NPORT-P false 0000830744 XXXXXXXX S000005530 C000015044 C000015042 Wilmington Funds 811-05514 0000830744 549300NMSZ1AKT3BZF47 1100 North Market Street 9th floor Wilmington 19890 716-842-4487 Wilmington Diversified Income Fund S000005530 549300SBNOZ7HPW9XW10 2020-04-30 2020-01-31 N 48217844.15 9633845.62 38583998.53 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N DREYFUS GOVERNMENT CASH MANAGEMENT 549300F7IDB6WRO7VJ11 262006208 936573.36000000 NS USD 936573.36000000 2.427362107822 Long STIV RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XB1 140000.00000000 PA USD 145574.43000000 0.377292233947 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 4675.00000000 NS USD 277882.00000000 0.720200110374 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 3000.00000000 NS USD 446610.00000000 1.157500562448 Long EC CORP US N 1 N N N Freddie Mac N/A 31292LH24 34035.39000000 PA USD 35632.43000000 0.092350278243 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1WL0 197703.94000000 PA USD 206265.09000000 0.534587129013 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 120000.00000000 PA USD 171181.47000000 0.443659227974 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 96332HCE7 65000.00000000 PA USD 69018.72000000 0.178879127694 Long DBT CORP US N 2 2022-06-01 Fixed 4.70000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 9450.00000000 NS USD 434416.50000000 1.125898083533 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CL2 100000.00000000 PA USD 103363.10000000 0.267891104960 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9KQ2 54613.41000000 PA USD 56657.38000000 0.146841649799 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 6225.00000000 NS USD 136576.50000000 0.353971867103 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHP8 45000.00000000 PA USD 45642.02000000 0.118292612841 Long DBT CORP US N 2 2022-01-24 Fixed 2.62500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 850.00000000 NS USD 181874.50000000 0.471372866807 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 2275.00000000 NS USD 222108.25000000 0.575648606837 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 4375.00000000 NS USD 313381.25000000 0.812205219623 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLME1 36362.64000000 PA USD 38042.44000000 0.098596416777 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 35000.00000000 PA USD 38160.75000000 0.098903046480 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AF6 15000.00000000 PA USD 15600.71000000 0.040433108527 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVX55 46628.98000000 PA USD 48145.98000000 0.124782246097 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BW7 45000.00000000 PA USD 58178.45000000 0.150783879889 Long DBT CORP US Y 2 2048-02-20 Fixed 4.55000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 55000.00000000 PA USD 57848.70000000 0.149929250995 Long DBT CORP US N 2 2025-09-29 Fixed 3.27200000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 87236YAE8 18000.00000000 PA USD 18421.30000000 0.047743366944 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N Chevron Corp N/A 166764100 3525.00000000 NS USD 377668.50000000 0.978821569533 Long EC CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAQ6 15000.00000000 PA USD 15291.46000000 0.039631610466 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 3600.00000000 NS USD 297720.00000000 0.771615206673 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XG0 175000.00000000 PA USD 178406.31000000 0.462384192403 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 4200.00000000 NS USD 245280.00000000 0.635703942942 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CP3 20000.00000000 PA USD 21669.49000000 0.056161856794 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 4300.00000000 NS USD 143577.00000000 0.372115398792 Long EC CORP US N 1 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAG7 20000.00000000 PA USD 21227.28000000 0.055015759923 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HJY6 100000.00000000 PA USD 100025.89000000 0.259241897705 Long DBT CORP US N 2 2020-03-02 Fixed 2.65000000 N N N N N N NextEra Energy Inc N/A 65339F101 1550.00000000 NS USD 415710.00000000 1.077415550067 Long EC CORP US N 1 N N N GATX CORP 549300IHYHCQP2PIR591 361448AV5 60000.00000000 PA USD 60049.65000000 0.155633558697 Long DBT CORP US N 2 2020-03-30 Fixed 2.60000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FA1 45000.00000000 PA USD 47347.11000000 0.122711776394 Long DBT CORP US N 2 2024-03-01 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384TL39 2626.70000000 PA USD 2672.52000000 0.006926498294 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 460000.00000000 PA USD 486750.09000000 1.261533559362 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Old Republic International Cor N/A 680223104 12950.00000000 NS USD 292022.50000000 0.756848722594 Long EC CORP US N 1 N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAG9 55000.00000000 PA USD 58405.90000000 0.151373372965 Long DBT CORP US N 2 2024-03-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 42175.02600000 PA USD 44819.88000000 0.116161833162 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N INGERSOLL-RAND LUX FINAN 549300GHBOWCVY92IS29 456873AE8 55000.00000000 PA USD 58815.52000000 0.152435004770 Long DBT CORP LU N 2 2026-03-21 Fixed 3.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBK4 40000.00000000 PA USD 42935.40000000 0.111277735941 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPDG1 155356.07450000 PA USD 163852.26000000 0.424663762809 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 2975.00000000 NS USD 310054.50000000 0.803583122052 Long EC CORP US N 1 N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAG0 45000.00000000 PA USD 45761.47000000 0.118602197137 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828R36 195000.00000000 PA USD 197680.22000000 0.512337309587 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N Freddie Mac N/A 31292GQ74 951.47000000 PA USD 1070.29000000 0.002773921938 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.50000000 N N N N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 000000000 702571.00000000 PA USD 702571.00000000 1.820886965496 Long RA CORP US N 2 Repurchase Y 1.58000000 2020-02-03 1043312.21607206 USD 716622.42011241 USD AMBS N N HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 40414LAK5 15000.00000000 PA USD 16245.38000000 0.042103930693 Long DBT CORP US N 2 2024-03-01 Fixed 4.20000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BT7 20000.00000000 PA USD 20402.07000000 0.052877023577 Long DBT CORP US N 2 2021-03-01 Fixed 3.65000000 N N N N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423AS1 60000.00000000 PA USD 63474.42000000 0.164509699404 Long DBT CORP US N 2 2022-03-15 Fixed 4.62500000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 822582BD3 25000.00000000 PA USD 26758.13000000 0.069350329202 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N Fannie Mae N/A 3136A9LK2 97836.51000000 PA USD 101840.07000000 0.263943795044 Long ABS-MBS USGSE US N 2 2025-10-25 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 035242AN6 20000.00000000 PA USD 24693.26000000 0.063998706564 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AB9 30000.00000000 PA USD 32461.61000000 0.084132311934 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828J27 115000.00000000 PA USD 118715.76000000 0.307681330403 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CP8 35000.00000000 PA USD 35540.23000000 0.092111319080 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M56 5000.00000000 PA USD 5242.90000000 0.013588275450 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAT7 10000.00000000 PA USD 11757.94000000 0.030473617167 Long DBT CORP US N 2 2045-03-15 Fixed 4.90000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 2525.00000000 NS USD 156853.00000000 0.406523444888 Long EC CORP US N 1 N N N AON PLC VVT2B79I2Z4U3R6BY589 00185AAD6 40000.00000000 PA USD 42884.86000000 0.111146748999 Long DBT CORP GB N 2 2023-11-27 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828F96 165000.00000000 PA USD 166793.14000000 0.432285782590 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 21000.00000000 PA USD 30395.77000000 0.078778175300 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAB2 45000.00000000 PA USD 45989.26000000 0.119192571408 Long DBT CORP US N 2 2022-03-08 Fixed 3.10000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBF5 25000.00000000 PA USD 28108.53000000 0.072850225665 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N Freddie Mac N/A 31292K4A2 18059.51000000 PA USD 19668.69000000 0.050976287449 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 3000.00000000 NS USD 332220.00000000 0.861030511759 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAT6 30000.00000000 PA USD 30036.83000000 0.077847893283 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N DELTA AIR LINES 2007-1 A N/A 247367BH7 32963.36000000 PA USD 35977.66000000 0.093245027396 Long DBT CORP US N 2 2022-08-10 Fixed 6.82100000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 25468PDB9 10000.00000000 PA USD 12497.72000000 0.032390940483 Long DBT CORP US N 2 2044-06-01 Fixed 4.12500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 891160509 4925.00000000 NS USD 272155.50000000 0.705358465604 Long EC CORP CA N 1 N N VANGUARD INFLATION-PROTECTED SECURITIES FUND F8K6630RFYVJPTW32U17 922031737 44242.63800000 NS USD 1168890.50000000 3.029469584628 Long EC RF US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 21000.00000000 PA USD 25393.18000000 0.065812722805 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132DV3H6 74025.28000000 PA USD 75459.73000000 0.195572602309 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 70000.00000000 PA USD 81023.32000000 0.209992025416 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 6100.00000000 NS USD 303231.00000000 0.785898329755 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 3575.00000000 NS USD 305448.00000000 0.791644235012 Long EC CORP US N 1 N N N BERKLEY (WR) CORPORATION SQOAGCLKBDWNVYV1OV80 084423AT9 45000.00000000 PA USD 54132.53000000 0.140297874928 Long DBT CORP US N 2 2044-08-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AVQC2 56465.03000000 PA USD 60691.40000000 0.157296812959 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CG3 19000.00000000 PA USD 19306.65000000 0.050037971012 Long DBT CORP US Y 2 2020-09-15 Fixed 4.12500000 N N N N N N Freddie Mac N/A 31292SAV2 109005.22000000 PA USD 114766.16000000 0.297444962607 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CQ4 50000.00000000 PA USD 54945.05000000 0.142403721991 Long DBT CORP US N 2 2047-08-15 Fixed 4.40000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 4550.00000000 NS USD 286422.50000000 0.742334933942 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828U57 215000.00000000 PA USD 221581.28000000 0.574282833407 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 50000.00000000 PA USD 62337.53000000 0.161563167051 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AP1 70000.00000000 PA USD 76630.61000000 0.198607228176 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 10000.00000000 PA USD 11131.82000000 0.028850871926 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203PCA9 7386.10000000 PA USD 8076.45000000 0.020932122920 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JW2 60000.00000000 PA USD 60926.52000000 0.157906184742 Long DBT CORP US N 2 2021-05-13 Fixed 2.80000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 1075.00000000 NS USD 460229.00000000 1.192797578100 Long EC CORP US N 1 N N N Freddie Mac N/A 3132DV3U7 108130.08000000 PA USD 111685.41000000 0.289460435038 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 3225.00000000 NS USD 168538.50000000 0.436809315833 Long EC CORP US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 3500.00000000 NS USD 195090.00000000 0.505624112151 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1765957.00000000 PA USD 1765957.00000000 4.576915476053 Long RA CORP US N 2 Repurchase Y 1.59000000 2020-02-03 2962104.97805038 USD 1439240.40481720 USD AMBS 331506.62534466 USD 360999.05125464 USD UST 879.05415111 USD 1036.68398309 USD ADAS N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAQ4 40000.00000000 PA USD 46908.66000000 0.121575424495 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AR8 10000.00000000 PA USD 10614.67000000 0.027510549461 Long DBT CORP US N 2 2023-12-01 Fixed 3.85000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 7075.00000000 NS USD 216424.25000000 0.560917111355 Long EC CORP CA N 1 N N N IndyMac INDA Mortgage Loan Tru N/A 45660LZK8 1858.83000000 PA USD 1807.47000000 0.004684506709 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.30670800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPFH7 12682.84940000 PA USD 13290.01000000 0.034444356485 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAD2 15000.00000000 PA USD 16696.76000000 0.043273793894 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 87000.00000000 PA USD 114116.84000000 0.295762088813 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FMDD5 91610.49000000 PA USD 94741.34000000 0.245545675952 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 3100.00000000 NS USD 386322.00000000 1.001249260621 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 30000.00000000 PA USD 31498.67000000 0.081636614140 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAA8 15000.00000000 PA USD 15225.79000000 0.039461410377 Long DBT CORP US N 2 2020-11-15 Fixed 3.76600000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAA4 70000.00000000 PA USD 71510.08000000 0.185336104925 Long DBT CORP US N 2 2021-06-15 Fixed 3.37500000 N N N N N N United Bankshares Inc/WV 5299005O3BAMJ9Z92V62 909907107 6950.00000000 NS USD 238385.00000000 0.617833840664 Long EC CORP US N 1 N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKF5 10000.00000000 PA USD 10135.24000000 0.026267987731 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 15000.00000000 PA USD 17275.96000000 0.044774934320 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 05348EBA6 25000.00000000 PA USD 26949.73000000 0.069846908114 Long DBT CORP US N 2 2027-05-15 Fixed 3.35000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 1976.00000000 NS USD 280631.52000000 0.727326173262 Long EC CORP US N 1 N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAS8 35000.00000000 PA USD 36395.73000000 0.094328559471 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ARK7 15483.65000000 PA USD 15997.08000000 0.041460399672 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 90000.00000000 PA USD 90520.29000000 0.234605778168 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 3650.00000000 NS USD 211189.00000000 0.547348662777 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPM93 78598.82000000 PA USD 81137.60000000 0.210288210375 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU4Q9 61182.72040000 PA USD 63268.36000000 0.163975643817 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 20000.00000000 PA USD 22685.39000000 0.058794813560 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y87 30000.00000000 PA USD 30565.80000000 0.079218850208 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 1850.00000000 NS USD 265900.50000000 0.689147082030 Long EC CORP US N 1 N N N First Hawaiian Inc 5493002DJSH46F5OLV06 32051X108 6325.00000000 NS USD 183804.50000000 0.476374940396 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPA33 118227.25680000 PA USD 123875.76000000 0.321054749946 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 40000.00000000 PA USD 45025.32000000 0.116694281866 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 80000.00000000 PA USD 83434.46000000 0.216241092625 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y63L6 18908.42000000 PA USD 20325.91000000 0.052679636052 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE6C3 57749.80200000 PA USD 61809.04000000 0.160193454164 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 30000.00000000 PA USD 36290.09000000 0.094054767215 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132DV3V5 2977.08000000 PA USD 3113.47000000 0.008069329563 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N WARNER MEDIA LLC 549300Z40J86GGSTL398 00206RJL7 25000.00000000 PA USD 29506.40000000 0.076473152405 Long DBT CORP US N 2 2045-07-15 Fixed 4.85000000 N N N N N N Freddie Mac N/A 31346YZN6 112532.68000000 PA USD 115125.41000000 0.298376048066 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LAZ2 35000.00000000 PA USD 37448.15000000 0.097056166874 Long DBT CORP US N 2 2024-05-15 Fixed 3.50000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAF0 90000.00000000 PA USD 91172.61000000 0.236296427207 Long DBT CORP US N 2 2020-09-15 Fixed 5.12500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCM1 35000.00000000 PA USD 45034.05000000 0.116716907826 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Blackstone Mortgage Trust Inc 549300OLDJ20R2Y2UW20 09257W100 7600.00000000 NS USD 290320.00000000 0.752436271669 Long EC CORP US N 1 N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1765957.00000000 PA USD 1765957.00000000 4.576915476053 Long RA CORP US N 2 Repurchase Y 1.59000000 2020-02-03 2462450.27911682 USD 1801276.14009418 USD AMBS N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPA38 49381.09000000 PA USD 51239.75000000 0.132800518225 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AS9 35000.00000000 PA USD 37725.19000000 0.097774184732 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N iShares International Select Dividend ETF 549300N6YD8GRWDMTI21 464288448 200100.00000000 NS USD 6613305.00000000 17.14001983194 Long EC RF US N 1 N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 891906AB5 50000.00000000 PA USD 52690.30000000 0.136559978248 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31296UN56 52972.83000000 PA USD 59566.29000000 0.154380811396 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 5500.00000000 NS USD 292710.00000000 0.758630549325 Long EC CORP US N 1 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1765957.00000000 PA USD 1765957.00000000 4.576915476053 Long RA CORP US N 2 Repurchase Y 1.59000000 2020-02-03 664869.30743582 USD 600015.60156439 USD UST 1560126.55157022 USD 1201260.53850352 USD AMBS N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2675.00000000 NS USD 276916.00000000 0.717696481832 Long EC CORP US N 1 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 350.00000000 NS USD 184572.50000000 0.478365402840 Long EC CORP US N 1 N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAM5 20000.00000000 PA USD 23349.56000000 0.060516174812 Long DBT CORP US N 2 2047-09-12 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJJ1 70181.64000000 PA USD 73423.63000000 0.190295544260 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFFX0 35000.00000000 PA USD 39492.85000000 0.102355513955 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAK8 55000.00000000 PA USD 55036.74000000 0.142641359363 Long DBT CORP US N 2 2020-04-01 Fixed 2.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 25000.00000000 PA USD 29042.20000000 0.075270062996 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828K74 35000.00000000 PA USD 36196.93000000 0.093813319974 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N PACCAR FINANCIAL CORP PH3S12DWZBHHQKVYZ297 69371RP83 55000.00000000 PA USD 56313.57000000 0.145950580928 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGA1 20000.00000000 PA USD 21271.96000000 0.055131559222 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N Freddie Mac N/A 31296QQS2 24832.60000000 PA USD 27447.81000000 0.071137805944 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AQ7 25000.00000000 PA USD 25679.55000000 0.066554921673 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBM7 40000.00000000 PA USD 40556.02000000 0.105110982648 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N Dow Inc 5493003S21INSLK2IP73 260557103 7250.00000000 NS USD 334007.50000000 0.865663261261 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 150000.00000000 PA USD 161400.93000000 0.418310533249 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203PD83 5474.54000000 PA USD 5994.89000000 0.015537244008 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828TY6 96000.00000000 PA USD 96819.85000000 0.250932650032 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BJ6 25000.00000000 PA USD 25676.60000000 0.066547276016 Long DBT CORP US Y 2 2023-02-15 Fixed 2.75000000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF N/A 464288513 24500.00000000 NS USD 2144485.00000000 5.557964652970 Long EC RF US N 1 N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 800.00000000 NS USD 172840.00000000 0.447957719741 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 35000.00000000 PA USD 35727.76000000 0.092597349578 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AM2 35000.00000000 PA USD 36067.33000000 0.093477429437 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AX7 55000.00000000 PA USD 55316.88000000 0.143367411640 Long DBT CORP US N 2 2020-11-15 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5QW6 17579.43540000 PA USD 18178.84000000 0.047114971730 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Banc of America Mortgage Secur N/A 05948XS93 10131.82000000 PA USD 9967.80000000 0.025834025450 Long ABS-MBS CORP US N 2 2034-02-25 Variable 4.45698300 N N N N N N Main Street Capital Corp 5493001FS9QJLJNF3E20 56035L104 3800.00000000 NS USD 163666.00000000 0.424181023832 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YAW0 30000.00000000 PA USD 32503.07000000 0.084239765805 Long DBT CORP US N 2 2029-04-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 3650.00000000 NS USD 271596.50000000 0.703909678487 Long EC CORP US N 1 N N N Freddie Mac N/A 31292LYA7 127686.97000000 PA USD 132841.60000000 0.344291947597 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DH1 35000.00000000 PA USD 35838.29000000 0.092883815481 Long DBT CORP US N 2 2022-08-01 Fixed 2.80000000 N N N N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308AT6 45000.00000000 PA USD 48243.47000000 0.125034915607 Long DBT CORP US N 2 2024-03-01 Fixed 3.50000000 N N N N N N SPDR DOW JONES INTERNATIONAL REAL ESTATE ETF 549300L6MO7H2RBO8F96 78463X863 42625.00000000 NS USD 1655555.00000000 4.290781316282 Long EC RF US N 1 N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BF5 25000.00000000 PA USD 26949.01000000 0.069845042055 Long DBT CORP US N 2 2026-12-12 Fixed 3.62500000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 867914BK8 30000.00000000 PA USD 30344.09000000 0.078644233765 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 1600.00000000 NS USD 145696.00000000 0.377607312748 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 6725.00000000 NS USD 341562.75000000 0.885244565138 Long EC CORP US N 1 N N N Freddie Mac N/A 31335ABF4 86443.96000000 PA USD 91059.89000000 0.236004285375 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1100.00000000 NS USD 335676.00000000 0.869987592755 Long EC CORP US N 1 N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 1765957.00000000 PA USD 1765957.00000000 4.576915476053 Long RA CORP US N 2 Repurchase Y 1.59000000 2020-02-03 628663.75170428 USD 604242.71503416 USD UST 2834370.23861468 USD 1197034.06053375 USD AMBS N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AH7 40000.00000000 PA USD 41913.68000000 0.108629695202 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBB1 15000.00000000 PA USD 15318.20000000 0.039700913807 Long DBT CORP US N 2 2045-02-01 Fixed 4.10000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 139000.00000000 PA USD 175786.64000000 0.455594667989 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 4675.00000000 NS USD 317058.50000000 0.821735724858 Long EC CORP US N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AN3 75000.00000000 PA USD 86019.11000000 0.222939854025 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AJ3 15000.00000000 PA USD 16064.24000000 0.041634461465 Long DBT CORP US N 2 2025-05-01 Fixed 3.87500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 26138EAR0 40000.00000000 PA USD 40680.30000000 0.105433085086 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828D56 140000.00000000 PA USD 146490.75000000 0.379667104450 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Freddie Mac N/A 3132M37C5 25215.82000000 PA USD 26980.42000000 0.069926448859 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448AU7 20000.00000000 PA USD 24746.77000000 0.064137390998 Long DBT CORP US N 2 2044-03-15 Fixed 5.20000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 055622104 6225.00000000 NS USD 224909.25000000 0.582908092910 Long EC CORP GB N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBZ4 25000.00000000 PA USD 25691.10000000 0.066584856362 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBR5 25000.00000000 PA USD 25098.76000000 0.065049660367 Long DBT CORP US N 2 2020-10-30 Fixed 2.40000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBC2 25000.00000000 PA USD 29550.55000000 0.076587578078 Long DBT CORP US N 2 2045-03-01 Fixed 4.10000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AC8 20000.00000000 PA USD 21129.36000000 0.054761975961 Long DBT CORP US N 2 2022-04-01 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYGZ6 32346.29000000 PA USD 33895.62000000 0.087848904445 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36203N6N3 4951.86000000 PA USD 5378.05000000 0.013938550188 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828VB3 405000.00000000 PA USD 410744.33000000 1.064545784907 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 000000000 1765957.00000000 PA USD 1765957.00000000 4.576915476053 Long RA CORP US N 2 Repurchase Y 1.58000000 2020-02-03 2333723.16540360 USD 1296725.93325663 USD AMBS 560947.41126500 USD 504550.29672240 USD UST N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QCB2 50000.00000000 PA USD 51098.68000000 0.132434900338 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 4150.00000000 NS USD 262280.00000000 0.679763658491 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828P87 250000.00000000 PA USD 249036.64000000 0.645440207049 Long DBT UST US N 2 2021-02-28 Fixed 1.12500000 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 774341AK7 25000.00000000 PA USD 27347.49000000 0.070877801788 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 9875.00000000 NS USD 367745.00000000 0.953102358518 Long EC CORP US N 1 N N N FEDEX CORP 549300E707U7WNPZN687 31428XAT3 30000.00000000 PA USD 30340.76000000 0.078635603244 Long DBT CORP US N 2 2042-08-01 Fixed 3.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 65000.00000000 PA USD 71375.17000000 0.184986452206 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAJ0 38000.00000000 PA USD 39575.01000000 0.102568451969 Long DBT CORP US N 2 2022-06-01 Fixed 3.37500000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 5250.00000000 NS USD 447877.50000000 1.160785603005 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 13475.00000000 NS USD 506929.50000000 1.313833504336 Long EC CORP US N 1 N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 100000.00000000 PA USD 147746.70000000 0.382922210317 Long DBT CORP US Y 2 2039-11-15 Fixed 6.45000000 N N N N N N Freddie Mac N/A 3128M7XB7 135603.13000000 PA USD 147926.73000000 0.383388802705 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 40000.00000000 PA USD 47533.80000000 0.123195629823 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBFK9 85092.26780000 PA USD 89022.98000000 0.230725128010 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Crown Castle International Cor 54930012H97VSM0I2R19 22822V101 1135.00000000 NS USD 170068.40000000 0.440774431057 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 11000.00000000 PA USD 13383.46000000 0.034686555333 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 5650.00000000 NS USD 265211.00000000 0.687360071802 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 53000.00000000 PA USD 63241.70000000 0.163906547816 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 171340AL6 15000.00000000 PA USD 17397.83000000 0.045090790645 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBC2 50000.00000000 PA USD 51347.40000000 0.133079519894 Long DBT CORP US N 2 2021-10-05 Fixed 3.50000000 N N N N N N Vanguard Real Estate ETF N/A 922908553 10700.00000000 NS USD 1005051.00000000 2.604838892523 Long EC RF US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46623EKG3 100000.00000000 PA USD 100280.45000000 0.259901653070 Long DBT CORP US N 2 2021-08-15 Fixed 2.29500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JHY23 21546.52000000 PA USD 22831.86000000 0.059174426886 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 4625.00000000 NS USD 612165.00000000 1.586577398203 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 1740.00000000 NS USD 146699.40000000 0.380207872664 Long EC CORP US N 1 N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429BA6 40000.00000000 PA USD 42210.76000000 0.109399651690 Long DBT CORP US N 2 2025-03-19 Fixed 3.30000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDE9 25000.00000000 PA USD 26537.04000000 0.068777319642 Long DBT CORP US N 2 2027-10-15 Fixed 2.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828X70 170000.00000000 PA USD 174799.00000000 0.453034954021 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MAC23 24608.89000000 PA USD 25575.60000000 0.066285509471 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 8000.00000000 PA USD 9593.49000000 0.024863908266 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAG4 25000.00000000 PA USD 28281.70000000 0.073299038662 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DG9 60000.00000000 PA USD 60952.02000000 0.157972274316 Long DBT CORP US N 2 2021-03-01 Fixed 3.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFJ4 35000.00000000 PA USD 36513.49000000 0.094633763713 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N Johnson Controls International 549300XQ6S1GYKGBL205 000000000 6175.00000000 NS USD 243603.75000000 0.631359525401 Long EC CORP US N 1 N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAM5 45000.00000000 PA USD 57653.28000000 0.149422771606 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N 2020-03-25 Wilmington Funds John C. McDonnell John C. McDonnell Chief Operations Officer XXXX