10/01/50 |  | 1423449 |  | 1297764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA7734, 2.50%, 11/01/50 |  | 1462947 |  | 1290777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM5297, 3.00%, 11/01/50 |  | 1857337 |  | 1711136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/50 |  | 1045054 |  | 886144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA8021, 2.50%, 12/01/50 |  | 4125590 |  | 3630655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM5166, 3.00%, 12/01/50 |  | 969624 |  | 887332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BQ4495, 2.00%, 02/01/51 |  | 5680255 |  | 4806263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CA8929, 2.00%, 02/01/51 |  | 2708772 |  | 2294766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM6426, 2.00%, 03/01/51 |  | 2397450 |  | 2055781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BR7857, 2.50%, 05/01/51 |  | 3694296 |  | 3250192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM7188, 2.50%, 05/01/51 |  | 2644815 |  | 2342605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CB0727, 2.50%, 06/01/51 |  | 6494736 |  | 5726034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM8440, 2.50%, 08/01/51 |  | 1469959 |  | 1293949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM9949, 2.00%, 12/01/51 |  | 964395 |  | 823995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FM9871, 2.50%, 12/01/51 |  | 6513661 |  | 5742033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BU1416, 3.00%, 01/01/52 |  | 2346993 |  | 2138258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FS0982, 3.00%, 03/01/52 |  | 1916446 |  | 1745474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool FS1571, 2.00%, 04/01/52 |  | 3938427 |  | 3332009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool CB3334, 3.50%, 04/01/52 |  | 5965978 |  | 5627289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool BV7245, 4.00%, 05/01/52 |  | 6721824 |  | 6501545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool MA4644, 4.00%, 05/01/52 |  | 1374755 |  | 1326504 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | $| &nbsp;&nbsp;&nbsp;&nbsp;91482010 |
| &nbsp;&nbsp;&nbsp;&nbsp; **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION<br>(GNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION<br>(GNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION<br>(GNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION<br>(GNMA) – 0.0%\*\*** | &nbsp;&nbsp;&nbsp;&nbsp; **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION<br>(GNMA) – 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 354677, 7.50%, 10/15/23 |  | 253 |  | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 354713, 7.50%, 12/15/23 |  | 345 |  | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 354765, 7.00%, 02/15/24 |  | 2277 |  | 2261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 354827, 7.00%, 05/15/24 |  | 911 |  | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 385623, 7.00%, 05/15/24 |  | 2554 |  | 2565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 2077, 7.00%, 09/20/25 |  | 1302 |  | 1266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 780825, 6.50%, 07/15/28 |  | 18641 |  | 19150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 2616, 7.00%, 07/20/28 |  | 10955 |  | 11044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 2701, 6.50%, 01/20/29 |  | 23112 |  | 23904 |

---

*January 31, 2023 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS* 7

*Wilmington Broad Market Bond Fund (continued)* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 426727, 7.00%, 02/15/29 | $| 2843 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 503405, 6.50%, 04/15/29 |  | 7650 |  | 7736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool 781231, 7.00%, 12/15/30 |  | 11312 |  | 11715 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) | $| 84018 |
|  **TOTAL MORTGAGE-BACKED SECURITIES**<br> **(COST $137,280,048)** | **TOTAL MORTGAGE-BACKED SECURITIES**<br> **(COST $137,280,048)** | **TOTAL MORTGAGE-BACKED SECURITIES**<br> **(COST $137,280,048)** | **$** | **122080412** |
|  **MUNICIPAL BOND – 0.4%** | **MUNICIPAL BOND – 0.4%** | **MUNICIPAL BOND – 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **GENERAL – 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **GENERAL – 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp; **GENERAL – 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority, Current Refunding Revenue Bonds, (Series B), 4.13%, 06/15/42 |  | 2500000 |  | 2182845 |
|  **TOTAL MUNICIPAL BOND**<br> **(COST $2,500,000)** | **TOTAL MUNICIPAL BOND**<br> **(COST $2,500,000)** | **TOTAL MUNICIPAL BOND**<br> **(COST $2,500,000)** | **$** | **2182845** |
|  **U.S. TREASURY OBLIGATIONS – 26.4%** | **U.S. TREASURY OBLIGATIONS – 26.4%** | **U.S. TREASURY OBLIGATIONS – 26.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY BONDS – 9.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY BONDS – 9.9%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY BONDS – 9.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 08/15/27 |  | 450000 |  | 499087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 02/15/29 |  | 12500000 |  | 13561236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/30<sup>#</sup>  |  | 500000 |  | 584897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 |  | 600000 |  | 675449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 |  | 985000 |  | 748947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 |  | 2000000 |  | 1619263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 |  | 500000 |  | 447196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 |  | 881000 |  | 862379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 |  | 365000 |  | 363452 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/44 |  | 2106000 |  | 2056250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 |  | 6637000 |  | 5984266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 |  | 2000000 |  | 1765167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 |  | 2135000 |  | 1722422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 |  | 2000000 |  | 1761444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 |  | 300000 |  | 258355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 |  | 765000 |  | 673166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 |  | 280000 |  | 225111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 |  | 1098000 |  | 966920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 05/15/47 |  | 1695000 |  | 1492397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 |  | 2235000 |  | 1879812 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 |  | 3300000 |  | 1939879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 |  | 3000000 |  | 1819339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 |  | 2500000 |  | 1617731 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 |  | 13255000 |  | 9402003 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY BONDS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY BONDS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY BONDS | $| 52926168 |
| &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY NOTES – 16.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY NOTES – 16.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY NOTES – 16.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY NOTES – 16.5%** | &nbsp;&nbsp;&nbsp;&nbsp; **U.S. TREASURY NOTES – 16.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 08/15/23 |  | 390000 |  | 385247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 10/31/23 |  | 290000 |  | 283310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 04/30/24 |  | 1195000 |  | 1156815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.75%, 07/31/24 |  | 1900000 |  | 1824826 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 08/15/24 |  | 6100000 |  | 5911132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 02/15/25 |  | 4655000 |  | 4457710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.38%, 04/30/25 |  | 250000 |  | 230305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.13%, 05/15/25 |  | 2800000 |  | 2680493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/25 |  | 945000 |  | 899659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/25 |  | 730000 |  | 698407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 02/15/26 |  | 8000000 |  | 7489139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 05/15/26 |  | 5470000 |  | 5103690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 11/15/26 |  | 4180000 |  | 3923726 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/27 | $30000 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | 250000 |  | 226129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 06/30/27 | 450000 |  | 392552 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 | 15000000 |  | 14679039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | 300000 |  | 281863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 02/15/28 | 6750000 |  | 6478039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | 500000 |  | 442592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | 5000000 |  | 4813545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | 350000 |  | 341110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 05/15/29 | 2900000 |  | 2703021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 08/15/29 | 5000000 |  | 4454144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 02/15/30 | 5000000 |  | 4390143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.63%, 05/15/30 | 550000 |  | 449915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | 1880000 |  | 1585557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | 6000000 |  | 5265859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/32<sup>#</sup>  | 7000000 |  | 6587652 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88164011 |
|  **TOTAL U.S. TREASURY OBLIGATIONS**<br> **(COST $153,953,769)** | **TOTAL U.S. TREASURY OBLIGATIONS**<br> **(COST $153,953,769)** | **$** | **141090179** |
|  | <br> **Number of<br>Shares** |  |  |
|  **MONEY MARKET FUND – 0.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management Fund, Institutional Shares, 4.23%<sup>^</sup>  | 3863889 |  | 3863889 |
|  **TOTAL MONEY MARKET FUND**<br> **(COST $3,863,889)** | **TOTAL MONEY MARKET FUND**<br> **(COST $3,863,889)** | **$** | **3863889** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** |  |  |
|  **CASH COLLATERAL INVESTED FOR SECURITIES ON<br>LOAN – 3.1%** | **CASH COLLATERAL INVESTED FOR SECURITIES ON<br>LOAN – 3.1%** | **CASH COLLATERAL INVESTED FOR SECURITIES ON<br>LOAN – 3.1%** | **CASH COLLATERAL INVESTED FOR SECURITIES ON<br>LOAN – 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp; **REPURCHASE AGREEMENTS – 3.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **REPURCHASE AGREEMENTS – 3.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **REPURCHASE AGREEMENTS – 3.1%** | &nbsp;&nbsp;&nbsp;&nbsp; **REPURCHASE AGREEMENTS – 3.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Securities, Inc., 4.30%, dated 1/31/23, due 2/01/23, repurchase price $3,134,629, collateralized by U.S. Government Agency Securities, 0.01% to 5.50%, maturing 2/25/32 to 9/01/61; total market value of $3,196,940. | $3134255 |  | 3134255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Ltd., 4.30%, dated 1/31/23, due 2/01/23, repurchase price $3,134,629, collateralized by U.S. Government Agency & Treasury Securities, 0.00% to 6.69%, maturing 8/15/24 to 12/20/72; total market value of $3,196,940. | 3134255 |  | 3134255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank Securities, Inc., 4.30%, dated 1/31/23, due 2/01/23, repurchase price $3,134,629, collateralized by U.S. Government Agency & Treasury Securities, 0.00% to 7.25%, maturing 2/01/23 to 1/01/53; total market value of $3,196,940. | 3134255 |  | 3134255 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Securities LLC, 4.28%, dated 1/31/23, due 2/01/23, repurchase price $788,955, collateralized by U.S. Treasury Securities, 0.25% to 1.50%, maturing 9/30/25 to 7/31/28; total market value of $804,638. | 788861 |  | 788861 |

---

*January 31, 2023 (unaudited)* 

------

8 *PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | | |
|:---|:---|:---|:---|
| **Description**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**<br>Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; RBC Dominion Securities, Inc., 4.30%, dated 1/31/23, due 2/01/23, repurchase price $3,134,629, collateralized by U.S. Government Agency & Treasury Securities, 0.00% to 6.00%, maturing 2/07/23 to 12/20/52; total market value of $3,196,940. | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134255 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Truist Securities, Inc., 4.33%, dated 1/31/23, due 2/01/23, repurchase price $3,134,632, collateralized by U.S. Government Agency Securities, 4.00% to 5.50%, maturing 1/01/50 to 2/01/53; total market value of $3,196,940. |  | 3134255 | 3134255 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL REPURCHASE AGREEMENTS**<br> **(COST $16,460,136)** | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL REPURCHASE AGREEMENTS**<br> **(COST $16,460,136)** | &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL REPURCHASE AGREEMENTS**<br> **(COST $16,460,136)** | $**16460136** |
| **TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN**<br> **(COST $16,460,136)** | **TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN**<br> **(COST $16,460,136)** | **TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN**<br> **(COST $16,460,136)** | $**16460136** |
|  **TOTAL INVESTMENTS – 102.3%**<br> **(COST $594,127,553)** | **TOTAL INVESTMENTS – 102.3%**<br> **(COST $594,127,553)** | **TOTAL INVESTMENTS – 102.3%**<br> **(COST $594,127,553)** | $**545538833** |
|  **COLLATERAL FOR SECURITIES ON<br>LOAN – (3.1%)** | **COLLATERAL FOR SECURITIES ON<br>LOAN – (3.1%)** | **COLLATERAL FOR SECURITIES ON<br>LOAN – (3.1%)** | **(16460136)** |
|  **OTHER ASSETS LESS LIABILITIES – 0.8%** | **OTHER ASSETS LESS LIABILITIES – 0.8%** | **OTHER ASSETS LESS LIABILITIES – 0.8%** | **4263853** |
|  **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | **TOTAL NET ASSETS – 100.0%** | $**533342550** |

---

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below.

Level 1 – quoted prices in active markets for identical securities

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

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

The following is a summary of the inputs used as of January 31, 2023 in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Investments in Securities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Adjustable Rate Mortgage | $— | $5793 | $— | $5793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations |  | 50879 |  | 50879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds |  | 242966343 |  | 242966343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Government Agencies |  | 16838357 |  | 16838357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-Backed Securities |  | 122080412 |  | 122080412 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bond |  | 2182845 |  | 2182845 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 141090179 |  | 141090179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Money Market Fund | 3863889 |  |  | 3863889 |
| &nbsp;&nbsp;&nbsp;&nbsp; Repurchase Agreements |  | 16460136 |  | 16460136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total | $3863889 | $541674944 | $— | $545538833 |

---

The inputs or techniques used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. Additional information on the Fund's valuation policy is included in the most recent shareholder report.

------

\*\* Represents less than 0.05%. 

---

| | |
|:---|:---|
| Δ | Variable rate security. The rate disclosed is the rate in effect on the report date. The information in parenthesis represents the benchmark and reference rate for each relevant security and the rate floats based upon the reference rate and spread. The security may be further subject to interest rate floor and caps. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions, or, for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions.  |

---

---

| | |
|:---|:---|
| W | Denotes a restricted security that may be resold without restriction to "qualified institutional buyers" as defined in Rule 144A under the Securities Act of 1933 and that the Fund has determined to be liquid under criteria established by the Fund's Board of Trustees. At January 31, 2023, these liquid restricted securities amounted to $11,601,607, representing 2.18% of total net assets.  |

---

ÿ Step coupon security. The rate disclosed is the rate in effect on the report date.

# Security, or a portion thereof, is on loan.

*January 31, 2023 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS* 9

*Wilmington Broad Market Bond Fund (concluded)* 

^ 7-Day net yield.

The following acronyms are used throughout this Portfolio of Investments:

---

| | |
|:---|:---|
| BKNT | Bank Notes |
| GMTN | Global Medium Term Note |
| LIBOR | London Interbank Offered Rate |
| LLC | Limited Liability Corporation |
| LP | Limited Partnership |
| MTN | Medium Term Note |
| NA | National Association |
| PLC | Public Limited Company |
| SOFR | Secured Overnight Financing Rate |
| USD | United States Dollar |

---

*For additional information about significant accounting policies, refer to Fund's most recent semi-annual or annual report.* 

------

*January 31, 2023 (unaudited)*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilmington Funds

- **b. Investment Company Act file number:** 811-05514

- **c. CIK number of Registrant:** 0000830744

- **d. LEI of Registrant:** 549300NMSZ1AKT3BZF47

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

  - **Street Address 1:** 1100 North Market Street

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19890

  - **Telephone number:** 716-842-4487

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

- **a. Name of Series:** Wilmington Broad Market Bond Fund

- **b. EDGAR series identifier (if any):** S000005533

- **c. LEI of Series:** 54930057YSVN0ADT0U52

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**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:** $550417581.78

**Total Liabilities:** $17967649.33

**Net Assets:** $532449932.45

**Cash Not Reported:** $135517.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 713.29228000 | **1-Year:** 15948.46137000 | **5-Year:** 87434.31631000 | **10-Year:** 90675.73208000 | **30-Year:** 13818.77389000

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

- **3-Month:** 21.89384000 | **1-Year:** 526.90683000 | **5-Year:** 2169.38411000 | **10-Year:** 1081.90613000 | **30-Year:** 46.36945000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015053 | 3.45%                | -0.47%               | 3.15%                |
| Class ID C000015051 | 3.48%                | -0.49%               | 3.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-70686.36               | $16689064.76                               |
| Month 2  | $-36927.18               | $-3647538.14                               |
| Month 3  | $-254905.73              | $15440236.99                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QNV41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5965978 | PA      | $5627288.86   | 1.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94784.60     | 0.02%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                          | ONEOK Inc                                                           | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $352737.92    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                            | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976230.00    | 0.18%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138ELFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74413 | PA      | $75029.07     | 0.01%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                        | Phillips 66                                                         | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1020951.07   | 0.19%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5470000 | PA      | $5103689.80   | 0.96%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138EPAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262397 | PA      | $264568.07    | 0.05%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2867395 | PA      | $2539906.95   | 0.48%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M92M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617318 | PA      | $599527.02    | 0.11%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $392551.69    | 0.07%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371NEZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12444 | PA      | $12795.94     | 0.00%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                 | Valero Energy Corp                                                  | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1620061.20   | 0.30%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $931605.80    | 0.17%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140FPFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416807 | PA      | $398859.42    | 0.07%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                         | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966979.00    | 0.18%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $226129.18    | 0.04%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                              | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1117959.97   | 0.21%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                          | Apple Inc                                                           | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99100.49     | 0.02%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $584896.65    | 0.11%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                          | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1459920.21   | 0.27%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2703020.78   | 0.51%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                  | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23112 | PA      | $23904.60     | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928270.50    | 0.17%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $447196.50    | 0.08%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                     | Lowe's Cos Inc                                                      | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189489.80    | 0.04%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                   | Ryder System Inc                                                    | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1642014.98   | 0.31%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                         | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1557835.98   | 0.29%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS            | Spectra Energy Partners LP                                          | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647596.54    | 0.12%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1985067.76   | 0.37%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444830 | PA      | $1337815.85   | 0.25%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP            | Marathon Petroleum Corp                                             | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    745000 | PA      | $731007.78    | 0.14%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $28391.82     | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31296NNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8168 | PA      | $7956.90      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                        | Workday Inc                                                         | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1326549.54   | 0.25%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                            | KeyCorp                                                             | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1951394.94   | 0.37%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                              | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264635.01    | 0.05%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                        | Textron Inc                                                         | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734836.13    | 0.14%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                       | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2958031.83   | 0.56%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M8G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389367 | PA      | $387721.99    | 0.07%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.       | RBC DOMINION SECURITIES INC                                         | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   3134255 | PA      | $3134255.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138EPA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1103576 | PA      | $1032746.15   | 0.19%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $675448.68    | 0.13%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1014962.25   | 0.19%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE           | Mondelez International Holdings Netherlands BV                      | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $803880.27    | 0.15%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL           | Johnson Controls International plc                                  | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    373000 | PA      | $366689.03    | 0.07%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4655000 | PA      | $4457710.11   | 0.84%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7683 | PA      | $7824.08      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45175 | PA      | $48223.83     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1887974.00   | 0.35%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP               | Targa Resources Corp                                                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3030674.00   | 0.57%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL           | Johnson Controls International plc                                  | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $92859.30     | 0.02%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2346993 | PA      | $2138258.50   | 0.40%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334233 | PA      | $336361.09    | 0.06%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WI TREASURY N/B                    | United States Treasury Note/Bond - When Issued                      | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1617730.73   | 0.30%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                   | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $975513.03    | 0.18%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                       | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1821787.45   | 0.34%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II           | Principal Life Global Funding II                                    | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196787.38    | 0.04%             | 2030-11-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31335AM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22047 | PA      | $22237.95     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1133135.00   | 0.21%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE            | GSK Consumer Healthcare Capital US LLC                              | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976296.50    | 0.18%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                           | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    640000 | PA      | $585916.80    | 0.11%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3938427 | PA      | $3332008.91   | 0.63%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XA7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2644815 | PA      | $2342604.90   | 0.44%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                    | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    775000 | PA      | $710695.15    | 0.13%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2680493.00   | 0.50%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                            | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    845000 | PA      | $802905.06    | 0.15%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M5NU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6046 | PA      | $6226.88      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729913 | PA      | $682180.83    | 0.13%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                           | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221387.18    | 0.04%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC               | Entergy Arkansas LLC                                                | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926369.50    | 0.17%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1049220.59   | 0.20%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128LXRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54619 | PA      | $55858.77     | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                 | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141099.53    | 0.03%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC           | Thermo Fisher Scientific Inc                                        | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1724919.26   | 0.32%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6637000 | PA      | $5984266.12   | 1.12%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229617.50    | 0.04%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                             | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6960000 | PA      | $6840253.20   | 1.28%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                | American Tower Corp                                                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926975.00    | 0.17%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                      | Citigroup Inc                                                       | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2452036.13   | 0.46%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128LXUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5114 | PA      | $5474.57      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                   | Paramount Global                                                    | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $828117.40    | 0.16%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138EJHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73018 | PA      | $74015.80     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1695000 | PA      | $1492396.75   | 0.28%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1224909.43   | 0.23%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                 | Raytheon Technologies Corp                                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1554988.00   | 0.29%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                         | FedEx Corp                                                          | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2108325.00   | 0.40%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1761443.94   | 0.33%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140KNKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2101430 | PA      | $1855653.00   | 0.35%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140E0FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295681 | PA      | $292295.74    | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO            | Bristol-Myers Squibb Co                                             | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1563200.25   | 0.29%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO            | Becton Dickinson and Co                                             | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82372.70     | 0.02%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS              | NYU Langone Hospitals                                               | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729610.00    | 0.14%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16013 | PA      | $16656.13     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332500 | PA      | $308522.29    | 0.06%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229586 | PA      | $230540.67    | 0.04%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451788 | PA      | $419225.98    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                   | FirstEnergy Corp                                                    | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1123848.13   | 0.21%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1585557.22   | 0.30%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138Y63L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457426 | PA      | $454777.00    | 0.09%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $494586.90    | 0.09%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                   | CUSIP: 31394DGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6654 | PA      | $6657.59      | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                 | CNA Financial Corp                                                  | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934938.70    | 0.18%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292LEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108051 | PA      | $104170.10    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                         | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242813.25    | 0.05%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                          | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $860261.91    | 0.16%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP              | Lincoln National Corp                                               | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1328222.40   | 0.25%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                   | Ryder System Inc                                                    | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2434960.55   | 0.46%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                          | Kroger Co/The                                                       | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837244.00    | 0.16%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                 | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    665000 | PA      | $664854.03    | 0.12%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE           | Plains All American Pipeline LP / PAA Finance Corp                  | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $857120.47    | 0.16%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                        | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2991508.50   | 0.56%             | 2024-02-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II               | DH Europe Finance II Sarl                                           | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   2330000 | PA      | $2233350.44   | 0.42%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31400FRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81837 | PA      | $88783.63     | 0.02%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M7NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209463 | PA      | $216569.52    | 0.04%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7489138.88   | 1.41%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351728 | PA      | $1146193.56   | 0.22%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                     | McCormick & Co Inc/MD                                               | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2720137.93   | 0.51%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $363451.61    | 0.07%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36205BLC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2554 | PA      | $2564.74      | 0.00%             | 2024-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273251 | PA      | $1121957.38   | 0.21%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                            | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245655.63   | 0.23%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                    | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131900.58    | 0.02%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132A5FL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522985 | PA      | $484261.86    | 0.09%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                       | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249636.00    | 0.05%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281643 | PA      | $2081216.84   | 0.39%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                | Sherwin-Williams Co/The                                             | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1216949.98   | 0.23%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140EUHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222884 | PA      | $206829.96    | 0.04%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $1156815.03   | 0.22%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST SECURITIES INC              | TRUIST SECURITIES INC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   3134255 | PA      | $3134255.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                        | Federal Home Loan Mortgage Corp                                     | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9250000 | PA      | $8451891.50   | 1.59%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART            | Kinder Morgan Energy Partners LP                                    | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950645.50    | 0.18%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $225111.35    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132QWWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897675 | PA      | $860651.57    | 0.16%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | Northrop Grumman Corp                                               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1556874.73   | 0.29%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                   | Ventas Realty LP                                                    | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237374.38    | 0.04%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248279 | PA      | $249861.38    | 0.05%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140H1V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141245 | PA      | $138555.65    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151877 | PA      | $153944.22    | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | Northrop Grumman Corp                                               | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968633.50    | 0.18%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352273 | PA      | $338842.86    | 0.06%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M9BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253309 | PA      | $255406.72    | 0.05%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                           | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $270284.44    | 0.05%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJYB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80829 | PA      | $74920.67     | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255797 | PA      | $257917.11    | 0.05%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XGCU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1916446 | PA      | $1745473.52   | 0.33%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11694 | PA      | $12025.57     | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                           | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1435014.00   | 0.27%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302546 | PA      | $287302.59    | 0.05%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $385246.66    | 0.07%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380174 | PA      | $366411.47    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                | CommonSpirit Health                                                 | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3037331.42   | 0.57%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36203PAN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       345 | PA      | $344.36       | 0.00%             | 2023-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132JA6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329860 | PA      | $317913.47    | 0.06%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                    | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884673.50    | 0.17%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                    | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1186621.73   | 0.22%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31410LL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26136 | PA      | $26491.28     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045054 | PA      | $886143.57    | 0.17%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                           | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    835000 | PA      | $742637.31    | 0.14%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $698406.81    | 0.13%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                  | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $653962.60    | 0.12%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040751 | PA      | $948284.96    | 0.18%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS             | CHL MORTGAGE PASS-THROUGH TRUST 2004-8                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4600 | PA      | $4630.96      | 0.00%             | 2023-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WVX55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094197 | PA      | $1029594.10   | 0.19%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31410GNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85526 | PA      | $88202.92     | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138E9AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515604 | PA      | $510490.42    | 0.10%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M9YV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340859 | PA      | $339803.18    | 0.06%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3920182 | PA      | $3677641.89   | 0.69%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5911131.80   | 1.11%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FMR LLC                            | FMR LLC                                                             | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1095864.50   | 0.21%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Mortgage Secur     | Banc of America Mortgage 2004-A Trust                               | CUSIP: 05948XS93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24900 | PA      | $24898.50     | 0.00%             | 2034-02-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                        | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $827187.50    | 0.16%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                       | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2411005.00   | 0.45%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19811 | PA      | $20298.65     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3133KHS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2510972 | PA      | $2215473.97   | 0.42%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321947.70    | 0.06%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $818100.02    | 0.15%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $1939879.19   | 0.36%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                   | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985598.50   | 0.56%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198344 | PA      | $185354.50    | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                   | Welltower OP LLC                                                    | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246217.25    | 0.05%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                          | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247137.88    | 0.05%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $911335.77    | 0.17%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612150 | PA      | $600508.80    | 0.11%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QKYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6494736 | PA      | $5726034.19   | 1.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251898.28    | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                 | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934967.00    | 0.18%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                   | Campbell Soup Co                                                    | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1978766.60   | 0.37%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5265859.02   | 0.99%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER FINANCE NORTH AMERICA LLC  | DAIMLER FINANCE NORTH AMERICA LLC                                   | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2868718.50   | 0.54%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WHJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145254 | PA      | $137675.43    | 0.03%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                 | CNA Financial Corp                                                  | CUSIP: 126117AE0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203332.50    | 0.04%             | 2023-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                  | Union Electric Co                                                   | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207757.99    | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901545.00    | 0.17%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1098000 | PA      | $966919.84    | 0.18%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140GQ4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118173 | PA      | $113076.72    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $899658.91    | 0.17%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                | American International Group Inc                                    | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972883.50    | 0.18%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997954.00   | 0.56%             | 2024-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285038 | PA      | $269399.32    | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969624 | PA      | $887332.31    | 0.17%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248273 | PA      | $239351.52    | 0.04%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                   | Paramount Global                                                    | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $940914.29    | 0.18%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $258355.12    | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XAD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2397450 | PA      | $2055780.58   | 0.39%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14679039.30  | 2.76%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2493750.00   | 0.47%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132GTR25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441498 | PA      | $425850.63    | 0.08%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140L6WT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3694296 | PA      | $3250191.52   | 0.61%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31378LZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       337 | PA      | $344.21       | 0.00%             | 2027-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                         | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1895027.00   | 0.36%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132QWPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876162 | PA      | $862787.87    | 0.16%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46304 | PA      | $46746.77     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4813545.05   | 0.90%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292LH24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58846 | PA      | $55511.05     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108898 | PA      | $109799.31    | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                  | CUSIP: 36202C3Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10955 | PA      | $11044.20     | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979566.50    | 0.18%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M9MP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733066 | PA      | $715818.38    | 0.13%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10330 | PA      | $10633.43     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $13561235.63  | 2.55%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC         | JP MORGAN SECURITIES LLC                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    788861 | PA      | $788861.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                   | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144346.73    | 0.03%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QFFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423449 | PA      | $1297764.43   | 0.24%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                     | Amazon.com Inc                                                      | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $737599.00    | 0.14%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13255000 | PA      | $9402003.20   | 1.77%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE           | Walgreens Boots Alliance Inc                                        | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4735666.68   | 0.89%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.      | DEUTSCHE BANK SEC INC                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |   3134255 | PA      | $3134255.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216193.88    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                         | Cigna Corp                                                          | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953718.50    | 0.18%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4390143.05   | 0.82%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES              | Healthpeak Properties Inc                                           | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2052622.78   | 0.39%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN             | Berkshire Hathaway Finance Corp                                     | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410639.04    | 0.08%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                         | Pfizer Inc                                                          | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $589433.65    | 0.11%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QE3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527400 | PA      | $1299523.60   | 0.24%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                | Cardinal Health Inc                                                 | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349199.20    | 0.07%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST      | New Jersey Transportation Trust Fund Authority                      | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2182844.50   | 0.41%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                        | Southern Co/The                                                     | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34633.92     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979968.00    | 0.18%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                   | Welltower OP LLC                                                    | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931202.50   | 0.55%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                    | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1101964.50   | 0.21%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                   | Campbell Soup Co                                                    | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996547.00   | 0.56%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XD6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6513661 | PA      | $5742032.68   | 1.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                 | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5721651.00   | 1.07%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | Keurig Dr Pepper Inc                                                | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1423449.15   | 0.27%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171542.90    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159890 | PA      | $149583.29    | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140MMBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6721824 | PA      | $6501545.35   | 1.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854829 | PA      | $824161.25    | 0.15%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155893.24    | 0.03%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1784588.44   | 0.34%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374755 | PA      | $1326504.33   | 0.25%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132QTW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139964 | PA      | $138214.62    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659561 | PA      | $647010.98    | 0.12%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                          | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118322.25    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $1879811.70   | 0.35%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QC5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122930 | PA      | $1061686.01   | 0.20%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1173412.50   | 0.22%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140J94U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553540 | PA      | $528905.68    | 0.10%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11568 | PA      | $11768.30     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582723 | PA      | $557630.28    | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                     | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1625996.00   | 0.31%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 312941YL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250352 | PA      | $247561.49    | 0.05%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL             | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2287840.43   | 0.43%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371KDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4310 | PA      | $4527.56      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                     | Aon Global Ltd                                                      | CUSIP: 00185AAD6<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1686024.30   | 0.32%             | 2023-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12566 | PA      | $14058.75     | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $442592.64    | 0.08%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36203PCA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2277 | PA      | $2260.61      | 0.00%             | 2024-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                      | Nordstrom Inc                                                       | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $677500.00    | 0.13%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                         | Cigna Corp                                                          | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270529.98    | 0.05%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36203N6N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       253 | PA      | $252.76       | 0.00%             | 2023-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31417F7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56922 | PA      | $54113.87     | 0.01%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                  | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    665000 | PA      | $656710.44    | 0.12%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                    | AstraZeneca PLC                                                     | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89204.45     | 0.02%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                            | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2033207.44   | 0.38%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6478039.13   | 1.22%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC           | Elanco Animal Health Inc                                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969312.00   | 0.37%             | 2028-08-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $858851.00    | 0.16%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                   | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462509.00    | 0.09%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140X7NF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    892332 | PA      | $787855.20    | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $281862.94    | 0.05%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160668 | PA      | $150143.05    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1859921 | PA      | $1796510.36   | 0.34%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES              | Healthpeak Properties Inc                                           | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104812.40    | 0.02%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    881000 | PA      | $862378.66    | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                        | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1595525.84   | 0.30%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.      | CITIGROUP GLOBAL MARKETS INC                                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   3134255 | PA      | $3134255.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172042.00    | 0.03%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $650725.13    | 0.12%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446906 | PA      | $414688.27    | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350445 | PA      | $327847.86    | 0.06%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                        | CUSIP: 337915AA0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149980.13    | 0.03%             | 2023-02-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140H1WL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2414090 | PA      | $2306445.92   | 0.43%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                 | Union Pacific Corp                                                  | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2522606.96   | 0.47%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                         | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171788.23    | 0.03%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362308 | PA      | $356137.88    | 0.07%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140GSN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382785 | PA      | $378247.62    | 0.07%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                 | Union Pacific Corp                                                  | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $616666.50    | 0.12%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128M7G26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223812 | PA      | $228477.73    | 0.04%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES              | AvalonBay Communities Inc                                           | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1340628.39   | 0.25%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS           | Discovery Communications LLC                                        | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936174.00    | 0.18%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    765000 | PA      | $673165.73    | 0.13%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1819339.29   | 0.34%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1462947 | PA      | $1290776.87   | 0.24%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK             | Credit Suisse AG/New York NY                                        | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2820921.00   | 0.53%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292GQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3430 | PA      | $3573.12      | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS             | Zimmer Biomet Holdings Inc                                          | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1397376.04   | 0.26%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP           | Healthcare Realty Holdings LP                                       | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1168615.55   | 0.22%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                | Dominion Energy Inc                                                 | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1761361.88   | 0.33%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426783.40    | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145088 | PA      | $146893.36    | 0.03%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                   | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996314.50    | 0.19%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                  | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    870000 | PA      | $869854.71    | 0.16%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31296TKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16978 | PA      | $17137.85     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                     | Whirlpool Corp                                                      | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1214229.10   | 0.23%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BOEING CO                          | Boeing Co/The                                                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137145.53    | 0.03%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                        | Nutrien Ltd                                                         | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1980444.00   | 0.37%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                | CommonSpirit Health                                                 | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135123.38    | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $230304.97    | 0.04%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                       | Entergy Corp                                                        | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899478.50    | 0.17%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                          | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44567.78     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31389WYU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34995 | PA      | $37355.38     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                 | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262047.78    | 0.05%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                 | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794801.50    | 0.15%             | 2047-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                              | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1273565.03   | 0.24%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2135000 | PA      | $1722421.56   | 0.32%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                 | Valero Energy Corp                                                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    563000 | PA      | $538645.18    | 0.10%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $499087.05    | 0.09%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29369 | PA      | $28334.71     | 0.01%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                            | MPLX LP                                                             | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884470.00    | 0.17%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WCQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17141 | PA      | $16987.49     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1097957.77   | 0.21%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                        | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992910.00   | 0.37%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER            | American Electric Power Co Inc                                      | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1814052.41   | 0.34%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                          | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1223489.76   | 0.23%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                         | Cigna Corp                                                          | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212133.38    | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                        | PNC Bank NA                                                         | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $988530.75    | 0.19%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36207BA42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2843 | PA      | $2871.73      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XEBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964395 | PA      | $823994.59    | 0.15%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6587651.98   | 1.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1619263.52   | 0.30%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $978168.84    | 0.18%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC            | Astrazeneca Finance LLC                                             | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440770.50    | 0.08%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                        | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1493980.18   | 0.28%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5680255 | PA      | $4806263.12   | 0.90%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477377.75   | 0.28%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1197955 | PA      | $1123471.19   | 0.21%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140XCLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1469959 | PA      | $1293948.75   | 0.24%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36203PD83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       911 | PA      | $908.20       | 0.00%             | 2024-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                          | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148973.03    | 0.03%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QG4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2708772 | PA      | $2294766.33   | 0.43%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1047160.55   | 0.20%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                 | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $719856.54    | 0.14%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138EHPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183074 | PA      | $184589.40    | 0.03%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   3134255 | PA      | $3134255.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                     | Amazon.com Inc                                                      | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88169.80     | 0.02%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                        | Phillips 66                                                         | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566261.73    | 0.11%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                | Cardinal Health Inc                                                 | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $560285.70    | 0.11%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                          | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1863472.38   | 0.35%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31390CTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20230 | PA      | $21596.03     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138WEV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103640 | PA      | $100645.69    | 0.02%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                 | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775729.89    | 0.15%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                  | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   3762464 | NS      | $3762464.26   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34099 | PA      | $34257.37     | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122584 | PA      | $124331.09    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    985000 | PA      | $748947.07    | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                        | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1021700.25   | 0.19%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31292L5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37826 | PA      | $35360.05     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                   | FirstEnergy Corp                                                    | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $764290.80    | 0.14%             | 2027-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138Y14T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304355 | PA      | $290559.51    | 0.05%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                  | ONEOK Partners LP                                                   | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006465.50   | 0.19%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                    | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1601418.98   | 0.30%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                               | CUSIP: 3135G04Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $197254.40    | 0.04%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $955510.64    | 0.18%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                  | CUSIP: 36202CJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1302 | PA      | $1265.85      | 0.00%             | 2025-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758206 | PA      | $702757.89    | 0.13%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133102 | PA      | $123510.07    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415711 | PA      | $399892.56    | 0.08%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                        | Textron Inc                                                         | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1679577.00   | 0.32%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2106000 | PA      | $2056249.92   | 0.39%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36225A4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18641 | PA      | $19149.87     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC              | Micron Technology Inc                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1200204.75   | 0.23%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11312 | PA      | $11715.03     | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                   | Welltower OP LLC                                                    | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879896.50    | 0.17%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013391 | PA      | $859300.38    | 0.16%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                        | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999992.00    | 0.19%             | 2023-02-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                     | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95674.55     | 0.02%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2673283.50   | 0.50%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO            | Bristol-Myers Squibb Co                                             | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295163.25    | 0.06%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                               | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $491825.00    | 0.09%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                     | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898326.00    | 0.17%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES            | System Energy Resources Inc                                         | CUSIP: 871911AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499482.00    | 0.09%             | 2023-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371NBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9819 | PA      | $9863.95      | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479307 | PA      | $1360748.75   | 0.26%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                        | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904434.50    | 0.17%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | Keurig Dr Pepper Inc                                                | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    775000 | PA      | $701542.79    | 0.13%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166964 | PA      | $1026720.67   | 0.19%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QC3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1264579 | PA      | $1157044.70   | 0.22%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310439 | PA      | $311300.34    | 0.06%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1681008.45   | 0.32%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                           | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1482543.94   | 0.28%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31375BKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1708 | PA      | $1654.08      | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31388RN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5622 | PA      | $5793.42      | 0.00%             | 2033-05-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4454143.75   | 0.84%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $341110.51    | 0.06%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                 | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1591162.65   | 0.30%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3133G8DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767742 | PA      | $741757.61    | 0.14%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $283310.03    | 0.05%             | 2023-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140FMDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1840586 | PA      | $1707965.78   | 0.32%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 3128MAC23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346852 | PA      | $335146.80    | 0.06%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                | Carrier Global Corp                                                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51694.61     | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                            | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4142607.50   | 0.78%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                     | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125973.61    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                 | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143528.70    | 0.03%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31371M3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6229 | PA      | $6711.19      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199740 | PA      | $194691.71    | 0.04%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS           | Discovery Communications LLC                                        | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877993.00    | 0.16%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1765167.56   | 0.33%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QF4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4125590 | PA      | $3630654.77   | 0.68%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1102458.38   | 0.21%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                               | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $857132.63    | 0.16%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1710726 | PA      | $1600416.18   | 0.30%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467179 | PA      | $433499.18    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP           | Healthcare Realty Holdings LP                                       | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $994442.90    | 0.19%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4180000 | PA      | $3923725.87   | 0.74%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                        | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4185901.51   | 0.79%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40433 | PA      | $40383.39     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140QEXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2403610 | PA      | $2045639.20   | 0.38%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                               | CUSIP: 31283HYW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22103 | PA      | $22507.61     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL            | Southern Co Gas Capital Corp                                        | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1135218.41   | 0.21%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $449914.82    | 0.08%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140X83F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1857337 | PA      | $1711136.46   | 0.32%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru     | IndyMac INDA Mortgage Loan Trust 2005-AR1                           | CUSIP: 45660LZK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15179 | PA      | $14691.79     | 0.00%             | 2035-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                    | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1824826.56   | 0.34%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                   | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1910147.88   | 0.36%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                   | CUSIP: 36210VGN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7650 | PA      | $7735.76      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                | Carrier Global Corp                                                 | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    418000 | PA      | $397337.22    | 0.07%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MPLX LP                            | MPLX LP                                                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864041.50    | 0.16%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                      | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2231287.88   | 0.42%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                    | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2497421 | PA      | $1995363.22   | 0.37%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                          | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2588998.80   | 0.49%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                     | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219355.03    | 0.04%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                 | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2554488.77   | 0.48%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 3140KEGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833670 | PA      | $759661.18    | 0.14%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                     | CUSIP: 31419CYS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136905 | PA      | $133284.36    | 0.03%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE           | Caterpillar Financial Services Corp                                 | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49132.68     | 0.01%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-27

**Name of Applicant:** Wilmington Funds

**Signature:** John C. McDonnell

**Name of Signer:** John C. McDonnell

**Title:** Chief Operations Officer