# EDGAR Filing Document

**Accession Number:** 0000830744
**File Stem:** 0000940400-26-011776
**Filing Date:** 2026-3
**Character Count:** 249467
**Document Hash:** e8c38b4c818be5818624f695b06e9cff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011776.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0000940400-26-011776

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILMINGTON FUNDS
- **CENTRAL INDEX KEY:** 0000830744

**ORGANIZATION NAME:**
- **EIN:** 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:** 26805620

**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, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| **ADJUSTABLE RATE MORTGAGE - 0.0%\*\*** | **ADJUSTABLE RATE MORTGAGE - 0.0%\*\*** | **ADJUSTABLE RATE MORTGAGE - 0.0%\*\*** |
| **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pool 612514, (RFUCCT1Y + 1.72%, Cap <br> 9.04%, Floor 1.72%), 6.47%, 05/01/33<sup>Δ</sup> <br>| &nbsp;&nbsp; $4294 | &nbsp;&nbsp; $4363 |
| **TOTAL ADJUSTABLE RATE MORTGAGE** <br>**(COST $4,289)** | **TOTAL ADJUSTABLE RATE MORTGAGE** <br>**(COST $4,289)** | &nbsp;&nbsp; **$4363** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 0.0%\*\*** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 0.0%\*\*** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 0.0%\*\*** |
| **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp; Series 2005-29, Class WC, 4.75%, 04/25/35 | &nbsp;&nbsp; 2181 | &nbsp;&nbsp; 2190 |
| **WHOLE LOAN - 0.0%\*\*** | **WHOLE LOAN - 0.0%\*\*** | **WHOLE LOAN - 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Mortgage Securities, Inc., <br> Series 2004-A, Class 2A1, 5.53%, <br> 02/25/34<sup>Δ</sup> <br>| &nbsp;&nbsp; 15901 | &nbsp;&nbsp; 15776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IndyMac INDA Mortgage Loan Trust, <br> Series 2005-AR1, Class 2A1, 5.05%, <br> 11/25/35<sup>Δ</sup> <br>| &nbsp;&nbsp; 8159 | &nbsp;&nbsp; 9649 |
| &nbsp;&nbsp;&nbsp; TOTAL WHOLE LOAN | &nbsp;&nbsp;&nbsp; TOTAL WHOLE LOAN | &nbsp;&nbsp; $25425 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** <br>**(COST $26,133)** | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** <br>**(COST $26,133)** | &nbsp;&nbsp; **$27615** |
| **CORPORATE BONDS - 35.9%** | **CORPORATE BONDS - 35.9%** | **CORPORATE BONDS - 35.9%** |
| **AEROSPACE & DEFENSE - 1.1%** | **AEROSPACE & DEFENSE - 1.1%** | **AEROSPACE & DEFENSE - 1.1%** |
| &nbsp;&nbsp;&nbsp; Boeing Co. (The), Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 145822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2948573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Dynamics Corp., Company <br> Guaranteed, <br>4.95%, 08/15/35<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1016266 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | &nbsp;&nbsp; 835000 | &nbsp;&nbsp; 796701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | &nbsp;&nbsp; 2900000 | &nbsp;&nbsp; 2987135 |
| &nbsp;&nbsp;&nbsp; TOTAL AEROSPACE & DEFENSE | &nbsp;&nbsp;&nbsp; TOTAL AEROSPACE & DEFENSE | &nbsp;&nbsp; $7894497 |
| **AUTOMOTIVE - 1.6%** | **AUTOMOTIVE - 1.6%** | **AUTOMOTIVE - 1.6%** |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co. LLC, Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 | &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 241825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3067782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.87%, 10/31/35<sup>#</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1988584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Co., Sr. Unsecured, <br>6.25%, 10/02/43<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1018649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., Inc., Sr. <br> Unsecured<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 06/10/26 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2974714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/30<sup>#</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2078473 |
| &nbsp;&nbsp;&nbsp; TOTAL AUTOMOTIVE | &nbsp;&nbsp;&nbsp; TOTAL AUTOMOTIVE | &nbsp;&nbsp; $11370027 |
| **BIOTECHNOLOGY - 0.2%** | **BIOTECHNOLOGY - 0.2%** | **BIOTECHNOLOGY - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc., Sr. Unsecured, <br>5.65%, 03/02/53<br>| &nbsp;&nbsp; 1280000 | &nbsp;&nbsp; 1263309 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| **BUILDING PRODUCTS - 0.0%\*\*** | **BUILDING PRODUCTS - 0.0%\*\*** | **BUILDING PRODUCTS - 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls International PLC, Sr. <br> Unsecured, <br>4.63%, 07/02/44<br>| &nbsp;&nbsp; $100000 | &nbsp;&nbsp; $88663 |
| **CAPITAL MARKETS - 1.1%** | **CAPITAL MARKETS - 1.1%** | **CAPITAL MARKETS - 1.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The), <br> Subordinated, MTN, <br>3.00%, 10/30/28<br>| &nbsp;&nbsp; 775000 | &nbsp;&nbsp; 755978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (The), Sr. <br> Unsecured<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3 Month Term SOFR + 1.77%), 3.69%, <br> 06/05/28<sup>Δ</sup> <br>| &nbsp;&nbsp; 2080000 | &nbsp;&nbsp; 2070253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.25%), 2.38%, 07/21/32<sup>Δ</sup> <br>| &nbsp;&nbsp; 1115000 | &nbsp;&nbsp; 995627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, Sr. Unsecured, (SOFR + <br> 1.18%), <br>5.07%, 01/30/37<sup>Δ</sup> <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3001233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, Sr. Unsecured, MTN, (SOFR <br> + 3.12%), <br>3.62%, 04/01/31<sup>Δ</sup> <br>| &nbsp;&nbsp; 890000 | &nbsp;&nbsp; 865098 |
| &nbsp;&nbsp;&nbsp; TOTAL CAPITAL MARKETS | &nbsp;&nbsp;&nbsp; TOTAL CAPITAL MARKETS | &nbsp;&nbsp; $7688189 |
| **CHEMICALS - 0.1%** | **CHEMICALS - 0.1%** | **CHEMICALS - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd., Sr. Unsecured, <br>4.50%, 03/12/27<br>| &nbsp;&nbsp; 775000 | &nbsp;&nbsp; 780062 |
| **COMMERCIAL SERVICES & SUPPLIES - 0.5%** | **COMMERCIAL SERVICES & SUPPLIES - 0.5%** | **COMMERCIAL SERVICES & SUPPLIES - 0.5%** |
| &nbsp;&nbsp;&nbsp; Global Payments, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | &nbsp;&nbsp; 2600000 | &nbsp;&nbsp; 2608620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 931464 |
| &nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL SERVICES & SUPPLIES | &nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL SERVICES & SUPPLIES | &nbsp;&nbsp; $3540084 |
| **DIVERSIFIED FINANCIAL SERVICES - 8.8%** | **DIVERSIFIED FINANCIAL SERVICES - 8.8%** | **DIVERSIFIED FINANCIAL SERVICES - 8.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co., Sr. Unsecured, (SOFR <br> + 0.81%), <br>4.35%, 07/20/29<sup>Δ</sup> <br>| &nbsp;&nbsp; 2770000 | &nbsp;&nbsp; 2786009 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp., Sr. Unsecured, MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | &nbsp;&nbsp; 1095000 | &nbsp;&nbsp; 1085758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.88%), 2.83%, 10/24/51<sup>Δ</sup> <br>| &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 158455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., Subordinated, MTN, <br>4.25%, 10/22/26<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1001329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, Sr. Unsecured, (SOFR + <br> 0.67%), <br>5.00%, 01/27/29<sup>Δ</sup> <br>| &nbsp;&nbsp; 2550000 | &nbsp;&nbsp; 2596453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia (The), Sr. Unsecured, <br> GMTN, <br>5.40%, 06/04/27<br>| &nbsp;&nbsp; 4675000 | &nbsp;&nbsp; 4774133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, Sr. <br> Unsecured, <br>5.24%, 06/28/27<br>| &nbsp;&nbsp; 2120000 | &nbsp;&nbsp; 2162553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp., Subordinated, <br> (SOFR + 2.04%), <br>6.18%, 01/30/36<sup>Δ</sup> <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3111702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The), Sr. Unsecured, <br>3.20%, 03/02/27<br>| &nbsp;&nbsp; 2894000 | &nbsp;&nbsp; 2873143 |

---

 *January 31, 2026 (unaudited)*

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., Sr. Unsecured, (SOFR + <br> 1.49%), <br>5.17%, 09/11/36<sup>Δ</sup> <br>| &nbsp;&nbsp; $3000000 | &nbsp;&nbsp; $3017408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., Subordinated, <br>4.13%, 07/25/28<br>| &nbsp;&nbsp; 1900000 | &nbsp;&nbsp; 1901776 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp, Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | &nbsp;&nbsp; 780000 | &nbsp;&nbsp; 765987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2997407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.84%), 5.63%, 01/29/32<sup>Δ</sup> <br>| &nbsp;&nbsp; 1250000 | &nbsp;&nbsp; 1308411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.95%), 4.57%, 04/29/32<sup>#,</sup><sup>Δ</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2000750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FMR LLC, Sr. Unsecured, <br>6.45%, 11/15/39<sup>Ω</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1097199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc., Subordinated, <br> (5 yr. US Treasury Yield Curve Rate T Note <br> Constant Maturity + 1.35%), <br>5.61%, 01/28/41<sup>Δ</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1991861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington National Bank (The), Sr. <br> Unsecured<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 0.72%), 4.87%, 04/12/28<sup>Δ</sup> <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3027390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | &nbsp;&nbsp; 2300000 | &nbsp;&nbsp; 2406837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., Series W, Jr. <br> Subordinated, (3 Month Term SOFR + <br> 1.26%), <br>5.11%, 05/15/47<sup>#,</sup><sup>Δ</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 888750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Bank NA, Subordinated, BKNT, <br>2.70%, 10/22/29<br>| &nbsp;&nbsp; 1125000 | &nbsp;&nbsp; 1064333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The), Sr. <br> Unsecured<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp; 100000 | &nbsp;&nbsp; 98518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (SOFR + 1.20%), 5.49%, 05/14/30<sup>Δ</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2079705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The), <br> Subordinated, (5 yr. US Treasury Yield <br> Curve Rate T Note Constant Maturity + <br> 1.17%), <br>5.42%, 01/25/41<sup>Δ</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1999606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, Sr. Unsecured,, <br> (SOFR + 0.89%), <br>4.50%, 08/06/29<sup>Δ</sup> <br>| &nbsp;&nbsp; 3430000 | &nbsp;&nbsp; 3461727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The), Sr. <br> Unsecured, <br>4.86%, 01/31/28<br>| &nbsp;&nbsp; 1510000 | &nbsp;&nbsp; 1536200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The), Sr. <br> Unsecured, MTN, <br>4.57%, 06/02/28<br>| &nbsp;&nbsp; 3095000 | &nbsp;&nbsp; 3136433 |
| &nbsp;&nbsp;&nbsp; Truist Bank, Subordinated, BKNT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 10/30/26 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 998885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 | &nbsp;&nbsp; 1850000 | &nbsp;&nbsp; 1695091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp., Sr. Unsecured, MTN, <br> (SOFR + 2.36%), <br>5.87%, 06/08/34<sup>Δ</sup> <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1587482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Bancorp, Sr. Unsecured, (SOFR + <br> 1.30%), <br>5.08%, 05/15/31<sup>Δ</sup> <br>| &nbsp;&nbsp; 1745000 | &nbsp;&nbsp; 1795495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., Subordinated, MTN, <br>4.40%, 06/14/46<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 839055 |
| &nbsp;&nbsp;&nbsp; TOTAL DIVERSIFIED FINANCIAL SERVICES | &nbsp;&nbsp;&nbsp; TOTAL DIVERSIFIED FINANCIAL SERVICES | &nbsp;&nbsp; $62245841 |
| **ELECTRIC - 4.8%** | **ELECTRIC - 4.8%** | **ELECTRIC - 4.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ameren Corp., Sr. Unsecured, <br>5.70%, 12/01/26<br>| &nbsp;&nbsp; 1450000 | &nbsp;&nbsp; 1469075 |
| &nbsp;&nbsp;&nbsp; DTE Energy Co., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2026179 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | &nbsp;&nbsp; $4000000 | &nbsp;&nbsp; $4125166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Duke Energy Indiana LLC, 1st Mortgage, <br>5.90%, 05/15/55<br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5107732 |
| &nbsp;&nbsp;&nbsp; Entergy Arkansas LLC, 1st Mortgage |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 12/15/44 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 939806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/56 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3008864 |
| &nbsp;&nbsp;&nbsp; Exelon Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | &nbsp;&nbsp; 2015000 | &nbsp;&nbsp; 2074778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2066176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1704875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FirstEnergy Corp., Series B, Sr. Unsecured, <br>3.90%, 07/15/27<br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4990960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Service Electric and Gas Co., <br> Secured, <br>4.20%, 01/01/31<sup>#</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1997088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southern Co. (The), Series 21-B, Sr. <br> Unsecured, <br>1.75%, 03/15/28<br>| &nbsp;&nbsp; 40000 | &nbsp;&nbsp; 38190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southwestern Public Service Co., 1st <br> Mortgage, <br>6.00%, 06/01/54<br>| &nbsp;&nbsp; 1175000 | &nbsp;&nbsp; 1199390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Union Electric Co., 1st Mortgage, <br>3.50%, 03/15/29<br>| &nbsp;&nbsp; 220000 | &nbsp;&nbsp; 216448 |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 | &nbsp;&nbsp; 750000 | &nbsp;&nbsp; 718404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 | &nbsp;&nbsp; 394000 | &nbsp;&nbsp; 350118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Public Service Corp., Sr. <br> Unsecured, <br>4.25%, 01/15/31<br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1995841 |
| &nbsp;&nbsp;&nbsp; TOTAL ELECTRIC | &nbsp;&nbsp;&nbsp; TOTAL ELECTRIC | &nbsp;&nbsp; $34029090 |
| **FOOD & STAPLES RETAILING - 1.2%** | **FOOD & STAPLES RETAILING - 1.2%** | **FOOD & STAPLES RETAILING - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Campbell's Company (The), Sr. Unsecured, <br>4.55%, 03/21/31<br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2977512 |
| &nbsp;&nbsp;&nbsp; Conagra Brands, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 190820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>#</sup> <br>| &nbsp;&nbsp; 665000 | &nbsp;&nbsp; 585879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc., Sr. Unsecured, <br>2.88%, 04/15/30<br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4733652 |
| &nbsp;&nbsp;&nbsp; TOTAL FOOD & STAPLES RETAILING | &nbsp;&nbsp;&nbsp; TOTAL FOOD & STAPLES RETAILING | &nbsp;&nbsp; $8487863 |
| **GAS - 0.2%** | **GAS - 0.2%** | **GAS - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southern Co. Gas Capital Corp., Company <br> Guaranteed, <br>3.95%, 10/01/46<br>| &nbsp;&nbsp; 1425000 | &nbsp;&nbsp; 1128421 |
| **HEALTHCARE-PRODUCTS - 0.4%** | **HEALTHCARE-PRODUCTS - 0.4%** | **HEALTHCARE-PRODUCTS - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Solventum Corp., Company Guaranteed, <br>5.45%, 02/25/27<br>| &nbsp;&nbsp; 537000 | &nbsp;&nbsp; 544636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc., Sr. <br> Unsecured, <br>4.70%, 02/19/27<sup>#</sup> <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2018050 |
| &nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-PRODUCTS | &nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-PRODUCTS | &nbsp;&nbsp; $2562686 |
| **HEALTHCARE-SERVICES - 0.8%** | **HEALTHCARE-SERVICES - 0.8%** | **HEALTHCARE-SERVICES - 0.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, Inc., Sr. Unsecured, <br>4.50%, 11/15/44<br>| &nbsp;&nbsp; 650000 | &nbsp;&nbsp; 557504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cigna Group (The), Company Guaranteed, <br>4.80%, 07/15/46<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 884479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cigna Group (The), Sr. Unsecured, <br>2.38%, 03/15/31<br>| &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 226562 |

---

*January 31, 2026 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CommonSpirit Health, Sr. Secured, <br>3.35%, 10/01/29<br>| &nbsp;&nbsp; $150000 | &nbsp;&nbsp; $145103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elevance Health, Inc., Sr. Unsecured, <br>3.65%, 12/01/27<br>| &nbsp;&nbsp; 1650000 | &nbsp;&nbsp; 1640754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NYU Langone Hospitals, Series 2020, <br> Secured, <br>3.38%, 07/01/55<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 685255 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | &nbsp;&nbsp; 1350000 | &nbsp;&nbsp; 1330520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp; 290000 | &nbsp;&nbsp; 238278 |
| &nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-SERVICES | &nbsp;&nbsp;&nbsp; TOTAL HEALTHCARE-SERVICES | &nbsp;&nbsp; $5708455 |
| **INSURANCE - 2.0%** | **INSURANCE - 2.0%** | **INSURANCE - 2.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon North America, Inc., Company <br> Guaranteed, <br>5.75%, 03/01/54<br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1997073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance Corp., <br> Company Guaranteed, <br>4.30%, 05/15/43<br>| &nbsp;&nbsp; 425000 | &nbsp;&nbsp; 375826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CNA Financial Corp., Sr. Unsecured, <br>5.20%, 08/15/35<br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3012523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. (The), Sr. <br> Unsecured, <br>5.95%, 10/15/36<br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2142350 |
| &nbsp;&nbsp;&nbsp; Lincoln Financial Global Funding, Secured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/12/29<sup>Ω</sup> <br>| &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 499057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/13/30<sup>Ω</sup> <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3096105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Principal Life Global Funding II, Secured, <br>1.63%, 11/19/30<sup>Ω</sup> <br>| &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 219451 |
| &nbsp;&nbsp;&nbsp; W.R. Berkley Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/44 | &nbsp;&nbsp; 1715000 | &nbsp;&nbsp; 1526106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | &nbsp;&nbsp; 1425000 | &nbsp;&nbsp; 1088315 |
| &nbsp;&nbsp;&nbsp; TOTAL INSURANCE | &nbsp;&nbsp;&nbsp; TOTAL INSURANCE | &nbsp;&nbsp; $13956806 |
| **MEDIA - 0.7%** | **MEDIA - 0.7%** | **MEDIA - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC, Sr. <br> Secured, <br>2.80%, 04/01/31<br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4502578 |
| **MISCELLANEOUS MANUFACTURING - 0.3%** | **MISCELLANEOUS MANUFACTURING - 0.3%** | **MISCELLANEOUS MANUFACTURING - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textron, Inc., Sr. Unsecured, <br>2.45%, 03/15/31<br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1808760 |
| **OIL & GAS - 0.6%** | **OIL & GAS - 0.6%** | **OIL & GAS - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, Inc., Company <br> Guaranteed, <br>5.40%, 04/18/34<br>| &nbsp;&nbsp; 1245000 | &nbsp;&nbsp; 1272849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Co., Sr. <br> Unsecured, <br>2.15%, 01/15/31<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 907031 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp; 1748879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | &nbsp;&nbsp; 563000 | &nbsp;&nbsp; 504393 |
| &nbsp;&nbsp;&nbsp; TOTAL OIL & GAS | &nbsp;&nbsp;&nbsp; TOTAL OIL & GAS | &nbsp;&nbsp; $4433152 |
| **ONLINE RETAILER - 0.4%** | **ONLINE RETAILER - 0.4%** | **ONLINE RETAILER - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Sr. Unsecured, <br>5.50%, 11/15/45<br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2884950 |
| **PHARMACEUTICALS - 1.0%** | **PHARMACEUTICALS - 1.0%** | **PHARMACEUTICALS - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc., Sr. Unsecured, <br>4.40%, 11/06/42<br>| &nbsp;&nbsp; 460000 | &nbsp;&nbsp; 409023 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & Co., Sr. Unsecured, <br>1.96%, 02/11/31<br>| &nbsp;&nbsp; $100000 | &nbsp;&nbsp; $88660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, Inc., Sr. Unsecured, <br>5.15%, 09/15/35<sup>#</sup> <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3033579 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | &nbsp;&nbsp; 145000 | &nbsp;&nbsp; 138964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2035617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc., Sr. Unsecured, <br>2.63%, 04/01/30<br>| &nbsp;&nbsp; 650000 | &nbsp;&nbsp; 613185 |
| &nbsp;&nbsp;&nbsp; Zoetis, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp; 125000 | &nbsp;&nbsp; 123014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp; 1005000 | &nbsp;&nbsp; 805136 |
| &nbsp;&nbsp;&nbsp; TOTAL PHARMACEUTICALS | &nbsp;&nbsp;&nbsp; TOTAL PHARMACEUTICALS | &nbsp;&nbsp; $7247178 |
| **PIPELINES - 2.8%** | **PIPELINES - 2.8%** | **PIPELINES - 2.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., Company Guaranteed, <br>4.90%, 06/20/30<sup>#</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1020889 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP, Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2999425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3056685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | &nbsp;&nbsp; 715000 | &nbsp;&nbsp; 696271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | &nbsp;&nbsp; 1250000 | &nbsp;&nbsp; 1120016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, <br> Company Guaranteed<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp; 1120000 | &nbsp;&nbsp; 898468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 445451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy Partners LP, Company <br> Guaranteed, <br>5.40%, 09/01/44<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 957250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan, Inc., Company Guaranteed, <br>3.60%, 02/15/51<br>| &nbsp;&nbsp; 1315000 | &nbsp;&nbsp; 925559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ONEOK Partners LP, Company Guaranteed, <br>6.20%, 09/15/43<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 1020212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ONEOK, Inc., Company Guaranteed, <br>6.10%, 11/15/32<br>| &nbsp;&nbsp; 335000 | &nbsp;&nbsp; 358491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp., Company <br> Guaranteed, <br>5.65%, 02/15/36<br>| &nbsp;&nbsp; 3900000 | &nbsp;&nbsp; 3996644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Partners LP, Company <br> Guaranteed, <br>4.88%, 02/01/31<br>| &nbsp;&nbsp; 1245000 | &nbsp;&nbsp; 1258397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams Cos., Inc. (The), Sr. Unsecured, <br>3.50%, 10/15/51<br>| &nbsp;&nbsp; 1485000 | &nbsp;&nbsp; 1034693 |
| &nbsp;&nbsp;&nbsp; TOTAL PIPELINES | &nbsp;&nbsp;&nbsp; TOTAL PIPELINES | &nbsp;&nbsp; $19788451 |
| **REAL ESTATE INVESTMENT TRUSTS - 3.1%** | **REAL ESTATE INVESTMENT TRUSTS - 3.1%** | **REAL ESTATE INVESTMENT TRUSTS - 3.1%** |
| &nbsp;&nbsp;&nbsp; American Tower Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 993203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/32<sup>#</sup> <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 973967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 986503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc., Sr. Unsecured, <br> MTN, <br>3.35%, 05/15/27<br>| &nbsp;&nbsp; 1420000 | &nbsp;&nbsp; 1410632 |
| &nbsp;&nbsp;&nbsp; Boston Properties LP, Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1874064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3071043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty Holdings LP, Company <br> Guaranteed<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/28 | &nbsp;&nbsp; 1100000 | &nbsp;&nbsp; 1089359 |

---

 *January 31, 2026 (unaudited)*

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | &nbsp;&nbsp; $4000000 | &nbsp;&nbsp; $3792856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Healthpeak OP LLC, Company Guaranteed, <br>2.88%, 01/15/31<br>| &nbsp;&nbsp; 2350000 | &nbsp;&nbsp; 2186444 |
| &nbsp;&nbsp;&nbsp; Ventas Realty LP, Company Guaranteed |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 249980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 4123348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower OP LLC, Company Guaranteed, <br>4.95%, 09/01/48<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 927229 |
| &nbsp;&nbsp;&nbsp; TOTAL REAL ESTATE INVESTMENT TRUSTS | &nbsp;&nbsp;&nbsp; TOTAL REAL ESTATE INVESTMENT TRUSTS | &nbsp;&nbsp; $21678628 |
| **RETAIL - 0.1%** | **RETAIL - 0.1%** | **RETAIL - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc., Sr. Unsecured, <br>3.65%, 04/05/29<br>| &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 197674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordstrom, Inc., Sr. Secured, <br>5.00%, 01/15/44<br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 752500 |
| &nbsp;&nbsp;&nbsp; TOTAL RETAIL | &nbsp;&nbsp;&nbsp; TOTAL RETAIL | &nbsp;&nbsp; $950174 |
| **SEMICONDUCTORS - 0.9%** | **SEMICONDUCTORS - 0.9%** | **SEMICONDUCTORS - 0.9%** |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3015654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3061181 |
| &nbsp;&nbsp;&nbsp; TOTAL SEMICONDUCTORS | &nbsp;&nbsp;&nbsp; TOTAL SEMICONDUCTORS | &nbsp;&nbsp; $6076835 |
| **SOFTWARE - 1.2%** | **SOFTWARE - 1.2%** | **SOFTWARE - 1.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp., Sr. Unsecured, <br>6.00%, 08/03/55<br>| &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3504782 |
| &nbsp;&nbsp;&nbsp; Roper Technologies, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | &nbsp;&nbsp; 1345000 | &nbsp;&nbsp; 1216171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 2001178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., Sr. Unsecured, <br>3.50%, 04/01/27<br>| &nbsp;&nbsp; 1385000 | &nbsp;&nbsp; 1378036 |
| &nbsp;&nbsp;&nbsp; TOTAL SOFTWARE | &nbsp;&nbsp;&nbsp; TOTAL SOFTWARE | &nbsp;&nbsp; $8100167 |
| **TELECOMMUNICATIONS - 1.0%** | **TELECOMMUNICATIONS - 1.0%** | **TELECOMMUNICATIONS - 1.0%** |
| &nbsp;&nbsp;&nbsp; AT&T, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp; 845000 | &nbsp;&nbsp; 807006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | &nbsp;&nbsp; 1423000 | &nbsp;&nbsp; 948865 |
| &nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., Company Guaranteed |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3656020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp; 1275000 | &nbsp;&nbsp; 1347807 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | &nbsp;&nbsp; 50000 | &nbsp;&nbsp; 48142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp; 305000 | &nbsp;&nbsp; 268572 |
| &nbsp;&nbsp;&nbsp; TOTAL TELECOMMUNICATIONS | &nbsp;&nbsp;&nbsp; TOTAL TELECOMMUNICATIONS | &nbsp;&nbsp; $7076412 |
| **TRANSPORTATION - 0.6%** | **TRANSPORTATION - 0.6%** | **TRANSPORTATION - 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ryder System, Inc., Sr. Unsecured,, <br>4.30%, 12/01/30<br>| &nbsp;&nbsp; 1300000 | &nbsp;&nbsp; 1294024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ryder System, Inc., Sr. Unsecured, MTN, <br>2.85%, 03/01/27<br>| &nbsp;&nbsp; 2645000 | &nbsp;&nbsp; 2614232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp., Sr. Unsecured, <br>4.30%, 03/01/49<br>| &nbsp;&nbsp; 675000 | &nbsp;&nbsp; 560410 |
| &nbsp;&nbsp;&nbsp; TOTAL TRANSPORTATION | &nbsp;&nbsp;&nbsp; TOTAL TRANSPORTATION | &nbsp;&nbsp; $4468666 |
| **TRUCKING & LEASING - 0.4%** | **TRUCKING & LEASING - 0.4%** | **TRUCKING & LEASING - 0.4%** |
| &nbsp;&nbsp;&nbsp; GATX Corp., Sr. Unsecured |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1496520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 981221 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | &nbsp;&nbsp; $640000 | &nbsp;&nbsp; $600732 |
| &nbsp;&nbsp;&nbsp; TOTAL TRUCKING & LEASING | &nbsp;&nbsp;&nbsp; TOTAL TRUCKING & LEASING | &nbsp;&nbsp; $3078473 |
| **TOTAL CORPORATE BONDS** <br>**(COST $256,928,567)** | **TOTAL CORPORATE BONDS** <br>**(COST $256,928,567)** | &nbsp;&nbsp; **$252838417** |
| **GOVERNMENT AGENCIES - 1.1%** | **GOVERNMENT AGENCIES - 1.1%** | **GOVERNMENT AGENCIES - 1.1%** |
| **FEDERAL HOME LOAN BANK (FHLB) - 0.9%** | **FEDERAL HOME LOAN BANK (FHLB) - 0.9%** | **FEDERAL HOME LOAN BANK (FHLB) - 0.9%** |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/16/28<sup>#</sup> <br>| &nbsp;&nbsp; 6960000 | &nbsp;&nbsp; 6893177 |
| **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.2%** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.2%** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 0.2%** |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/29 | &nbsp;&nbsp; 750000 | &nbsp;&nbsp; 810035 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/30<sup>#</sup> <br>| &nbsp;&nbsp; 400000 | &nbsp;&nbsp; 455598 |
| &nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp; $1265633 |
| **TOTAL GOVERNMENT AGENCIES** <br>**(COST $8,516,832)** | **TOTAL GOVERNMENT AGENCIES** <br>**(COST $8,516,832)** | &nbsp;&nbsp; **$8158810** |
| **MORTGAGE-BACKED SECURITIES - 27.2%** | **MORTGAGE-BACKED SECURITIES - 27.2%** | **MORTGAGE-BACKED SECURITIES - 27.2%** |
| **FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) - 10.3%** | **FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) - 10.3%** | **FEDERAL HOME LOAN MORTGAGE CORPORATION (FHLMC) - 10.3%** |
| &nbsp;&nbsp;&nbsp; Pool C00478, 8.50%, 09/01/26 | &nbsp;&nbsp; 548 | &nbsp;&nbsp; 553 |
| &nbsp;&nbsp;&nbsp; Pool E09010, 2.50%, 09/01/27 | &nbsp;&nbsp; 44698 | &nbsp;&nbsp; 44076 |
| &nbsp;&nbsp;&nbsp; Pool G18497, 3.00%, 01/01/29 | &nbsp;&nbsp; 10136 | &nbsp;&nbsp; 10047 |
| &nbsp;&nbsp;&nbsp; Pool C01272, 6.00%, 12/01/31 | &nbsp;&nbsp; 3897 | &nbsp;&nbsp; 4025 |
| &nbsp;&nbsp;&nbsp; Pool A13990, 4.50%, 10/01/33 | &nbsp;&nbsp; 3532 | &nbsp;&nbsp; 3561 |
| &nbsp;&nbsp;&nbsp; Pool G01625, 5.00%, 11/01/33 | &nbsp;&nbsp; 12097 | &nbsp;&nbsp; 12258 |
| &nbsp;&nbsp;&nbsp; Pool A18401, 6.00%, 02/01/34 | &nbsp;&nbsp; 4703 | &nbsp;&nbsp; 4957 |
| &nbsp;&nbsp;&nbsp; Pool QN1900, 3.00%, 04/01/35 | &nbsp;&nbsp; 370476 | &nbsp;&nbsp; 361490 |
| &nbsp;&nbsp;&nbsp; Pool G08097, 6.50%, 11/01/35 | &nbsp;&nbsp; 8039 | &nbsp;&nbsp; 8530 |
| &nbsp;&nbsp;&nbsp; Pool G02296, 5.00%, 06/01/36 | &nbsp;&nbsp; 33891 | &nbsp;&nbsp; 34357 |
| &nbsp;&nbsp;&nbsp; Pool G02390, 6.00%, 09/01/36 | &nbsp;&nbsp; 3433 | &nbsp;&nbsp; 3619 |
| &nbsp;&nbsp;&nbsp; Pool G05317, 5.00%, 04/01/37 | &nbsp;&nbsp; 138968 | &nbsp;&nbsp; 140900 |
| &nbsp;&nbsp;&nbsp; Pool G08193, 6.00%, 04/01/37 | &nbsp;&nbsp; 6282 | &nbsp;&nbsp; 6639 |
| &nbsp;&nbsp;&nbsp; Pool G03703, 5.50%, 12/01/37 | &nbsp;&nbsp; 4090 | &nbsp;&nbsp; 4273 |
| &nbsp;&nbsp;&nbsp; Pool G04776, 5.50%, 07/01/38 | &nbsp;&nbsp; 15109 | &nbsp;&nbsp; 15829 |
| &nbsp;&nbsp;&nbsp; Pool G05500, 5.00%, 05/01/39 | &nbsp;&nbsp; 129067 | &nbsp;&nbsp; 130876 |
| &nbsp;&nbsp;&nbsp; Pool A93415, 4.00%, 08/01/40 | &nbsp;&nbsp; 191533 | &nbsp;&nbsp; 189516 |
| &nbsp;&nbsp;&nbsp; Pool A93505, 4.50%, 08/01/40 | &nbsp;&nbsp; 240522 | &nbsp;&nbsp; 242129 |
| &nbsp;&nbsp;&nbsp; Pool A93996, 4.50%, 09/01/40 | &nbsp;&nbsp; 178119 | &nbsp;&nbsp; 179309 |
| &nbsp;&nbsp;&nbsp; Pool G06222, 4.00%, 01/01/41 | &nbsp;&nbsp; 286236 | &nbsp;&nbsp; 283738 |
| &nbsp;&nbsp;&nbsp; Pool A97047, 4.50%, 02/01/41 | &nbsp;&nbsp; 177168 | &nbsp;&nbsp; 177967 |
| &nbsp;&nbsp;&nbsp; Pool G06956, 4.50%, 08/01/41 | &nbsp;&nbsp; 183407 | &nbsp;&nbsp; 184235 |
| &nbsp;&nbsp;&nbsp; Pool C03750, 3.50%, 02/01/42 | &nbsp;&nbsp; 80560 | &nbsp;&nbsp; 76845 |
| &nbsp;&nbsp;&nbsp; Pool C03849, 3.50%, 04/01/42 | &nbsp;&nbsp; 43846 | &nbsp;&nbsp; 41209 |
| &nbsp;&nbsp;&nbsp; Pool Q08305, 3.50%, 05/01/42 | &nbsp;&nbsp; 326288 | &nbsp;&nbsp; 316715 |
| &nbsp;&nbsp;&nbsp; Pool C04305, 3.00%, 11/01/42 | &nbsp;&nbsp; 864502 | &nbsp;&nbsp; 800763 |
| &nbsp;&nbsp;&nbsp; Pool C09020, 3.50%, 11/01/42 | &nbsp;&nbsp; 643463 | &nbsp;&nbsp; 613785 |
| &nbsp;&nbsp;&nbsp; Pool G07266, 4.00%, 12/01/42 | &nbsp;&nbsp; 548177 | &nbsp;&nbsp; 541554 |
| &nbsp;&nbsp;&nbsp; Pool C04444, 3.00%, 01/01/43 | &nbsp;&nbsp; 28363 | &nbsp;&nbsp; 26073 |
| &nbsp;&nbsp;&nbsp; Pool C09029, 3.00%, 03/01/43 | &nbsp;&nbsp; 121974 | &nbsp;&nbsp; 113274 |
| &nbsp;&nbsp;&nbsp; Pool G08534, 3.00%, 06/01/43 | &nbsp;&nbsp; 150565 | &nbsp;&nbsp; 139826 |
| &nbsp;&nbsp;&nbsp; Pool Q19476, 3.50%, 06/01/43 | &nbsp;&nbsp; 239870 | &nbsp;&nbsp; 229780 |
| &nbsp;&nbsp;&nbsp; Pool C09044, 3.50%, 07/01/43 | &nbsp;&nbsp; 285653 | &nbsp;&nbsp; 273641 |
| &nbsp;&nbsp;&nbsp; Pool G07889, 3.50%, 08/01/43 | &nbsp;&nbsp; 239022 | &nbsp;&nbsp; 227947 |
| &nbsp;&nbsp;&nbsp; Pool G07624, 4.00%, 12/01/43 | &nbsp;&nbsp; 253287 | &nbsp;&nbsp; 252583 |
| &nbsp;&nbsp;&nbsp; Pool G60038, 3.50%, 01/01/44 | &nbsp;&nbsp; 1375639 | &nbsp;&nbsp; 1312202 |
| &nbsp;&nbsp;&nbsp; Pool G07680, 4.00%, 04/01/44 | &nbsp;&nbsp; 447661 | &nbsp;&nbsp; 436436 |
| &nbsp;&nbsp;&nbsp; Pool G07943, 4.50%, 08/01/44 | &nbsp;&nbsp; 23324 | &nbsp;&nbsp; 23559 |
| &nbsp;&nbsp;&nbsp; Pool G08607, 4.50%, 09/01/44 | &nbsp;&nbsp; 162215 | &nbsp;&nbsp; 163632 |

---

*January 31, 2026 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp; Pool Q33547, 3.50%, 05/01/45 | &nbsp;&nbsp; $225186 | &nbsp;&nbsp; $213505 |
| &nbsp;&nbsp;&nbsp; Pool Q36970, 4.00%, 10/01/45 | &nbsp;&nbsp; 104795 | &nbsp;&nbsp; 102803 |
| &nbsp;&nbsp;&nbsp; Pool G60384, 4.50%, 12/01/45 | &nbsp;&nbsp; 16227 | &nbsp;&nbsp; 16361 |
| &nbsp;&nbsp;&nbsp; Pool Q39644, 3.50%, 03/01/46 | &nbsp;&nbsp; 675849 | &nbsp;&nbsp; 640635 |
| &nbsp;&nbsp;&nbsp; Pool Q39438, 4.00%, 03/01/46 | &nbsp;&nbsp; 679618 | &nbsp;&nbsp; 663440 |
| &nbsp;&nbsp;&nbsp; Pool G08705, 3.00%, 05/01/46 | &nbsp;&nbsp; 62275 | &nbsp;&nbsp; 56849 |
| &nbsp;&nbsp;&nbsp; Pool G08708, 4.50%, 05/01/46 | &nbsp;&nbsp; 108456 | &nbsp;&nbsp; 109204 |
| &nbsp;&nbsp;&nbsp; Pool ZS4671, 3.00%, 08/01/46 | &nbsp;&nbsp; 403195 | &nbsp;&nbsp; 367101 |
| &nbsp;&nbsp;&nbsp; Pool Q44452, 3.00%, 11/01/46 | &nbsp;&nbsp; 583200 | &nbsp;&nbsp; 532393 |
| &nbsp;&nbsp;&nbsp; Pool ZS4693, 3.00%, 12/01/46 | &nbsp;&nbsp; 1124939 | &nbsp;&nbsp; 1024221 |
| &nbsp;&nbsp;&nbsp; Pool SD8037, 2.50%, 01/01/50 | &nbsp;&nbsp; 2269555 | &nbsp;&nbsp; 1956871 |
| &nbsp;&nbsp;&nbsp; Pool RA2341, 2.50%, 04/01/50 | &nbsp;&nbsp; 1951157 | &nbsp;&nbsp; 1681110 |
| &nbsp;&nbsp;&nbsp; Pool SD8104, 1.50%, 11/01/50 | &nbsp;&nbsp; 2082479 | &nbsp;&nbsp; 1618124 |
| &nbsp;&nbsp;&nbsp; Pool RA4349, 2.50%, 01/01/51 | &nbsp;&nbsp; 1008192 | &nbsp;&nbsp; 869339 |
| &nbsp;&nbsp;&nbsp; Pool SD8141, 2.50%, 04/01/51 | &nbsp;&nbsp; 955242 | &nbsp;&nbsp; 818166 |
| &nbsp;&nbsp;&nbsp; Pool SD0778, 2.50%, 12/01/51 | &nbsp;&nbsp; 4132849 | &nbsp;&nbsp; 3515774 |
| &nbsp;&nbsp;&nbsp; Pool SD8190, 3.00%, 01/01/52 | &nbsp;&nbsp; 1726060 | &nbsp;&nbsp; 1547949 |
| &nbsp;&nbsp;&nbsp; Pool SD8199, 2.00%, 03/01/52 | &nbsp;&nbsp; 4296815 | &nbsp;&nbsp; 3503557 |
| &nbsp;&nbsp;&nbsp; Pool QE2363, 3.50%, 05/01/52 | &nbsp;&nbsp; 1006470 | &nbsp;&nbsp; 933651 |
| &nbsp;&nbsp;&nbsp; Pool SD3139, 3.50%, 07/01/52 | &nbsp;&nbsp; 866695 | &nbsp;&nbsp; 804215 |
| &nbsp;&nbsp;&nbsp; Pool RA7777, 4.50%, 08/01/52 | &nbsp;&nbsp; 2709679 | &nbsp;&nbsp; 2658709 |
| &nbsp;&nbsp;&nbsp; Pool SD8254, 3.00%, 10/01/52 | &nbsp;&nbsp; 3215635 | &nbsp;&nbsp; 2850381 |
| &nbsp;&nbsp;&nbsp; Pool SD2066, 4.00%, 12/01/52 | &nbsp;&nbsp; 551073 | &nbsp;&nbsp; 526630 |
| &nbsp;&nbsp;&nbsp; Pool SD3238, 5.50%, 12/01/52 | &nbsp;&nbsp; 1575432 | &nbsp;&nbsp; 1606617 |
| &nbsp;&nbsp;&nbsp; Pool SD2617, 5.00%, 03/01/53 | &nbsp;&nbsp; 4666583 | &nbsp;&nbsp; 4686197 |
| &nbsp;&nbsp;&nbsp; Pool RA8714, 4.50%, 04/01/53 | &nbsp;&nbsp; 6421346 | &nbsp;&nbsp; 6316616 |
| &nbsp;&nbsp;&nbsp; Pool RA8647, 4.50%, 05/01/53 | &nbsp;&nbsp; 2007344 | &nbsp;&nbsp; 1977799 |
| &nbsp;&nbsp;&nbsp; Pool SD3786, 5.00%, 05/01/53 | &nbsp;&nbsp; 1107789 | &nbsp;&nbsp; 1116235 |
| &nbsp;&nbsp;&nbsp; Pool RA9431, 5.50%, 07/01/53 | &nbsp;&nbsp; 2802262 | &nbsp;&nbsp; 2880798 |
| &nbsp;&nbsp;&nbsp; Pool SD3745, 6.00%, 09/01/53 | &nbsp;&nbsp; 2944162 | &nbsp;&nbsp; 3024021 |
| &nbsp;&nbsp;&nbsp; Pool SD5763, 5.50%, 07/01/54 | &nbsp;&nbsp; 1966930 | &nbsp;&nbsp; 2005255 |
| &nbsp;&nbsp;&nbsp; Pool RJ2210, 6.00%, 08/01/54 | &nbsp;&nbsp; 5028643 | &nbsp;&nbsp; 5168199 |
| &nbsp;&nbsp;&nbsp; Pool SL0727, 5.50%, 02/01/55 | &nbsp;&nbsp; 2303236 | &nbsp;&nbsp; 2345098 |
| &nbsp;&nbsp;&nbsp; Pool SL3524, 5.50%, 06/01/55 | &nbsp;&nbsp; 6829129 | &nbsp;&nbsp; 6948831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION <br> (FHLMC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL FEDERAL HOME LOAN MORTGAGE CORPORATION <br> (FHLMC) | &nbsp;&nbsp; $72719362 |
| **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 16.9%** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 16.9%** | **FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) - 16.9%** |
| &nbsp;&nbsp;&nbsp; Pool 256639, 5.00%, 02/01/27 | &nbsp;&nbsp; 1535 | &nbsp;&nbsp; 1539 |
| &nbsp;&nbsp;&nbsp; Pool 256752, 6.00%, 06/01/27 | &nbsp;&nbsp; 2093 | &nbsp;&nbsp; 2109 |
| &nbsp;&nbsp;&nbsp; Pool 257007, 6.00%, 12/01/27 | &nbsp;&nbsp; 2580 | &nbsp;&nbsp; 2609 |
| &nbsp;&nbsp;&nbsp; Pool AB8997, 2.50%, 04/01/28 | &nbsp;&nbsp; 15468 | &nbsp;&nbsp; 15275 |
| &nbsp;&nbsp;&nbsp; Pool AS4480, 2.50%, 02/01/30 | &nbsp;&nbsp; 133950 | &nbsp;&nbsp; 130899 |
| &nbsp;&nbsp;&nbsp; Pool AS7462, 2.50%, 06/01/31 | &nbsp;&nbsp; 75720 | &nbsp;&nbsp; 73863 |
| &nbsp;&nbsp;&nbsp; Pool 254007, 6.50%, 10/01/31 | &nbsp;&nbsp; 1867 | &nbsp;&nbsp; 1956 |
| &nbsp;&nbsp;&nbsp; Pool 254240, 7.00%, 03/01/32 | &nbsp;&nbsp; 6538 | &nbsp;&nbsp; 6906 |
| &nbsp;&nbsp;&nbsp; Pool 638023, 6.50%, 04/01/32 | &nbsp;&nbsp; 18052 | &nbsp;&nbsp; 18832 |
| &nbsp;&nbsp;&nbsp; Pool 642345, 6.50%, 05/01/32 | &nbsp;&nbsp; 10619 | &nbsp;&nbsp; 11075 |
| &nbsp;&nbsp;&nbsp; Pool 651292, 6.50%, 07/01/32 | &nbsp;&nbsp; 27111 | &nbsp;&nbsp; 28025 |
| &nbsp;&nbsp;&nbsp; Pool 686398, 6.00%, 03/01/33 | &nbsp;&nbsp; 30780 | &nbsp;&nbsp; 31883 |
| &nbsp;&nbsp;&nbsp; Pool BP6496, 2.00%, 07/01/35 | &nbsp;&nbsp; 537580 | &nbsp;&nbsp; 500205 |
| &nbsp;&nbsp;&nbsp; Pool MA4095, 2.00%, 08/01/35 | &nbsp;&nbsp; 688439 | &nbsp;&nbsp; 640567 |
| &nbsp;&nbsp;&nbsp; Pool 745412, 5.50%, 12/01/35 | &nbsp;&nbsp; 9969 | &nbsp;&nbsp; 10401 |
| &nbsp;&nbsp;&nbsp; Pool 888789, 5.00%, 07/01/36 | &nbsp;&nbsp; 56600 | &nbsp;&nbsp; 58459 |
| &nbsp;&nbsp;&nbsp; Pool 256515, 6.50%, 12/01/36 | &nbsp;&nbsp; 4153 | &nbsp;&nbsp; 4412 |
| &nbsp;&nbsp;&nbsp; Pool AE0217, 4.50%, 08/01/40 | &nbsp;&nbsp; 28725 | &nbsp;&nbsp; 28881 |
| &nbsp;&nbsp;&nbsp; Pool AB1796, 3.50%, 11/01/40 | &nbsp;&nbsp; 169987 | &nbsp;&nbsp; 164039 |
| &nbsp;&nbsp;&nbsp; Pool AH5583, 4.50%, 02/01/41 | &nbsp;&nbsp; 73360 | &nbsp;&nbsp; 74054 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp; Pool 890551, 4.50%, 08/01/41 | &nbsp;&nbsp; $18656 | &nbsp;&nbsp; $18832 |
| &nbsp;&nbsp;&nbsp; Pool AL0658, 4.50%, 08/01/41 | &nbsp;&nbsp; 108410 | &nbsp;&nbsp; 109436 |
| &nbsp;&nbsp;&nbsp; Pool AL1319, 4.50%, 10/01/41 | &nbsp;&nbsp; 132375 | &nbsp;&nbsp; 133254 |
| &nbsp;&nbsp;&nbsp; Pool AL6302, 4.50%, 10/01/41 | &nbsp;&nbsp; 192607 | &nbsp;&nbsp; 194429 |
| &nbsp;&nbsp;&nbsp; Pool AX5302, 4.00%, 01/01/42 | &nbsp;&nbsp; 333477 | &nbsp;&nbsp; 328127 |
| &nbsp;&nbsp;&nbsp; Pool AK4523, 4.00%, 03/01/42 | &nbsp;&nbsp; 381181 | &nbsp;&nbsp; 377407 |
| &nbsp;&nbsp;&nbsp; Pool AL2034, 4.50%, 04/01/42 | &nbsp;&nbsp; 41453 | &nbsp;&nbsp; 41602 |
| &nbsp;&nbsp;&nbsp; Pool AB7936, 3.00%, 02/01/43 | &nbsp;&nbsp; 563930 | &nbsp;&nbsp; 524698 |
| &nbsp;&nbsp;&nbsp; Pool AL3761, 4.50%, 02/01/43 | &nbsp;&nbsp; 57377 | &nbsp;&nbsp; 57796 |
| &nbsp;&nbsp;&nbsp; Pool MA1458, 3.00%, 06/01/43 | &nbsp;&nbsp; 120391 | &nbsp;&nbsp; 111377 |
| &nbsp;&nbsp;&nbsp; Pool AT7899, 3.50%, 07/01/43 | &nbsp;&nbsp; 785855 | &nbsp;&nbsp; 753783 |
| &nbsp;&nbsp;&nbsp; Pool AS0302, 3.00%, 08/01/43 | &nbsp;&nbsp; 1296523 | &nbsp;&nbsp; 1199434 |
| &nbsp;&nbsp;&nbsp; Pool AU4279, 3.00%, 09/01/43 | &nbsp;&nbsp; 264695 | &nbsp;&nbsp; 244874 |
| &nbsp;&nbsp;&nbsp; Pool AL5537, 4.50%, 04/01/44 | &nbsp;&nbsp; 88281 | &nbsp;&nbsp; 89280 |
| &nbsp;&nbsp;&nbsp; Pool AS3155, 4.00%, 08/01/44 | &nbsp;&nbsp; 13319 | &nbsp;&nbsp; 13080 |
| &nbsp;&nbsp;&nbsp; Pool AX0833, 3.50%, 09/01/44 | &nbsp;&nbsp; 216296 | &nbsp;&nbsp; 206587 |
| &nbsp;&nbsp;&nbsp; Pool AL6325, 3.00%, 10/01/44 | &nbsp;&nbsp; 834005 | &nbsp;&nbsp; 771433 |
| &nbsp;&nbsp;&nbsp; Pool AS5136, 4.00%, 06/01/45 | &nbsp;&nbsp; 74789 | &nbsp;&nbsp; 73264 |
| &nbsp;&nbsp;&nbsp; Pool AZ7362, 4.00%, 11/01/45 | &nbsp;&nbsp; 205594 | &nbsp;&nbsp; 201121 |
| &nbsp;&nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/45 | &nbsp;&nbsp; 293975 | &nbsp;&nbsp; 277603 |
| &nbsp;&nbsp;&nbsp; Pool BC0326, 3.50%, 12/01/45 | &nbsp;&nbsp; 264949 | &nbsp;&nbsp; 250189 |
| &nbsp;&nbsp;&nbsp; Pool BC0245, 3.00%, 02/01/46 | &nbsp;&nbsp; 166007 | &nbsp;&nbsp; 151799 |
| &nbsp;&nbsp;&nbsp; Pool BC0830, 3.00%, 04/01/46 | &nbsp;&nbsp; 248510 | &nbsp;&nbsp; 226289 |
| &nbsp;&nbsp;&nbsp; Pool AS7568, 4.50%, 07/01/46 | &nbsp;&nbsp; 34398 | &nbsp;&nbsp; 34291 |
| &nbsp;&nbsp;&nbsp; Pool BC4764, 3.00%, 10/01/46 | &nbsp;&nbsp; 345446 | &nbsp;&nbsp; 314515 |
| &nbsp;&nbsp;&nbsp; Pool MA2771, 3.00%, 10/01/46 | &nbsp;&nbsp; 102273 | &nbsp;&nbsp; 93117 |
| &nbsp;&nbsp;&nbsp; Pool AS8276, 3.00%, 11/01/46 | &nbsp;&nbsp; 352541 | &nbsp;&nbsp; 320974 |
| &nbsp;&nbsp;&nbsp; Pool BC9003, 3.00%, 11/01/46 | &nbsp;&nbsp; 362288 | &nbsp;&nbsp; 329852 |
| &nbsp;&nbsp;&nbsp; Pool BE1899, 3.00%, 11/01/46 | &nbsp;&nbsp; 1414709 | &nbsp;&nbsp; 1288037 |
| &nbsp;&nbsp;&nbsp; Pool BE3767, 3.50%, 07/01/47 | &nbsp;&nbsp; 313570 | &nbsp;&nbsp; 294626 |
| &nbsp;&nbsp;&nbsp; Pool BH2618, 3.50%, 08/01/47 | &nbsp;&nbsp; 92372 | &nbsp;&nbsp; 86792 |
| &nbsp;&nbsp;&nbsp; Pool MA3088, 4.00%, 08/01/47 | &nbsp;&nbsp; 267458 | &nbsp;&nbsp; 259164 |
| &nbsp;&nbsp;&nbsp; Pool BH4010, 4.50%, 09/01/47 | &nbsp;&nbsp; 251692 | &nbsp;&nbsp; 250825 |
| &nbsp;&nbsp;&nbsp; Pool BH9215, 3.50%, 01/01/48 | &nbsp;&nbsp; 449093 | &nbsp;&nbsp; 421972 |
| &nbsp;&nbsp;&nbsp; Pool BJ0650, 3.50%, 03/01/48 | &nbsp;&nbsp; 1883307 | &nbsp;&nbsp; 1763571 |
| &nbsp;&nbsp;&nbsp; Pool BJ0639, 4.00%, 03/01/48 | &nbsp;&nbsp; 104953 | &nbsp;&nbsp; 101620 |
| &nbsp;&nbsp;&nbsp; Pool BJ9169, 4.00%, 05/01/48 | &nbsp;&nbsp; 491195 | &nbsp;&nbsp; 475605 |
| &nbsp;&nbsp;&nbsp; Pool BK4764, 4.00%, 08/01/48 | &nbsp;&nbsp; 465227 | &nbsp;&nbsp; 450462 |
| &nbsp;&nbsp;&nbsp; Pool BN1628, 4.50%, 11/01/48 | &nbsp;&nbsp; 215808 | &nbsp;&nbsp; 213853 |
| &nbsp;&nbsp;&nbsp; Pool BM5334, 3.50%, 01/01/49 | &nbsp;&nbsp; 433447 | &nbsp;&nbsp; 409073 |
| &nbsp;&nbsp;&nbsp; Pool MA3871, 3.00%, 12/01/49 | &nbsp;&nbsp; 1153027 | &nbsp;&nbsp; 1039747 |
| &nbsp;&nbsp;&nbsp; Pool CA5306, 3.00%, 03/01/50 | &nbsp;&nbsp; 952648 | &nbsp;&nbsp; 852600 |
| &nbsp;&nbsp;&nbsp; Pool CA5353, 3.50%, 03/01/50 | &nbsp;&nbsp; 846454 | &nbsp;&nbsp; 788145 |
| &nbsp;&nbsp;&nbsp; Pool MA4100, 2.00%, 08/01/50 | &nbsp;&nbsp; 1106185 | &nbsp;&nbsp; 907214 |
| &nbsp;&nbsp;&nbsp; Pool FM3989, 2.50%, 08/01/50 | &nbsp;&nbsp; 698801 | &nbsp;&nbsp; 601043 |
| &nbsp;&nbsp;&nbsp; Pool CA6983, 2.00%, 09/01/50 | &nbsp;&nbsp; 1921483 | &nbsp;&nbsp; 1588154 |
| &nbsp;&nbsp;&nbsp; Pool CA7106, 2.00%, 09/01/50 | &nbsp;&nbsp; 1240120 | &nbsp;&nbsp; 1024991 |
| &nbsp;&nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/50 | &nbsp;&nbsp; 829473 | &nbsp;&nbsp; 680256 |
| &nbsp;&nbsp;&nbsp; Pool BQ2999, 2.50%, 10/01/50 | &nbsp;&nbsp; 1612754 | &nbsp;&nbsp; 1382649 |
| &nbsp;&nbsp;&nbsp; Pool CA7383, 3.00%, 10/01/50 | &nbsp;&nbsp; 1087946 | &nbsp;&nbsp; 976669 |
| &nbsp;&nbsp;&nbsp; Pool CA7734, 2.50%, 11/01/50 | &nbsp;&nbsp; 1105660 | &nbsp;&nbsp; 952693 |
| &nbsp;&nbsp;&nbsp; Pool FM5297, 3.00%, 11/01/50 | &nbsp;&nbsp; 1435271 | &nbsp;&nbsp; 1299107 |
| &nbsp;&nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/50 | &nbsp;&nbsp; 858186 | &nbsp;&nbsp; 705356 |
| &nbsp;&nbsp;&nbsp; Pool CA8021, 2.50%, 12/01/50 | &nbsp;&nbsp; 3304972 | &nbsp;&nbsp; 2853861 |
| &nbsp;&nbsp;&nbsp; Pool FM5166, 3.00%, 12/01/50 | &nbsp;&nbsp; 744073 | &nbsp;&nbsp; 669395 |
| &nbsp;&nbsp;&nbsp; Pool BQ4495, 2.00%, 02/01/51 | &nbsp;&nbsp; 4663018 | &nbsp;&nbsp; 3817556 |
| &nbsp;&nbsp;&nbsp; Pool CA8929, 2.00%, 02/01/51 | &nbsp;&nbsp; 2168315 | &nbsp;&nbsp; 1785050 |

---

 *January 31, 2026 (unaudited)*

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp; Pool FM6426, 2.00%, 03/01/51 | &nbsp;&nbsp; $1839759 | &nbsp;&nbsp; $1518343 |
| &nbsp;&nbsp;&nbsp; Pool CB0199, 3.00%, 04/01/51 | &nbsp;&nbsp; 587700 | &nbsp;&nbsp; 521687 |
| &nbsp;&nbsp;&nbsp; Pool BR7857, 2.50%, 05/01/51 | &nbsp;&nbsp; 2850620 | &nbsp;&nbsp; 2441862 |
| &nbsp;&nbsp;&nbsp; Pool FM7188, 2.50%, 05/01/51 | &nbsp;&nbsp; 1972195 | &nbsp;&nbsp; 1712943 |
| &nbsp;&nbsp;&nbsp; Pool CB0727, 2.50%, 06/01/51 | &nbsp;&nbsp; 5036053 | &nbsp;&nbsp; 4338813 |
| &nbsp;&nbsp;&nbsp; Pool FM8440, 2.50%, 08/01/51 | &nbsp;&nbsp; 1145014 | &nbsp;&nbsp; 986647 |
| &nbsp;&nbsp;&nbsp; Pool BT6823, 2.50%, 10/01/51 | &nbsp;&nbsp; 2949955 | &nbsp;&nbsp; 2527169 |
| &nbsp;&nbsp;&nbsp; Pool FM9949, 2.00%, 12/01/51 | &nbsp;&nbsp; 737257 | &nbsp;&nbsp; 609052 |
| &nbsp;&nbsp;&nbsp; Pool FM9871, 2.50%, 12/01/51 | &nbsp;&nbsp; 5300197 | &nbsp;&nbsp; 4566363 |
| &nbsp;&nbsp;&nbsp; Pool BU1416, 3.00%, 01/01/52 | &nbsp;&nbsp; 1770882 | &nbsp;&nbsp; 1592436 |
| &nbsp;&nbsp;&nbsp; Pool FS6380, 2.50%, 02/01/52 | &nbsp;&nbsp; 3339345 | &nbsp;&nbsp; 2840605 |
| &nbsp;&nbsp;&nbsp; Pool FS0982, 3.00%, 03/01/52 | &nbsp;&nbsp; 1510862 | &nbsp;&nbsp; 1355410 |
| &nbsp;&nbsp;&nbsp; Pool FS1571, 2.00%, 04/01/52 | &nbsp;&nbsp; 3285230 | &nbsp;&nbsp; 2685069 |
| &nbsp;&nbsp;&nbsp; Pool CB3334, 3.50%, 04/01/52 | &nbsp;&nbsp; 4712096 | &nbsp;&nbsp; 4392452 |
| &nbsp;&nbsp;&nbsp; Pool MA4598, 2.50%, 05/01/52 | &nbsp;&nbsp; 6119146 | &nbsp;&nbsp; 5220692 |
| &nbsp;&nbsp;&nbsp; Pool BV7245, 4.00%, 05/01/52 | &nbsp;&nbsp; 5308580 | &nbsp;&nbsp; 5099359 |
| &nbsp;&nbsp;&nbsp; Pool MA4644, 4.00%, 05/01/52 | &nbsp;&nbsp; 1058342 | &nbsp;&nbsp; 1016183 |
| &nbsp;&nbsp;&nbsp; Pool FA0609, 2.00%, 06/01/52 | &nbsp;&nbsp; 4297960 | &nbsp;&nbsp; 3504619 |
| &nbsp;&nbsp;&nbsp; Pool CB4818, 4.00%, 10/01/52 | &nbsp;&nbsp; 926605 | &nbsp;&nbsp; 889659 |
| &nbsp;&nbsp;&nbsp; Pool CB4800, 4.50%, 10/01/52 | &nbsp;&nbsp; 5428877 | &nbsp;&nbsp; 5346705 |
| &nbsp;&nbsp;&nbsp; Pool FS5676, 5.00%, 12/01/52 | &nbsp;&nbsp; 5760390 | &nbsp;&nbsp; 5782827 |
| &nbsp;&nbsp;&nbsp; Pool FS6931, 5.50%, 01/01/53 | &nbsp;&nbsp; 2624491 | &nbsp;&nbsp; 2676745 |
| &nbsp;&nbsp;&nbsp; Pool FS5113, 5.50%, 07/01/53 | &nbsp;&nbsp; 564436 | &nbsp;&nbsp; 574569 |
| &nbsp;&nbsp;&nbsp; Pool MA5108, 6.00%, 08/01/53 | &nbsp;&nbsp; 2192045 | &nbsp;&nbsp; 2244761 |
| &nbsp;&nbsp;&nbsp; Pool CB8709, 6.00%, 06/01/54 | &nbsp;&nbsp; 2605956 | &nbsp;&nbsp; 2677347 |
| &nbsp;&nbsp;&nbsp; Pool FS9945, 6.50%, 09/01/54 | &nbsp;&nbsp; 2263791 | &nbsp;&nbsp; 2348670 |
| &nbsp;&nbsp;&nbsp; Pool FS9801, 5.50%, 11/01/54 | &nbsp;&nbsp; 7821176 | &nbsp;&nbsp; 7955734 |
| &nbsp;&nbsp;&nbsp; Pool CB9610, 5.00%, 12/01/54 | &nbsp;&nbsp; 4393167 | &nbsp;&nbsp; 4415536 |
| &nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp;&nbsp; TOTAL FEDERAL NATIONAL MORTGAGE ASSOCIATION (FNMA) | &nbsp;&nbsp; $119036775 |
| **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) - 0.0%\*\*** | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) - 0.0%\*\*** | **GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA) - 0.0%\*\*** |
| &nbsp;&nbsp;&nbsp; Pool 780825, 6.50%, 07/15/28 | &nbsp;&nbsp; 5292 | &nbsp;&nbsp; 5376 |
| &nbsp;&nbsp;&nbsp; Pool 2616, 7.00%, 07/20/28 | &nbsp;&nbsp; 3180 | &nbsp;&nbsp; 3251 |
| &nbsp;&nbsp;&nbsp; Pool 2701, 6.50%, 01/20/29 | &nbsp;&nbsp; 7507 | &nbsp;&nbsp; 7700 |
| &nbsp;&nbsp;&nbsp; Pool 426727, 7.00%, 02/15/29 | &nbsp;&nbsp; 1198 | &nbsp;&nbsp; 1214 |
| &nbsp;&nbsp;&nbsp; Pool 503405, 6.50%, 04/15/29 | &nbsp;&nbsp; 4189 | &nbsp;&nbsp; 4345 |
| &nbsp;&nbsp;&nbsp; Pool 781231, 7.00%, 12/15/30 | &nbsp;&nbsp; 4547 | &nbsp;&nbsp; 4666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION <br> (GNMA) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL GOVERNMENT NATIONAL MORTGAGE ASSOCIATION <br> (GNMA) | &nbsp;&nbsp; $26552 |
| **TOTAL MORTGAGE-BACKED SECURITIES** <br>**(COST $203,330,678)** | **TOTAL MORTGAGE-BACKED SECURITIES** <br>**(COST $203,330,678)** | &nbsp;&nbsp; **$191782689** |
| **U.S. TREASURY OBLIGATIONS - 35.0%** | **U.S. TREASURY OBLIGATIONS - 35.0%** | **U.S. TREASURY OBLIGATIONS - 35.0%** |
| **U.S. TREASURY BONDS - 9.5%** | **U.S. TREASURY BONDS - 9.5%** | **U.S. TREASURY BONDS - 9.5%** |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/27 | &nbsp;&nbsp; 450000 | &nbsp;&nbsp; 468002 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/29<sup>#</sup> <br>| &nbsp;&nbsp; 12500000 | &nbsp;&nbsp; 13081910 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/30 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 547875 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 | &nbsp;&nbsp; 600000 | &nbsp;&nbsp; 641077 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 | &nbsp;&nbsp; 985000 | &nbsp;&nbsp; 685276 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1467080 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 401373 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 | &nbsp;&nbsp; 881000 | &nbsp;&nbsp; 758669 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | &nbsp;&nbsp; 365000 | &nbsp;&nbsp; 318984 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/44 | &nbsp;&nbsp; 2106000 | &nbsp;&nbsp; 1804207 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 | &nbsp;&nbsp; 6637000 | &nbsp;&nbsp; 5244280 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1543356 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 | &nbsp;&nbsp; 6500000 | &nbsp;&nbsp; 6346111 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 | &nbsp;&nbsp; $2135000 | &nbsp;&nbsp; $1507272 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/45 | &nbsp;&nbsp; 3575000 | &nbsp;&nbsp; 3543941 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp; 1533964 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp; 224480 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 | &nbsp;&nbsp; 765000 | &nbsp;&nbsp; 583069 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp; 280000 | &nbsp;&nbsp; 194580 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp; 1098000 | &nbsp;&nbsp; 824953 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/47 | &nbsp;&nbsp; 1695000 | &nbsp;&nbsp; 1269325 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 | &nbsp;&nbsp; 2235000 | &nbsp;&nbsp; 1587341 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | &nbsp;&nbsp; 3300000 | &nbsp;&nbsp; 1576314 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 1471940 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp; 1308302 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp; 9755000 | &nbsp;&nbsp; 5571552 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp; 3035000 | &nbsp;&nbsp; 2443200 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2643373 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 2873633 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/54 | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1407283 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/55 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 957997 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/55 | &nbsp;&nbsp; 2240000 | &nbsp;&nbsp; 2146276 |
| &nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY BONDS | &nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY BONDS | &nbsp;&nbsp; $66976995 |
| **U.S. TREASURY NOTES - 25.5%** | **U.S. TREASURY NOTES - 25.5%** | **U.S. TREASURY NOTES - 25.5%** |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/27 | &nbsp;&nbsp; 530000 | &nbsp;&nbsp; 523067 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | &nbsp;&nbsp; 250000 | &nbsp;&nbsp; 243723 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4953540 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3008341 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/30/27 | &nbsp;&nbsp; 450000 | &nbsp;&nbsp; 431504 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp; 13914191 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | &nbsp;&nbsp; 300000 | &nbsp;&nbsp; 293396 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 504213 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/15/28 | &nbsp;&nbsp; 6750000 | &nbsp;&nbsp; 6645507 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp; 10090557 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 5034159 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp; 500000 | &nbsp;&nbsp; 473540 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4916127 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp; 5606505 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp; 7540874 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3099618 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | &nbsp;&nbsp; 350000 | &nbsp;&nbsp; 345707 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/29 | &nbsp;&nbsp; 6900000 | &nbsp;&nbsp; 6631502 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/29 | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 7132375 |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/15/29 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4666806 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/29 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3926907 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/30 | &nbsp;&nbsp; 8500000 | &nbsp;&nbsp; 8421299 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/15/30 | &nbsp;&nbsp; 550000 | &nbsp;&nbsp; 482599 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/31/30 | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 1515062 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/30/30 | &nbsp;&nbsp; 2985000 | &nbsp;&nbsp; 2947143 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 3515194 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4472152 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/31/31 | &nbsp;&nbsp; 6250000 | &nbsp;&nbsp; 6481383 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp; 1880000 | &nbsp;&nbsp; 1634398 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp; 5337147 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/32 | &nbsp;&nbsp; 8145000 | &nbsp;&nbsp; 8223327 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp; 4540303 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6503492 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/32 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp; 4026647 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/33 | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp; 6699739 |

---

*January 31, 2026 (unaudited)* 

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (continued)*

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/33 | &nbsp;&nbsp; $5000000 | &nbsp;&nbsp; $4934782 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/34 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp; 4896778 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 9043129 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/35 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3095254 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp; 3003279 |
| &nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES | &nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES | &nbsp;&nbsp; $179755266 |
| **TOTAL U.S. TREASURY OBLIGATIONS** <br>**(COST $261,644,591)** | **TOTAL U.S. TREASURY OBLIGATIONS** <br>**(COST $261,644,591)** | &nbsp;&nbsp; **$246732261** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **MONEY MARKET FUND - 0.1%** | **MONEY MARKET FUND - 0.1%** | **MONEY MARKET FUND - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management <br> Fund, Institutional Shares, 3.58%<sup>^</sup> <br>| &nbsp;&nbsp; 303298 | &nbsp;&nbsp; 303298 |
| **TOTAL MONEY MARKET FUND** <br>**(COST $303,298)** | **TOTAL MONEY MARKET FUND** <br>**(COST $303,298)** | &nbsp;&nbsp; **$303298** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** |  |
| **CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN - 3.3%** | **CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN - 3.3%** | **CASH COLLATERAL INVESTED FOR SECURITIES ON LOAN - 3.3%** |
| **REPURCHASE AGREEMENTS - 3.3%** | **REPURCHASE AGREEMENTS - 3.3%** | **REPURCHASE AGREEMENTS - 3.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, 3.67%, dated 1/30/26, <br> due 2/02/26, repurchase price <br> $4,074,063, collateralized by <br> U.S. Government Agency Securities, <br> 2.00% to 8.00%, maturing 9/20/50 to <br> 11/20/65; total market value of <br> $4,154,273.<br>| &nbsp;&nbsp; $4072817 | &nbsp;&nbsp; 4072817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CF Secured LLC, 3.68%, dated 1/30/26, due <br> 2/02/26, repurchase price $4,074,066, <br> collateralized by U.S. Government Agency <br> & Treasury Securities, 0.00% to 7.00%, <br> maturing 2/28/27 to 9/20/65; total <br> market value of $4,154,274.<br>| &nbsp;&nbsp; 4072817 | &nbsp;&nbsp; 4072817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citadel Securities LLC, 3.71%, dated <br> 1/30/26, due 2/02/26, repurchase price <br> $4,334,124, collateralized by <br> U.S. Treasury Securities, 0.00% to 4.50%, <br> maturing 2/15/26 to 11/15/55; total <br> market value of $4,420,806.<br>| &nbsp;&nbsp; 4332784 | &nbsp;&nbsp; 4332784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Ltd., 3.67%, dated <br> 1/30/26, due 2/02/26, repurchase price <br> $4,074,063, collateralized by <br> U.S. Government Agency Securities, <br> 3.50% to 7.50%, maturing 11/01/49 to <br> 1/20/56; total market value of <br> $4,154,273.<br>| &nbsp;&nbsp; 4072817 | &nbsp;&nbsp; 4072817 |

---

---

| | | |
|:---|:---|:---|
| **Description** | **Par Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clear Street LLC, 3.72%, dated 1/30/26, due <br> 2/02/26, repurchase price $1,512,380, <br> collateralized by U.S. Government Agency <br> Securities, 2.50% to 7.00%, maturing <br> 11/01/30 to 2/01/56; total market value <br> of $1,542,149.<br>| &nbsp;&nbsp; $1511911 | &nbsp;&nbsp; $1511911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Securities USA, Inc., 3.67%, dated <br> 1/30/26, due 2/02/26, repurchase price <br> $1,406,364, collateralized by <br> U.S. Treasury Securities, 3.88% to 4.50%, <br> maturing 12/31/31 to 5/15/43; total <br> market value of $1,434,053.<br>| &nbsp;&nbsp; 1405934 | &nbsp;&nbsp; 1405934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Securities USA, Inc., 3.68%, dated <br> 1/30/26, due 2/02/26, repurchase price <br> $2,178,188, collateralized by <br> U.S. Government Agency & Treasury <br> Securities, 0.00% to 8.00%, maturing <br> 11/20/30 to 1/20/56; total market value <br> of $2,221,070.<br>| &nbsp;&nbsp; 2177520 | &nbsp;&nbsp; 2177520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RBC Dominion Securities, Inc., 3.67%, dated <br> 1/30/26, due 2/02/26, repurchase price <br> $1,774,397, collateralized by <br> U.S. Government Agency & Treasury <br> Securities, 0.00% to 7.00%, maturing <br> 7/31/30 to 5/01/54; total market value of <br> $1,809,332.<br>| &nbsp;&nbsp; 1773854 | &nbsp;&nbsp; 1773854 |
| **TOTAL REPURCHASE AGREEMENTS** <br>**(COST $23,420,454)** | **TOTAL REPURCHASE AGREEMENTS** <br>**(COST $23,420,454)** | &nbsp;&nbsp; **$23420454** |
| **TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON** <br> **LOAN** <br>**(COST $23,420,454)** | **TOTAL CASH COLLATERAL INVESTED FOR SECURITIES ON** <br> **LOAN** <br>**(COST $23,420,454)** | &nbsp;&nbsp; **$23420454** |
| **TOTAL INVESTMENTS - 102.6%** <br>**(COST $754,174,842)** | **TOTAL INVESTMENTS - 102.6%** <br>**(COST $754,174,842)** | &nbsp;&nbsp; **$723267907** |
| **COLLATERAL FOR SECURITIES ON LOAN - (3.3%)** | **COLLATERAL FOR SECURITIES ON LOAN - (3.3%)** | &nbsp;&nbsp; **(23420454)**<br>|
| **OTHER ASSETS LESS LIABILITIES - 0.7%** | **OTHER ASSETS LESS LIABILITIES - 0.7%** | &nbsp;&nbsp; **5158751** |
| **TOTAL NET ASSETS - 100.0%** | **TOTAL NET ASSETS - 100.0%** | &nbsp;&nbsp; **$705006204** |

---

 *January 31, 2026 (unaudited)*

------

*PORTFOLIO OF INVESTMENTS*

*Wilmington Broad Market Bond Fund (concluded)*

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, 2026 in valuing the Fund's assets carried at fair value:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Investments in Securities** |  |  |  |  |
| Adjustable Rate Mortgage | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $4363 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $4363 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27615 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27615 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 252838417 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 252838417 |
| Government Agencies | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8158810 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8158810 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 191782689 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 191782689 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 246732261 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 246732261 |
| Money Market Fund | &nbsp;&nbsp;&nbsp;&nbsp; 303298 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 303298 |
| Repurchase Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23420454 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23420454 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp; $303298 | &nbsp;&nbsp;&nbsp;&nbsp; $722964609 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $723267907 |

---

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 semi-annual or annual financial statements.

------

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

---

| | |
|:---|:---|
| \*\* | Represents less than 0.05%. |
| <sup>Δ</sup> <br>| 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 <br> 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 <br> 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 <br> impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions.<br>|
| <sup>#</sup> <br>| Security, or a portion thereof, is on loan. |
| <sup>Ω</sup> <br>| 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 <br> has determined to be liquid under criteria established by the Fund's Board of Trustees. At January 31, 2026, these liquid restricted securities amounted to <br> $4,911,812, representing 0.70% of total net assets.<br>|
| <sup>^</sup> <br>| 7-Day net yield. |

---

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

---

| | |
|:---|:---|
| The following acronyms are used throughout this Portfolio of Investments: | The following acronyms are used throughout this Portfolio of Investments: |
| BKNT | Bank Notes |
| GMTN | Global Medium Term Note |
| LLC | Limited Liability Corporation |
| LP | Limited Partnership |
| MTN | Medium Term Note |
| NA | National Association |
| PLC | Public Limited Company |
| RFUCCT1Y | Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year |
| SOFR | Secured Overnight Financing Rate |

---

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

------

*January 31, 2026 (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:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $733342380.41

**Total Liabilities:** $29464776.94

**Net Assets:** $703877603.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 195.18483000 | **1-Year:** 21648.99571000 | **5-Year:** 131633.62218000 | **10-Year:** 87746.13859000 | **30-Year:** 9230.59584000

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

- **3-Month:** 0.00000000 | **1-Year:** 3.43003000 | **5-Year:** 2.56976000 | **10-Year:** 778.41032000 | **30-Year:** 30.07567000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015051 | 0.50%                | -0.22%               | 0.18%                |
| Class ID C000015053 | 0.64%                | -0.21%               | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4615.02                | $1948731.58                                |
| Month 2  | $123106.41               | $-3816689.32                               |
| Month 3  | $-1283084.72             | $252240.96                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JOHNSON CONTROLS INTL PL           | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $88662.55     | 0.01%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017407.50   | 0.43%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1901775.55   | 0.27%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMR LLC                            | FMR LLC                                                                         | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1097199.00   | 0.16%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KNKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1612754 | PA      | $1382648.80   | 0.20%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2873142.94   | 0.41%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28725 | PA      | $28881.29     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007344 | PA      | $1977798.71   | 0.28%             | 2053-05-01      | Fixed         | 4.50%                 | 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      | $4666805.50   | 0.66%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035617.00   | 0.29%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $268572.33    | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293975 | PA      | $277603.50    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC            | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5107732.50   | 0.73%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6538 | PA      | $6906.45      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551073 | PA      | $526630.20    | 0.07%             | 2052-12-01      | Fixed         | 4.00%                 | 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      | $6645507.30   | 0.94%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1330520.18   | 0.19%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140H1WL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1883307 | PA      | $1763571.41   | 0.25%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248510 | PA      | $226288.74    | 0.03%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LH24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43846 | PA      | $41208.88     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2082479 | PA      | $1618123.72   | 0.23%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GQ4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92372 | PA      | $86791.69     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015654.00   | 0.43%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292L5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28363 | PA      | $26073.45     | 0.00%             | 2043-01-01      | 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      | $1089358.60   | 0.15%             | 2028-01-15      | Fixed         | 3.62%                 | 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      | $641077.08    | 0.09%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QE3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1240120 | PA      | $1024991.00   | 0.15%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264695 | PA      | $244873.85    | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KQVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6421346 | PA      | $6316616.22   | 0.90%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                        | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1064333.25   | 0.15%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15109 | PA      | $15829.14     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMJW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5760390 | PA      | $5782827.49   | 0.82%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988584.00   | 0.28%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WCQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13319 | PA      | $13079.65     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | 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      | $685276.12    | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | 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      | $1543356.20   | 0.22%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31389WYU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18052 | PA      | $18831.64     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | 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      | $2070253.12   | 0.29%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145014 | PA      | $986646.69    | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1704875.00   | 0.24%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10136 | PA      | $10047.23     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET LLC                   | CLEAR STREET LLC                                                                | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   1511911 | PA      | $1511911.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP               | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1874064.00   | 0.27%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3099617.70   | 0.44%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36207BA42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1198 | PA      | $1213.51      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3515194.40   | 0.50%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                  | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216448.32    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34398 | PA      | $34290.67     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                      | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026179.00   | 0.29%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    835000 | PA      | $796700.64    | 0.11%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718404.00    | 0.10%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999425.50   | 0.43%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EPAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192607 | PA      | $194428.88    | 0.03%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF SECURED, LLC                    | CF SECURED LLC                                                                  | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   4072817 | PA      | $4072817.00   | 0.58%             |  |  |  | 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      | $2974714.50   | 0.42%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5300197 | PA      | $4566363.15   | 0.65%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829473 | PA      | $680256.51    | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE              | Campbell's Company/The                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977512.00   | 0.42%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2146276.16   | 0.30%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X83F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435271 | PA      | $1299107.05   | 0.18%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                   | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2596453.35   | 0.37%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3575000 | PA      | $3543941.12   | 0.50%             | 2045-02-15      | Fixed         | 4.75%                 | 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      | $318983.50    | 0.05%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445451.00    | 0.06%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                        | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1469075.48   | 0.21%             | 2026-12-01      | Fixed         | 5.70%                 | 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      | $219450.50    | 0.03%             | 2030-11-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4916126.50   | 0.70%             | 2028-08-15      | Fixed         | 2.88%                 | 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        |      8159 | PA      | $9648.64      | 0.00%             | 2035-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                 | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2884950.00   | 0.41%             | 2045-11-15      | Fixed         | 5.50%                 | 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      | $995626.99    | 0.14%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981221.00    | 0.14%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                      | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4125166.00   | 0.59%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9YV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253287 | PA      | $252583.43    | 0.04%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150565 | PA      | $139825.70    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAC23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239022 | PA      | $227947.10    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                   | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4123348.00   | 0.59%             | 2032-07-15      | Fixed         | 5.10%                 | 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      | $547874.60    | 0.08%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $805135.65    | 0.11%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296523 | PA      | $1199433.64   | 0.17%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169987 | PA      | $164039.05    | 0.02%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2443930.25   | 0.35%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140J94U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433447 | PA      | $409073.35    | 0.06%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.       | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1773854 | PA      | $1773854.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285653 | PA      | $273640.68    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | 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      | $758669.27    | 0.11%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7507 | PA      | $7700.49      | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8421299.35   | 1.20%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $948864.23    | 0.13%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3033579.00   | 0.43%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335AM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16227 | PA      | $16360.78     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 31427Q4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6829129 | PA      | $6948830.94   | 0.99%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GSN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251692 | PA      | $250824.59    | 0.04%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KHS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1951157 | PA      | $1681109.78   | 0.24%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1515062.10   | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153027 | PA      | $1039747.11   | 0.15%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6119146 | PA      | $5220691.97   | 0.74%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133950 | PA      | $130898.65    | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4675000 | PA      | $4774133.38   | 0.68%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING           | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3096105.00   | 0.44%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225186 | PA      | $213504.65    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5606505.30   | 0.80%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2709679 | PA      | $2658708.58   | 0.38%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                     | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    537000 | PA      | $544636.41    | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6960000 | PA      | $6893177.04   | 0.98%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286236 | PA      | $283738.23    | 0.04%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111702.00   | 0.44%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140W0VB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4297960 | PA      | $3504619.12   | 0.50%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4896778.00   | 0.70%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3433 | PA      | $3619.42      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2985000 | PA      | $2947143.33   | 0.42%             | 2030-11-30      | Fixed         | 3.50%                 | 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      | $243723.05    | 0.03%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6346111.20   | 0.90%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1407282.75   | 0.20%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4296815 | PA      | $3503556.88   | 0.50%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                   | BANK OF MONTREAL                                                                | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   4072817 | PA      | $4072817.00   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140E0FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205594 | PA      | $201121.50    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48142.53     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215808 | PA      | $213853.43    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31394DGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2181 | PA      | $2190.19      | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973967.00    | 0.14%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2802262 | PA      | $2880797.85   | 0.41%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING           | Lincoln Financial Global Funding                                                | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499057.25    | 0.07%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                  | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020211.50   | 0.14%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                   | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294023.90   | 0.18%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108456 | PA      | $109203.62    | 0.02%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931464.00    | 0.13%             | 2030-05-15      | Fixed         | 2.90%                 | 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      | $1804207.25   | 0.26%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123014.13    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $523066.75    | 0.07%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190820.20    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC               | Entergy Arkansas LLC                                                            | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008863.50   | 0.43%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $238278.07    | 0.03%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QC3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952648 | PA      | $852600.22    | 0.12%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44698 | PA      | $44076.01     | 0.01%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1216170.52   | 0.17%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020889.00   | 0.15%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6282 | PA      | $6638.65      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1575432 | PA      | $1606617.27   | 0.23%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140FPFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313570 | PA      | $294626.43    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $765986.91    | 0.11%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178119 | PA      | $179309.05    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNV41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4712096 | PA      | $4392451.86   | 0.62%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS              | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685255.00    | 0.10%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1795495.07   | 0.26%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056685.00   | 0.43%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC             | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1272848.78   | 0.18%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES              | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1410631.55   | 0.20%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3215635 | PA      | $2850380.75   | 0.40%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1587482.25   | 0.23%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    665000 | PA      | $585878.63    | 0.08%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264949 | PA      | $250189.12    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | 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      | $194580.23    | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DTML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1966930 | PA      | $2005255.04   | 0.28%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018648.50   | 0.14%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                 | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012523.50   | 0.43%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                        | Nutrien Ltd                                                                     | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $780061.91    | 0.11%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907031.00    | 0.13%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138Y14T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216296 | PA      | $206587.47    | 0.03%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129067 | PA      | $130876.04    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3656020.00   | 0.52%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078473.00   | 0.30%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1308302.00   | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $557504.35    | 0.08%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  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        |     15901 | PA      | $15776.46     | 0.00%             | 2034-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27111 | PA      | $28024.75     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3003278.70   | 0.43%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140MMBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5308580 | PA      | $5099358.55   | 0.72%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1467080.40   | 0.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2580 | PA      | $2609.29      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3285230 | PA      | $2685069.21   | 0.38%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449093 | PA      | $421971.89    | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                          | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358491.04    | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2786009.22   | 0.40%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1085757.65   | 0.15%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1347806.96   | 0.19%             | 2034-01-15      | Fixed         | 5.75%                 | 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      | $583068.92    | 0.08%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA               | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3430000 | PA      | $3461727.50   | 0.49%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2643372.60   | 0.38%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.         | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   1405934 | PA      | $1405934.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643463 | PA      | $613785.14    | 0.09%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                 | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1748879.10   | 0.25%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    866694 | PA      | $804214.75    | 0.11%             | 2052-07-01      | Fixed         | 3.50%                 | 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      | $6503492.10   | 0.92%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133G8DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370476 | PA      | $361490.20    | 0.05%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8145000 | PA      | $8223327.21   | 1.17%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121974 | PA      | $113273.60    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK           | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027390.00   | 0.43%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                   | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2614232.04   | 0.37%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371KDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1867 | PA      | $1955.76      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO              | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88660.00     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888750.00    | 0.13%             | 2047-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087946 | PA      | $976669.53    | 0.14%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.         | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2177520 | PA      | $2177520.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4663018 | PA      | $3817555.78   | 0.54%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884478.80    | 0.13%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4132849 | PA      | $3515773.60   | 0.50%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73360 | PA      | $74054.06     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5034159.00   | 0.72%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997088.00   | 0.28%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK           | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2406837.30   | 0.34%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62275 | PA      | $56849.02     | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    845000 | PA      | $807005.84    | 0.11%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991861.00   | 0.28%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5NU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4090 | PA      | $4272.55      | 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        |    563930 | PA      | $524697.95    | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88281 | PA      | $89280.15     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN             | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $375825.80    | 0.05%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140L6WT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2850620 | PA      | $2441862.46   | 0.35%             | 2051-05-01      | Fixed         | 2.50%                 | 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      | $1576313.64   | 0.22%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2949955 | PA      | $2527168.73   | 0.36%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    955242 | PA      | $818166.44    | 0.12%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744073 | PA      | $669395.02    | 0.10%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1526106.47   | 0.22%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4547 | PA      | $4666.30      | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1263309.44   | 0.18%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31388RN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4294 | PA      | $4362.81      | 0.00%             | 2033-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1533964.40   | 0.22%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138964.23    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | 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      | $1507272.00   | 0.21%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP           | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3792856.00   | 0.54%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC               | Entergy Arkansas LLC                                                            | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939805.50    | 0.13%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292GQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       548 | PA      | $553.22       | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2120000 | PA      | $2162552.64   | 0.31%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36225A4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5292 | PA      | $5375.77      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $839054.50    | 0.12%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WEV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74789 | PA      | $73264.29     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6699738.50   | 0.95%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8039 | PA      | $8529.66      | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858186 | PA      | $705356.22    | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                        | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38190.36     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1120015.63   | 0.16%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3095253.90   | 0.44%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP               | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3996643.95   | 0.57%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957250.00    | 0.14%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605956 | PA      | $2677346.66   | 0.38%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5036053 | PA      | $4338812.75   | 0.62%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3067782.00   | 0.44%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997406.50   | 0.43%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KEGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537580 | PA      | $500204.93    | 0.07%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DP4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4666583 | PA      | $4686197.09   | 0.67%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948572.80   | 0.42%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QG4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2168315 | PA      | $1785049.71   | 0.25%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XSBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2263791 | PA      | $2348669.65   | 0.33%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                        | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1808760.00   | 0.26%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33891 | PA      | $34356.75     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WVX55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785855 | PA      | $753782.82    | 0.11%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106185 | PA      | $907213.73    | 0.13%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1034693.06   | 0.15%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583200 | PA      | $532393.41    | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132A5FL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403195 | PA      | $367100.66    | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1640753.40   | 0.23%             | 2027-12-01      | Fixed         | 3.65%                 | 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      | $224480.28    | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV           | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1199390.06   | 0.17%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5428877 | PA      | $5346704.91   | 0.76%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGCU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510862 | PA      | $1355410.20   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3035000 | PA      | $2443199.58   | 0.35%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4540303.35   | 0.65%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QTW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104795 | PA      | $102803.29    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | 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      | $1471939.80   | 0.21%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC              | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997073.00   | 0.28%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587700 | PA      | $521686.98    | 0.07%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2074778.00   | 0.29%             | 2029-03-15      | Fixed         | 5.15%                 | 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      | $401373.50    | 0.06%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7821176 | PA      | $7955734.23   | 1.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2944162 | PA      | $3024020.60   | 0.43%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                   | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249980.00    | 0.04%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE           | Wisconsin Public Service Corp                                                   | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995841.00   | 0.28%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926605 | PA      | $889658.82    | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                 | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $560410.31    | 0.08%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000750.00   | 0.28%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $468001.98    | 0.07%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140H1V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104953 | PA      | $101620.43    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36210VGN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4189 | PA      | $4344.81      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9755000 | PA      | $5571551.67   | 0.79%             | 2051-08-15      | Fixed         | 2.00%                 | 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      | $1269324.82   | 0.18%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $865097.80    | 0.12%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $986503.50    | 0.14%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                   | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990960.00   | 0.71%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001329.00   | 0.14%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1536200.01   | 0.22%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226562.38    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1008192 | PA      | $869339.45    | 0.12%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $925559.46    | 0.13%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2624491 | PA      | $2676745.24   | 0.38%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                   | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927229.50    | 0.13%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308411.25   | 0.19%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    864502 | PA      | $800763.53    | 0.11%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132E0F31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1107789 | PA      | $1116234.79   | 0.16%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3897 | PA      | $4024.57      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079705.00   | 0.30%             | 2030-05-14      | Fixed         | 5.49%                 | 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      | $1634398.49   | 0.23%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3095000 | PA      | $3136432.77   | 0.45%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7132374.90   | 1.01%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EPA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834005 | PA      | $771432.87    | 0.11%             | 2044-10-01      | Fixed         | 3.00%                 | 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      | $473540.05    | 0.07%             | 2028-06-30      | Fixed         | 1.25%                 | 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      | $345707.08    | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                  | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2186443.53   | 0.31%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10090557.00  | 1.43%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $696270.93    | 0.10%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9969 | PA      | $10401.07     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 31427MYZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2303236 | PA      | $2345098.20   | 0.33%             | 2055-02-01      | Fixed         | 5.50%                 | 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      | $1587340.58   | 0.23%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158454.88    | 0.02%             | 2051-10-24      | Fixed         | 2.83%                 | 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      | $431503.97    | 0.06%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                                     | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998885.00    | 0.14%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138Y63L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333477 | PA      | $328126.58    | 0.05%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006470 | PA      | $933650.98    | 0.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1088314.54   | 0.15%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1535 | PA      | $1539.32      | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC             | CITADEL SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   4332784 | PA      | $4332784.00   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                         | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613185.63    | 0.09%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102273 | PA      | $93117.05     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | 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      | $482599.15    | 0.07%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1726060 | PA      | $1547949.38   | 0.22%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.      | CITIGROUP GLOBAL MARKETS INC                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   4072817 | PA      | $4072817.00   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLVF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564436 | PA      | $574568.57    | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $898467.92    | 0.13%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240522 | PA      | $242129.05    | 0.03%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31410GNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56600 | PA      | $58458.72     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13914191.20  | 1.98%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2608620.30   | 0.37%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XEBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737257 | PA      | $609051.75    | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120391 | PA      | $111377.29    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2987134.85   | 0.42%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4472151.50   | 0.64%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80560 | PA      | $76844.57     | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    640000 | PA      | $600731.84    | 0.09%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4502577.50   | 0.64%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001178.00   | 0.28%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001233.00   | 0.43%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675849 | PA      | $640634.79    | 0.09%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138E9AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381181 | PA      | $377407.21    | 0.05%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183407 | PA      | $184234.98    | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $504212.65    | 0.07%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $957997.50    | 0.14%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132JA6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239870 | PA      | $229780.10    | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                              | CUSIP: 36202C3Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3180 | PA      | $3251.40      | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688439 | PA      | $640566.59    | 0.09%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491195 | PA      | $475604.66    | 0.07%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1105660 | PA      | $952692.62    | 0.14%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9043128.90   | 1.28%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3008341.20   | 0.43%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6481383.13   | 0.92%             | 2031-05-31      | Fixed         | 4.62%                 | 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      | $293395.98    | 0.04%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679618 | PA      | $663440.01    | 0.09%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4026646.80   | 0.57%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    704243 | NS      | $704243.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1058342 | PA      | $1016182.71   | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145102.50    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2269555 | PA      | $1956871.22   | 0.28%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7540873.60   | 1.07%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP              | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016266.50   | 0.14%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9MP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548177 | PA      | $541554.33    | 0.08%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $810034.88    | 0.12%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1770882 | PA      | $1592436.45   | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3926906.80   | 0.56%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31400FRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30780 | PA      | $31882.57     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1695091.18   | 0.24%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999606.00   | 0.28%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                      | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752500.00    | 0.11%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177168 | PA      | $177967.36    | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | 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      | $824952.87    | 0.12%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                  | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4733652.50   | 0.67%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352541 | PA      | $320974.41    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | 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      | $755977.63    | 0.11%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3504782.00   | 0.50%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066176.00   | 0.29%             | 2031-03-15      | Fixed         | 5.12%                 | 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      | $241825.38    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375639 | PA      | $1312201.65   | 0.19%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QF4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3304972 | PA      | $2853861.07   | 0.41%             | 2050-12-01      | Fixed         | 2.50%                 | 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      | $98517.95     | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1124939 | PA      | $1024221.23   | 0.15%             | 2046-12-01      | 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      | $197674.10    | 0.03%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTR25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326288 | PA      | $316715.42    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018050.00   | 0.29%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162215 | PA      | $163632.39    | 0.02%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $409022.80    | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7NF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698801 | PA      | $601042.73    | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NEZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2093 | PA      | $2109.46      | 0.00%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP               | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3071043.00   | 0.44%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QC5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846454 | PA      | $788145.02    | 0.11%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31296NNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3532 | PA      | $3561.20      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31283HYW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12097 | PA      | $12257.78     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | 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      | $1258396.82   | 0.18%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31390CTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10619 | PA      | $11074.58     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3339345 | PA      | $2840604.82   | 0.40%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138ELFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57377 | PA      | $57795.92     | 0.01%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31296TKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4703 | PA      | $4956.96      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145822.37    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993203.00    | 0.14%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EJHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41453 | PA      | $41601.69     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267458 | PA      | $259163.70    | 0.04%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4953540.00   | 0.70%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345446 | PA      | $314515.16    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4934782.00   | 0.70%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                        | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1378036.22   | 0.20%             | 2027-04-01      | Fixed         | 3.50%                 | 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      | $1128421.16   | 0.16%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2873632.80   | 0.41%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XA7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1972195 | PA      | $1712942.75   | 0.24%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31417F7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15468 | PA      | $15275.36     | 0.00%             | 2028-04-01      | 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      | $504393.39    | 0.07%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1839759 | PA      | $1518343.26   | 0.22%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7G26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138968 | PA      | $140900.04    | 0.02%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108410 | PA      | $109436.19    | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QEXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1921483 | PA      | $1588153.68   | 0.23%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6631502.37   | 0.94%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140FMDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1414709 | PA      | $1288036.55   | 0.18%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EHPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132375 | PA      | $133254.11    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23324 | PA      | $23559.23     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4393167 | PA      | $4415535.92   | 0.63%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WHJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75720 | PA      | $73862.57     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31410LL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18656 | PA      | $18832.18     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | 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      | $13081910.00  | 1.86%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3061180.50   | 0.43%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $455598.20    | 0.06%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371M3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4153 | PA      | $4412.10      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5028643 | PA      | $5168198.62   | 0.73%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362288 | PA      | $329852.10    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2142350.00   | 0.30%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496520.00   | 0.21%             | 2027-03-30      | Fixed         | 3.85%                 | 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      | $5244279.97   | 0.75%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EUHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166007 | PA      | $151799.50    | 0.02%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312941YL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191533 | PA      | $189516.40    | 0.03%             | 2040-08-01      | Fixed         | 4.00%                 | 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      | $5337147.00   | 0.76%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    394000 | PA      | $350117.66    | 0.05%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2192045 | PA      | $2244761.20   | 0.32%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M92M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447661 | PA      | $436435.61    | 0.06%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465227 | PA      | $450461.65    | 0.06%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** Wilmington Funds

**Signature:** John C. McDonnell

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

**Title:** Chief Operations Officer