# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0001104659-26-068846
**Filing Date:** 2026-6
**Character Count:** 3336261
**Document Hash:** e7d731bda8aae90c57cea8641d6045d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-26-068846.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001104659-26-068846

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 25

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**EFFECTIVENESS DATE**: 20260601

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 261050025

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Institutional Intermediate-Term Bond Fund (Series ID: S000049658)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157008 | Institutional Plus Shares | VIITX           |

### Vanguard Institutional Short-Term Bond Fund (Series ID: S000049659)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157009 | Institutional Plus Shares | VISTX           |

### Vanguard Core Bond Fund (Series ID: S000053068)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000166995 | Admiral Shares  | VCOBX           |
| C000166996 | Investor Shares | VCORX           |

### Vanguard Multi-Sector Income Bond Fund (Series ID: S000073842)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000231054 | Admiral Shares  | VMSAX           |
| C000231055 | Investor Shares | VMSIX           |

### Vanguard Core-Plus Bond Fund (Series ID: S000073843)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000231056 | Admiral Shares  | VCPAX           |
| C000231057 | Investor Shares | VCPIX           |

### Vanguard Core Bond ETF (Series ID: S000083197)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000246714 | ETF Shares   | VCRB            |

### Vanguard Core-Plus Bond ETF (Series ID: S000083198)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000246715 | ETF Shares   | VPLS            |

### Vanguard Multi-Sector Income Bond ETF (Series ID: S000093098)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261170 | ETF Shares   | VGMS            |

### Vanguard Total Inflation-Protected Securities ETF (Series ID: S000093521)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261811 | ETF Shares   | VTP             |

### Vanguard Total Treasury ETF (Series ID: S000093522)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261812 | ETF Shares   | VTG             |

### Vanguard Government Securities Active ETF (Series ID: S000093523)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000261813 | ETF Shares   | VGVT            |

?xml version='1.0' encoding='ASCII'? 16e2063f-c373-4bb6-adfb-bea023addf82

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT** 

**OF** 

**REGISTERED MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number**: 811-05628**

---

| | |
|:---|:---|
| Name of Registrant: | **Vanguard Malvern Funds** |
| Address of Registrant: | **P.O. Box 2600** |
|  | **Valley Forge, PA 19482** |

---

---

| | |
|:---|:---|
| Name and address of agent for service: | **Natalie Lamarque, Esquire** |
|  | **P.O. Box 876** |
|  | **Valley Forge, PA 19482** |

---

Registrant's telephone number, including area code: **(610) 669-1000**

Date of fiscal year end: September 30

Date of reporting period: October 1, 2025—March 31, 2026

**Item** **1: Reports to Shareholders** **.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Vanguard Institutional Short-Term Bond Fund](#classname8a425164-f781-492a-86dd-15cba5088041)<br> **[Institutional Plus Shares - VISTX](#classname8a425164-f781-492a-86dd-15cba5088041)**  |
|  [Vanguard Institutional Intermediate-Term Bond Fund](#classnamec090419d-7253-4dd5-8712-1cec7317a380)<br> **[Institutional Plus Shares - VIITX](#classnamec090419d-7253-4dd5-8712-1cec7317a380)**  |
|  [Vanguard Core Bond Fund](#classname79f8aceb-8477-486c-9fdc-7b9899d92a44)<br> **[Investor Shares - VCORX](#classname79f8aceb-8477-486c-9fdc-7b9899d92a44)**  |
|  [Vanguard Core Bond Fund](#classname0c99480b-83df-479b-ada8-03539ecf40e7)<br> **[Admiral<sup>™</sup> Shares - VCOBX](#classname0c99480b-83df-479b-ada8-03539ecf40e7)**  |
|  [Vanguard Core-Plus Bond Fund](#classname6ecd5237-38c8-4cfe-8760-1a0bbf07d874)<br> **[Investor Shares - VCPIX](#classname6ecd5237-38c8-4cfe-8760-1a0bbf07d874)**  |
|  [Vanguard Core-Plus Bond Fund](#classname03fa2a1d-eacc-4e56-9c5b-cb2b66ec7b0e)<br> **[Admiral<sup>™</sup> Shares - VCPAX](#classname03fa2a1d-eacc-4e56-9c5b-cb2b66ec7b0e)**  |
|  [Vanguard Core Bond ETF](#classname80848541-6b94-4989-bf4b-1aed73a1c160)<br> **[ETF Shares - VCRB](#classname80848541-6b94-4989-bf4b-1aed73a1c160)**  |
|  [Vanguard Core-Plus Bond ETF](#classname0947e13e-69c6-49e3-9d91-1d931689cb4f)<br> **[ETF Shares - VPLS](#classname0947e13e-69c6-49e3-9d91-1d931689cb4f)**  |
|  [Vanguard Government Securities Active ETF](#classnamec774d015-d593-4abf-9ada-79e50337d9af)<br> **[ETF Shares - VGVT](#classnamec774d015-d593-4abf-9ada-79e50337d9af)**  |
|  [Vanguard Multi-Sector Income Bond Fund](#classname066949ec-6d48-40e3-8acc-9cd96759196f)<br> **[Investor Shares - VMSIX](#classname066949ec-6d48-40e3-8acc-9cd96759196f)**  |
|  [Vanguard Multi-Sector Income Bond Fund](#classname39d56d9f-8c74-4ae5-9d01-28a810dbc4a9)<br> **[Admiral<sup>™</sup> Shares - VMSAX](#classname39d56d9f-8c74-4ae5-9d01-28a810dbc4a9)**  |
|  [Vanguard Multi-Sector Income Bond ETF](#classname64b28f44-3b70-43e4-b6df-f3cf9a034605)<br> **[ETF Shares - VGMS](#classname64b28f44-3b70-43e4-b6df-f3cf9a034605)**  |
|  [Vanguard Total Inflation-Protected Securities ETF](#classnamed76ab29b-e015-43e5-acec-023261993d58)<br> **[ETF Shares - VTP](#classnamed76ab29b-e015-43e5-acec-023261993d58)**  |
|  [Vanguard Total Treasury ETF](#classnamebfe67b4e-7f52-4ccb-91f4-2191331cd4de)<br> **[ETF Shares - VTG](#classnamebfe67b4e-7f52-4ccb-91f4-2191331cd4de)**  |

---

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Institutional Short-Term Bond Fund

#### Institutional Plus Shares (VISTX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Institutional Short-Term Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Institutional Plus Shares | $10.02%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$6697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;72% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 39.4% |
| Corporate Bonds | 30.7% |
| Sovereign Bonds | 3.8% |
| U.S. Government and Agency Obligations | 21.2% |
| Other Assets and Liabilities—Net | 4.9% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Institutional Investor Services** • 800-523-1036

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR472

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Institutional Intermediate-Term Bond Fund

#### Institutional Plus Shares (VIITX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Institutional Intermediate-Term Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Institutional Plus Shares | $10.02%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$30639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;76% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 24.1% |
| Corporate Bonds | 29.8% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.4% |
| U.S. Government and Agency Obligations | 41.9% |
| Other Assets and Liabilities—Net | 0.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Institutional Investor Services** • 800-523-1036

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR465

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core Bond Fund

#### Investor Shares (VCORX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Investor Shares | $100.20%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$21020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;159% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 11.6% |
| Corporate Bonds | 29.9% |
| Floating Rate Loan Interests | 0.0% |
| Sovereign Bonds | 12.2% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 45.2% |
| Other Assets and Liabilities—Net | 1.0% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1320

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core Bond Fund

#### Admiral<sup>™</sup> Shares (VCOBX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Admiral Shares | $50.10%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$21020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;159% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 11.6% |
| Corporate Bonds | 29.9% |
| Floating Rate Loan Interests | 0.0% |
| Sovereign Bonds | 12.2% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 45.2% |
| Other Assets and Liabilities—Net | 1.0% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR1520

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core-Plus Bond Fund

#### Investor Shares (VCPIX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core-Plus Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Investor Shares | $150.30%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;170% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 12.1% |
| Corporate Bonds | 32.3% |
| Floating Rate Loan Interests | 0.3% |
| Sovereign Bonds | 19.5% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 34.2% |
| Other Assets and Liabilities—Net | 1.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV001

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core-Plus Bond Fund

#### Admiral<sup>™</sup> Shares (VCPAX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core-Plus Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Admiral Shares | $100.20%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;170% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 12.1% |
| Corporate Bonds | 32.3% |
| Floating Rate Loan Interests | 0.3% |
| Sovereign Bonds | 19.5% |
| Taxable Municipal Bonds | 0.1% |
| U.S. Government and Agency Obligations | 34.2% |
| Other Assets and Liabilities—Net | 1.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV003

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core Bond ETF

#### ETF Shares (VCRB) Nasdaq
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core Bond ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $50.10%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$6420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;175% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 10.4% |
| Corporate Bonds | 31.7% |
| Floating Rate Loan Interests | 0.0% |
| Sovereign Bonds | 10.8% |
| Taxable Municipal Bonds | 0.0% |
| U.S. Government and Agency Obligations | 45.6% |
| Other Assets and Liabilities—Net | 1.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV023

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Core-Plus Bond ETF

#### ETF Shares (VPLS) Nasdaq
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Core-Plus Bond ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $100.20%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$1351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;185% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 9.8% |
| Corporate Bonds | 32.7% |
| Floating Rate Loan Interests | 0.3% |
| Sovereign Bonds | 17.3% |
| Taxable Municipal Bonds | 0.0% |
| U.S. Government and Agency Obligations | 39.5% |
| Other Assets and Liabilities—Net | 0.4% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV022

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Government Securities Active ETF

#### ETF Shares (VGVT) NYSE Arca
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Government Securities Active ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $50.10%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$45 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;113% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br>(as of March 31, 2026)** |  |
| 0 - 5 Years | 51.0% |
| 5 - 10 Years | 16.9% |
| 10 - 15 Years | 2.4% |
| 15 - 20 Years | 8.0% |
| 20 - 25 Years | 6.2% |
| Over 25 Years | 14.3% |
| Other Assets and Liabilities—Net | 1.2% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV050

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Multi-Sector Income Bond Fund

#### Investor Shares (VMSIX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Multi-Sector Income Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Investor Shares | $200.40%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;1359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;51% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 10.0% |
| Corporate Bonds | 66.9% |
| Floating Rate Loan Interests | 2.7% |
| Sovereign Bonds | 13.4% |
| U.S. Government and Agency Obligations | 5.5% |
| Other Assets and Liabilities—Net | 1.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR4181

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Multi-Sector Income Bond Fund

#### Admiral<sup>™</sup> Shares (VMSAX)
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Multi-Sector Income Bond Fund (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| Admiral Shares | $150.30%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;1359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;51% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 10.0% |
| Corporate Bonds | 66.9% |
| Floating Rate Loan Interests | 2.7% |
| Sovereign Bonds | 13.4% |
| U.S. Government and Agency Obligations | 5.5% |
| Other Assets and Liabilities—Net | 1.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR5181

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Multi-Sector Income Bond ETF

#### ETF Shares (VGMS) Cboe BZX Exchange, Inc.
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Multi-Sector Income Bond ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $150.30%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;51% |

---

---

| | |
|:---|:---|
| **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** | **Portfolio Composition % of Net Assets<br>(as of March 31, 2026)** |
| Asset-Backed/Commercial Mortgage-Backed Securities | 9.6% |
| Corporate Bonds | 70.7% |
| Floating Rate Loan Interests | 2.1% |
| Sovereign Bonds | 12.1% |
| U.S. Government and Agency Obligations | 3.0% |
| Other Assets and Liabilities—Net | 2.5% |
| **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV047

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Total Inflation-Protected Securities ETF

#### ETF Shares (VTP) NYSE Arca
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Total Inflation-Protected Securities ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $20.05%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;11% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br>(as of March 31, 2026)** |  |
| 0 - 5 Years | 50.5% |
| 5 - 10 Years | 34.8% |
| 10 - 15 Years | 1.5% |
| 15 - 20 Years | 5.2% |
| 20 - 25 Years | 3.1% |
| Over 25 Years | 4.4% |
| Other Assets and Liabilities—Net | 0.5% |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV049

![Logo](tm2611750d3_ncsrsimg001.jpg)

#### Vanguard Total Treasury ETF

#### ETF Shares (VTG) NYSE Arca
Semi-Annual Shareholder Report \| March 31, 2026

------

This semi-annual shareholder report contains important information about Vanguard Total Treasury ETF (the "Fund") for the period of October 1, 2025, to March 31, 2026. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447. **The report describes changes to the Fund that occurred during the reporting period.**

#### What were the Fund costs for the last six months?
*(based on a hypothetical $10,000 investment)*

---

| | |
|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** |
| ETF Shares | $20.03%<sup><sup>1</sup></sup> |

---

<sup>1</sup> Annualized.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**Fund Statistics<br>(as of March 31, 2026)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Fund Net Assets<br>(in millions) | &nbsp;&nbsp;&nbsp;&nbsp;$85 |
| &nbsp;&nbsp;&nbsp;&nbsp;Number of Portfolio Holdings | &nbsp;&nbsp;&nbsp;&nbsp;283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;&nbsp;12% |

---

---

| | |
|:---|:---|
| **Distribution by Stated Maturity % of Net Asset<br>(as of March 31, 2026)** |  |
| 0 - 5 Years | 55.9% |
| 5 - 10 Years | 22.6% |
| 10 - 15 Years | 1.5% |
| 15 - 20 Years | 7.7% |
| 20 - 25 Years | 3.7% |
| Over 25 Years | 7.5% |
| Other Assets and Liabilities—Net | 1.1% |
| **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** | **This table reflects the Fund's investments, including short-term investments and other assets and liabilities.** |

---

#### How has the Fund changed?
Effective January 12, 2026, The Vanguard Group, Inc. exercises portfolio management responsibilities for the fund through its wholly-owned subsidiary, Vanguard Capital Management, LLC.

This is a summary of certain changes to the Fund since September 30, 2025. For more complete information, you may review the Fund's prospectus at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature or upon request at 800-662-7447.

#### Where can I find additional information about the Fund?
Additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information is available at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature.

 **Connect with Vanguard** <sup>**<sup>®</sup>**</sup> • vanguard.com

 **Fund Information** • 800-662-7447

 **Direct Investor Account Services** • 800-662-2739

 **Text Telephone for People Who Are Deaf or Hard of Hearing** • 800-749-7273© 2026 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SRV048

**Item 2: Code of Ethics.** 

Not applicable.

**Item 3**: **Audit Committee Financial Expert.**

Not applicable.

**Item 4**: **Principal Accountant Fees and Services.**

Not applicable.

**Item 5: Audit Committee of Listed Registrants.**

Not applicable.

**Item 6**: **Investments.**

Not applicable. The complete schedule of investments is included in the financial statements filed under Item 7 of this Form.

**Item 7**: **Financial Statements and Financial Highlights for Open-End Management Investment Companies.**

![](tm2611750d3insshottrmbdfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Institutional Short-Term Bond Fund

------

Contents

Financial Statements 1 <br>

------

Institutional Short-Term Bond Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (21.2%)** | **U.S. Government and Agency Obligations (21.2%)** | **U.S. Government and Agency Obligations (21.2%)** | **U.S. Government and Agency Obligations (21.2%)** | **U.S. Government and Agency Obligations (21.2%)** | **U.S. Government and Agency Obligations (21.2%)** |
| **U.S. Government Securities (16.4%)** | **U.S. Government Securities (16.4%)** | **U.S. Government Securities (16.4%)** | **U.S. Government Securities (16.4%)** | **U.S. Government Securities (16.4%)** | **U.S. Government Securities (16.4%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;73785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72791 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;57596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57637 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;57730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56920 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;114219 | &nbsp;&nbsp;&nbsp;&nbsp;114264 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;61687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61615 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;22618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22779 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;55979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55664 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;84032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79916 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;51980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51913 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;81047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76919 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;65656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65241 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;43605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;85478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85588 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14937 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;62054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61560 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;29528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29936 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;27248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27039 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30571 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13881 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20620 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;45862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45477 |
|  |  |  |  |  | &nbsp;&nbsp;**1098284** |
| **Conventional Mortgage-Backed Securities (4.8%)** | **Conventional Mortgage-Backed Securities (4.8%)** | **Conventional Mortgage-Backed Securities (4.8%)** | **Conventional Mortgage-Backed Securities (4.8%)** | **Conventional Mortgage-Backed Securities (4.8%)** |  |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;0.950% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.080% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.120% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17721 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.230% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.330% | &nbsp;&nbsp;3/1/2028–10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;46670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44216 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.340% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.385% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.455% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.360% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.420% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5999 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.510% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.680% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16720 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;19150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18880 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8618 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.965% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.970% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/1/2027–10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;12771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12603 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;23344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22953 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4259 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.140% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.190% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.220% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.290% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.420% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.480% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.485% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.590% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.788% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;10703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10632 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.910% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.035% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7474 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;12175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12256 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;19220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19503 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;1.050% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14149 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;1.180% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/1/2032–3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2034–3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**323259** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |  |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2047–3/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**111** |
| **Total U.S. Government and Agency Obligations (Cost $1,426,218)** | **Total U.S. Government and Agency Obligations (Cost $1,426,218)** | **Total U.S. Government and Agency Obligations (Cost $1,426,218)** | **Total U.S. Government and Agency Obligations (Cost $1,426,218)** | **Total U.S. Government and Agency Obligations (Cost $1,426,218)** | **1421654** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (39.4%)** |
| <sup>2,4</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>2,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;19620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19535 |
| <sup>2,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>2,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;16470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16404 |
| <sup>2,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| <sup>2,4</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12459 |
| <sup>2,4</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3715 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.305% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7599 |
| <sup>2,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.501% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
| <sup>2,4</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| <sup>2,4</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>2,4</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 |
| <sup>2,4</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899 |
| <sup>2,4</sup> | AmeriCredit Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| <sup>2,4</sup> | AmeriCredit Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;11/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
| <sup>2,4</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 |
| <sup>2,4</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627 |
| <sup>2,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 |
| <sup>2,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
| <sup>2</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>2,4</sup> | ARI Fleet Lease Trust Series 2024-B | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,4</sup> | ARI Fleet Lease Trust Series 2025-A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;3386 |
| <sup>2,4</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2235 |
| <sup>2,4</sup> | ARI Fleet Lease Trust Series 2026-A | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;5222 |
| <sup>2,4</sup> | ARI Fleet Lease Trust Series 2026-A | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>2,4</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;2832 |
| <sup>2,4</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>2,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6173 |
| <sup>2,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1650 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-4A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1921 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-5A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;5375 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4582 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;12430 | &nbsp;&nbsp;12889 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7818 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;6282 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;4074 |
| <sup>2,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4226 |
| <sup>2</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>2,4,5</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1187 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>2</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>2</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
| <sup>2</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>2</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>2</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;1904 |
| <sup>2</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.673% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>2</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.067% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5644 |
| <sup>2</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2031 |
| <sup>2</sup> | BANK Series 2024-5YR7 | &nbsp;&nbsp;5.769% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
| <sup>2,4</sup> | Bank of America Auto Trust Series 2023-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5667 |
| <sup>2,4</sup> | Bank of America Auto Trust Series 2024-1A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
| <sup>2,4</sup> | Bank of America Auto Trust Series 2025-1A | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1707 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1570 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>2,4</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1615 |
| <sup>2,4</sup> | Barings Equipment Finance LLC Series 2026-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>2,4</sup> | Barings Equipment Finance LLC Series 2026-A | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;11/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2719 |
| <sup>2,4,5</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1018 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2022-C15 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.021% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6197 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;4417 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>2</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.268% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7740 | &nbsp;&nbsp;&nbsp;&nbsp;7312 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.377% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.745% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.798% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;1.980% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5606 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.205% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
| <sup>2,4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1419 |
| <sup>2,4</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;1482 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3515 |
| <sup>2</sup> | BMW Vehicle Owner Trust Series 2024-A | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6039 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1317 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1692 |
| <sup>2,4</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2124 |
| <sup>2,4</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;9982 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;12700 | &nbsp;&nbsp;12911 |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;9730 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;1805 |
| <sup>2,4,5</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;9973 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp;8329 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12585 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7137 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3079 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;15670 | &nbsp;&nbsp;15777 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;7125 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp;6786 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6124 | &nbsp;&nbsp;&nbsp;&nbsp;6142 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7118 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2025-P3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>2,4</sup> | CCG Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp;&nbsp;3066 |
| <sup>2</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4708 | &nbsp;&nbsp;&nbsp;&nbsp;4612 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>2,4</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-2A | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10259 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-2A | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8235 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;7865 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;5833 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>2,4</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>2,4</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;1476 |
| <sup>2,4</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>2</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3000 |
| <sup>2,4</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2715 |
| <sup>2,4</sup> | Citizens Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;10451 |
| <sup>2</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
| <sup>2</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3889 |
| <sup>2</sup> | CNH Equipment Trust Series 2026-A | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14932 |
| <sup>2</sup> | CNH Equipment Trust Series 2026-A | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;6893 |
| <sup>2</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>2,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9810 | &nbsp;&nbsp;&nbsp;&nbsp;9728 |
| <sup>2,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2272 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4419 | &nbsp;&nbsp;&nbsp;&nbsp;4412 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6908 | &nbsp;&nbsp;&nbsp;&nbsp;6921 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;1580 |
| <sup>2,4,5</sup> | Connecticut Avenue Securities Trust Series 2026-R01, SOFR30A + 0.850% | &nbsp;&nbsp;4.512% | &nbsp;&nbsp;1/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp;2950 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.392% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| <sup>2</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>2</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;1797 |
| <sup>2,4</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
| <sup>2,4</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;2723 |
| <sup>2,4</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>2,4</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;4978 |
| <sup>2,4</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |

---

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Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,4</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
| <sup>2,4</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4920 |
| <sup>2,4</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2413 |
| <sup>2,4</sup> | DLLAD LLC Series 2024-1A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3300 |
| <sup>2,4</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;8734 |
| <sup>2,4</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;6464 |
| <sup>2,4</sup> | DLLMT LLC Series 2026-1A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2554 |
| <sup>2,4</sup> | DLLMT LLC Series 2026-1A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
| <sup>2,4</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;1490 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;13680 | &nbsp;&nbsp;13743 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;23130 | &nbsp;&nbsp;23043 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;4151 |
| <sup>2,4,5</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>2,4,5</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1409 |
| <sup>2,4</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>2,4,5</sup> | Edsouth Indenture No. 9 LLC Series 2015-1, SOFR30A + 0.914% | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>2,4,5</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5836 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;6249 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7840 | &nbsp;&nbsp;&nbsp;&nbsp;7871 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;11090 | &nbsp;&nbsp;11195 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2025-4 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2603 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12423 |
| <sup>2,4</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8141 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1415 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1808 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2026-2A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
| <sup>2</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>2</sup> | Exeter Select Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp;2463 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3591 | &nbsp;&nbsp;&nbsp;&nbsp;3551 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;2.966% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5474 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;8042 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;5290 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.312% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9110 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6703 | &nbsp;&nbsp;&nbsp;&nbsp;6604 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;11495 | &nbsp;&nbsp;11240 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;2861 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;1239 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;1496 |
| <sup>2,3</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp;1676 |
| <sup>2,4</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| <sup>2,4</sup> | FCCU Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4816 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;3505 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;2169 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | &nbsp;&nbsp;3.422% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;35109 | &nbsp;&nbsp;34435 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;10462 | &nbsp;&nbsp;10131 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;8175 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K544 | &nbsp;&nbsp;4.266% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K545 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | &nbsp;&nbsp;1.657% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;14598 | &nbsp;&nbsp;13805 |
| <sup>2,3</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | &nbsp;&nbsp;3.279% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4148 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
| <sup>2</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13157 |
| <sup>2,4</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| <sup>2,4,6</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;14940 | &nbsp;&nbsp;14939 |
| <sup>2,4,6</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2290 |
| <sup>2</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13740 | &nbsp;&nbsp;13912 |
| <sup>2</sup> | First National Master Note Trust Series 2025-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;12867 |
| <sup>2</sup> | FIVE Mortgage Trust Series 2023-V1 | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>2,4</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1767 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp;&nbsp;&nbsp;4505 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;4205 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.520% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;6889 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1711 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;10580 | &nbsp;&nbsp;10690 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;9211 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;4894 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;9603 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;35080 | &nbsp;&nbsp;35588 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4761 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;8745 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3149 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2758 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;48913 | &nbsp;&nbsp;49768 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2094 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2416 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;34600 | &nbsp;&nbsp;34337 |
| <sup>2,4</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;5500 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;9245 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2026-A | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>2,4</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;12110 | &nbsp;&nbsp;12250 |
| <sup>2,4</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14098 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;37184 | &nbsp;&nbsp;37425 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1277 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-2 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2157 |
| <sup>2,3,4,5</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1070 |
| <sup>2,4</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3260 |
| <sup>2,4</sup> | GLS Auto Receivables Issuer Trust Series 2025-3A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;1893 |
| <sup>2,4</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2392 |
| <sup>2,4</sup> | GLS Auto Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;4706 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5661 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1400 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1855 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1034 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;7053 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3068 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7310 | &nbsp;&nbsp;&nbsp;&nbsp;7413 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;6444 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3871 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>2,4</sup> | GM Financial Revolving Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.120% | &nbsp;&nbsp;4/11/2035 | &nbsp;&nbsp;15710 | &nbsp;&nbsp;15983 |
| <sup>2,4</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;17210 | &nbsp;&nbsp;17803 |
| <sup>2,4</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
| <sup>2,4</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| <sup>2,4</sup> | GM Financial Revolving Receivables Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;11/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2023-2 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;10480 | &nbsp;&nbsp;10706 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2024-1A | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;17420 | &nbsp;&nbsp;17572 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;10138 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;2329 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;28220 | &nbsp;&nbsp;28428 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2469 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
| <sup>2,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
| <sup>2,4,7</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2620 |
| <sup>2,4,6</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3310 |
| <sup>2,4</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>2,4</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;5695 |
| <sup>2,4</sup> | GreenState Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6488 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2018-GS10 | &nbsp;&nbsp;4.155% | &nbsp;&nbsp;7/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2019-GC42 | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;9/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1193 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;7111 |
| <sup>2</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>2,4</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4626 |
| <sup>2,4</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;5426 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;12180 | &nbsp;&nbsp;12334 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;7/18/2030 | &nbsp;&nbsp;14840 | &nbsp;&nbsp;15052 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;2167 |
| <sup>2,4</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
| <sup>2,4</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4729 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3734 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;2959 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1571 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2025-C | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2026-A | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;5810 |
| <sup>2,4</sup> | Hyundai Auto Lease Securitization Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3521 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;7112 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;4896 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;4992 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>2,4</sup> | Hyundai Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;11630 | &nbsp;&nbsp;11541 |
| <sup>2,4</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>2</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3495 |
| <sup>2</sup> | John Deere Owner Trust Series 2026-A | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9948 |
| <sup>2</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
| <sup>2,4</sup> | Kubota Credit Owner Trust Series 2023-2A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;3487 |
| <sup>2,4</sup> | Kubota Credit Owner Trust Series 2025-1A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;4513 |
| <sup>2,4</sup> | Kubota Credit Owner Trust Series 2025-2A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;2328 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;3578 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1345 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;8853 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3951 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;10394 |
| <sup>2,4</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
| <sup>2,4</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1925 |
| <sup>2,4</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
| <sup>2,4</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;5091 |
| <sup>2,4</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;5597 |
| <sup>2,4</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6196 |
| <sup>2,4</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
| <sup>2,4</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9389 | &nbsp;&nbsp;&nbsp;&nbsp;9283 |
| <sup>2,4</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5236 |
| <sup>2,4</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1988 |
| <sup>2,4</sup> | Magnetite XXXI Ltd. Series 2021-31A | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2626 |
| <sup>2</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>2,4</sup> | MMAF Equipment Finance LLC Series 2020-A | &nbsp;&nbsp;0.970% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
| <sup>2,4</sup> | MMAF Equipment Finance LLC Series 2024-A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4179 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.536% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>2</sup> | Morgan Stanley Capital I Series 2017-HR2 | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;1655 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1014 |
| <sup>2,4</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp;&nbsp;6515 |
| <sup>2,4</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
| <sup>2,4</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
| <sup>2,4,5</sup> | Navient Student Loan Trust Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;5.372% | &nbsp;&nbsp;3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| <sup>2,4</sup> | Navistar Financial Dealer Note Master Owner Trust Series 2024-1 | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;3073 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,4</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;4580 |
| <sup>2,4,5</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;12832 | &nbsp;&nbsp;12882 |
| <sup>2,4</sup> | NextGear Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;15490 | &nbsp;&nbsp;15545 |
| <sup>2,4</sup> | NextGear Floorplan Master Owner Trust Series 2025-2A | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;15770 | &nbsp;&nbsp;15697 |
| <sup>2,4</sup> | NextGear Floorplan Master Owner Trust Series 2026-1A | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;19707 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;1477 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6844 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8433 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;12840 | &nbsp;&nbsp;13023 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2246 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>2,4</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>2,4</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
| <sup>2,4</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;2008 |
| <sup>2,4,5</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1637 |
| <sup>2,4</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;26800 | &nbsp;&nbsp;26855 |
| <sup>2,4</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
| <sup>2,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3940 |
| <sup>2,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2043 |
| <sup>2,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>2,4</sup> | PFS Financing Corp. Series 2024-B | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;20760 | &nbsp;&nbsp;20885 |
| <sup>2,4</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;10280 | &nbsp;&nbsp;10393 |
| <sup>2,4</sup> | PFS Financing Corp. Series 2025-B | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;11925 |
| <sup>2,4</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>2,4</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;11740 | &nbsp;&nbsp;11731 |
| <sup>2,4</sup> | Porsche Financial Auto Securitization Trust Series 2023-2A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;7509 |
| <sup>2,4</sup> | Porsche Financial Auto Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;3590 |
| <sup>2,4</sup> | Porsche Innovative Lease Owner Trust Series 2025-1A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;3057 |
| <sup>2,4</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3852 | &nbsp;&nbsp;&nbsp;&nbsp;3796 |
| <sup>2,4</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;3670 |
| <sup>2,4</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;4857 |
| <sup>2,4</sup> | Progress Residential Trust Series 2024-SFR2 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
| <sup>2,4</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7077 | &nbsp;&nbsp;&nbsp;&nbsp;6702 |
| <sup>2,4</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;9995 |
| <sup>2,4</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;9300 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp;&nbsp;&nbsp;5123 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;&nbsp;2388 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7942 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1882 |
| <sup>2,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;3381 |
| <sup>2,4</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>2,4</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>2,4</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>2,4,6,7</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;3140 |
| <sup>2,4</sup> | RR 41 Ltd. Series 2025-41A | &nbsp;&nbsp;5.214% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;1289 |
| <sup>2,4</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2196 |
| <sup>2,4</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>2,4</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>2,4</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2290 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8837 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;5143 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3178 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;4344 |
| <sup>2,4</sup> | SBNA Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>2,4</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1901 |
| <sup>2,4</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2227 |
| <sup>2,4</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6622 |
| <sup>2,4</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3069 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2705 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;5809 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;4338 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;3137 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;10370 | &nbsp;&nbsp;10398 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;14220 | &nbsp;&nbsp;14133 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1842 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;13860 | &nbsp;&nbsp;13743 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8885 |
| <sup>2,4</sup> | SFS Auto Receivables Securitization Trust Series 2026-1X | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;4537 |
| <sup>2,4</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
| <sup>2,4</sup> | SMB Private Education Loan Trust Series 2017-B | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2,4</sup> | SMB Private Education Loan Trust Series 2018-B | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>2,4</sup> | SMB Private Education Loan Trust Series 2018-C | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>2,4</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;6989 |
| <sup>2,4</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1535 |
| <sup>2,4</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1242 |
| <sup>2,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;12760 | &nbsp;&nbsp;12808 |
| <sup>2,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;3556 |
| <sup>2,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>2,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4230 |
| <sup>2,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;32230 | &nbsp;&nbsp;32557 |
| <sup>2</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;22300 | &nbsp;&nbsp;22435 |
| <sup>2</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;5766 |
| <sup>2</sup> | Synchrony Card Issuance Trust Series 2025-A3 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;23980 | &nbsp;&nbsp;23888 |
| <sup>2,4</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>2,4</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;4174 |
| <sup>2,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;11766 |
| <sup>2,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;2942 |
| <sup>2,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1202 |
| <sup>2,4</sup> | T-Mobile US Trust Series 2025-1A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;11626 |
| <sup>2,4</sup> | T-Mobile US Trust Series 2025-2A | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;13201 | &nbsp;&nbsp;13220 |
| <sup>2,4</sup> | Toyota Auto Loan Extended Note Trust Series 2023-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
| <sup>2,4</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
| <sup>2,4</sup> | Toyota Auto Loan Extended Note Trust Series 2025-1A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/25/2038 | &nbsp;&nbsp;33770 | &nbsp;&nbsp;34037 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;17330 | &nbsp;&nbsp;17420 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2937 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3981 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2026-A | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19836 |
| <sup>2,4</sup> | Toyota Lease Owner Trust Series 2025-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;5061 |
| <sup>2,4</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;12168 |
| <sup>2,4</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5646 | &nbsp;&nbsp;&nbsp;&nbsp;5532 |
| <sup>2,4</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp;&nbsp;&nbsp;3468 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;1663 |
| <sup>2,4</sup> | USAA Auto Owner Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |
| <sup>2,4</sup> | USAA Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3673 |
| <sup>2,4</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3995 |
| <sup>2,4</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;24290 | &nbsp;&nbsp;24637 |
| <sup>2</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1365 |
| <sup>2,4</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;7668 |
| <sup>2</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7677 |
| <sup>2,4</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;31560 | &nbsp;&nbsp;32195 |
| <sup>2</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10145 |
| <sup>2</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3135 |
| <sup>2,4</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
| <sup>2,4</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1835 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;36690 | &nbsp;&nbsp;36935 |
| <sup>2</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |
| <sup>2,4</sup> | Volvo Financial Equipment LLC Series 2025-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;6366 |
| <sup>2,4</sup> | Volvo Financial Equipment LLC Series 2025-2A | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4068 |
| <sup>2,4</sup> | Volvo Financial Equipment LLC Series 2026-1A | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| <sup>2,4,5</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
| <sup>2,4,5</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.245% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;1.849% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>2,4</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2026-P1 | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 |
| <sup>2,4</sup> | Westlake Automobile Receivables Trust Series 2026-P1 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| <sup>2</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7470 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9065 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 |
| <sup>2</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>2</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 |
| <sup>2</sup> | World Omni Select Auto Trust Series 2025-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7141 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,629,150)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,629,150)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,629,150)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,629,150)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,629,150)** | **2641976** |
| **Corporate Bonds (30.7%)** | **Corporate Bonds (30.7%)** | **Corporate Bonds (30.7%)** | **Corporate Bonds (30.7%)** | **Corporate Bonds (30.7%)** | **Corporate Bonds (30.7%)** |
| **Communications (0.6%)** | **Communications (0.6%)** | **Communications (0.6%)** | **Communications (0.6%)** | **Communications (0.6%)** | **Communications (0.6%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7390 |
| <sup>4</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
| <sup>4</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 |
| <sup>4</sup> | Orange SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12866 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10087 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37465** |
| **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2029 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11489 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;13430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13439 |
| <sup>2</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15037 |
| <sup>4</sup> | BMW US Capital LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11367 |
| <sup>4</sup> | BMW US Capital LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333 |
|  | eBay Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>4</sup> | Hyundai Capital America | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 |
| <sup>4</sup> | Stellantis Finance US Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
| <sup>4</sup> | Stellantis Finance US Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/18/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9953 |
| <sup>4</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |
| <sup>2,8</sup> | Toyota Finance Australia Ltd. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/10/2031 | &nbsp;&nbsp;10095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9949 |
| <sup>4</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**127934** |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;13760 | &nbsp;&nbsp;&nbsp;&nbsp;13610 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;11670 |
| <sup>4</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
| <sup>4</sup> | Mars Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;38343 | &nbsp;&nbsp;&nbsp;&nbsp;38565 |
|  | McCormick & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;10669 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  |  |  |  |  | &nbsp;&nbsp;**102489** |
| **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** | **Energy (1.5%)** |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;14145 | &nbsp;&nbsp;&nbsp;&nbsp;14223 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10212 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812 |
| <sup>2</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 |
| <sup>2</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
| <sup>2</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;12650 | &nbsp;&nbsp;&nbsp;&nbsp;12907 |
| <sup>2</sup> | Petronas Energy Canada Ltd. | &nbsp;&nbsp;2.112% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 |
| <sup>2</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 |
| <sup>2</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;10328 |
|  |  |  |  |  | &nbsp;&nbsp;**102954** |
| **Financials (18.7%)** | **Financials (18.7%)** | **Financials (18.7%)** | **Financials (18.7%)** | **Financials (18.7%)** | **Financials (18.7%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7625 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;11780 | &nbsp;&nbsp;&nbsp;&nbsp;11565 |
|  | American Express Co. | &nbsp;&nbsp;5.389% | &nbsp;&nbsp;7/28/2027 | &nbsp;&nbsp;15850 | &nbsp;&nbsp;&nbsp;&nbsp;15893 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;33472 | &nbsp;&nbsp;&nbsp;&nbsp;33658 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 |
| <sup>4</sup> | Athene Global Funding | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/7/2027 | &nbsp;&nbsp;10640 | &nbsp;&nbsp;&nbsp;&nbsp;10667 |
| <sup>4</sup> | Athene Global Funding | &nbsp;&nbsp;5.339% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | Athene Global Funding | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10126 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9992 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;10316 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;13290 | &nbsp;&nbsp;&nbsp;&nbsp;13349 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Bank of Montreal | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;15071 | &nbsp;&nbsp;&nbsp;&nbsp;15258 |
|  | Bank of Montreal | &nbsp;&nbsp;5.004% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25228 |
| <sup>2</sup> | Bank of Montreal | &nbsp;&nbsp;4.338% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7057 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20148 |
| <sup>2</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>4</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;4.541% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;21320 | &nbsp;&nbsp;&nbsp;&nbsp;21016 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4103 |
| <sup>4</sup> | BNP Paribas SA | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | Brookfield Finance Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;15220 | &nbsp;&nbsp;15270 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.243% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;6802 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.283% | &nbsp;&nbsp;1/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7945 |
| <sup>2</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25038 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;2/13/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10154 |
| <sup>2,5,8</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.750% | &nbsp;&nbsp;4.714% | &nbsp;&nbsp;8/17/2026 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6908 |
| <sup>4</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>4</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;13636 | &nbsp;&nbsp;13717 |
| <sup>4</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>4</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;16560 | &nbsp;&nbsp;16717 |
| <sup>4</sup> | Danske Bank A/S | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;3/27/2029 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12329 |
| <sup>4</sup> | Depository Trust Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;4288 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;4381 |
| <sup>4</sup> | Equitable America Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4</sup> | Equitable America Global Funding | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>4</sup> | F&G Global Funding | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.148% | &nbsp;&nbsp;1/21/2029 | &nbsp;&nbsp;17860 | &nbsp;&nbsp;17742 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9907 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.516% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;17676 | &nbsp;&nbsp;17411 |
| <sup>4</sup> | Guardian Life Global Funding | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35383 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5039 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4951 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6099 | &nbsp;&nbsp;&nbsp;&nbsp;6016 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3593 | &nbsp;&nbsp;&nbsp;&nbsp;3615 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5081 | &nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;21660 | &nbsp;&nbsp;21852 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;11000 | &nbsp;&nbsp;11053 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;20050 | &nbsp;&nbsp;20294 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;20213 | &nbsp;&nbsp;20023 |
| <sup>2</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6416 | &nbsp;&nbsp;&nbsp;&nbsp;6460 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;11803 | &nbsp;&nbsp;11862 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;17050 | &nbsp;&nbsp;17068 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;21696 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.347% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;11665 | &nbsp;&nbsp;11499 |
| <sup>4</sup> | Lincoln Financial Global Funding | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4205 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9298 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8003 | &nbsp;&nbsp;&nbsp;&nbsp;8044 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4921 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7568 | &nbsp;&nbsp;&nbsp;&nbsp;7655 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9881 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;10/18/2029 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;29653 |
|  | Morgan Stanley | &nbsp;&nbsp;4.238% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;12940 | &nbsp;&nbsp;12805 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6522 | &nbsp;&nbsp;&nbsp;&nbsp;6624 |
|  | Morgan Stanley | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;1/16/2032 | &nbsp;&nbsp;11765 | &nbsp;&nbsp;11572 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;11860 | &nbsp;&nbsp;11904 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5664 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;12488 | &nbsp;&nbsp;12563 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;20012 |
| <sup>2</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.204% | &nbsp;&nbsp;11/17/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19929 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13934 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11147 |
|  | National Bank of Canada | &nbsp;&nbsp;4.166% | &nbsp;&nbsp;1/20/2029 | &nbsp;&nbsp;15625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15536 |
| <sup>4</sup> | Pacific Life Global Funding II | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;12955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12921 |
|  | PNC Bank NA | &nbsp;&nbsp;4.429% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;22760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23020 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 |
| <sup>4</sup> | RGA Global Funding | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>4</sup> | RGA Global Funding | &nbsp;&nbsp;5.448% | &nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.715% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25084 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10010 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;19740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19930 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.498% | &nbsp;&nbsp;8/6/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10006 |
| <sup>4</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | State Street Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 |
|  | State Street Corp. | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 |
| <sup>4</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10929 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6429 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.047% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;32820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32951 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10316 |
|  | UBS AG | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.703% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;23411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23420 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9965 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10132 |
| <sup>2</sup> | US Bancorp | &nbsp;&nbsp;2.215% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;30051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29528 |
|  | US Bank NA | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6722 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7345 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35454 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7358 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19521 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.182% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11656 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>4</sup> | Western-Southern Global Funding | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  |  |  |  |  | &nbsp;&nbsp;**1255429** |
| **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** |
|  | Abbott Laboratories | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/9/2029 | &nbsp;&nbsp;21505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21247 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;13165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13359 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.321% | &nbsp;&nbsp;9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11623 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;12320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12136 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
| <sup>2</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15854 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839 |
|  | Stryker Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10079 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**131773** |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Industrials (1.4%)** | **Industrials (1.4%)** | **Industrials (1.4%)** | **Industrials (1.4%)** | **Industrials (1.4%)** | **Industrials (1.4%)** |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10053 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9355 |
| <sup>4</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 |
| <sup>4</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Eaton Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/6/2028 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;&nbsp;&nbsp;13993 |
| <sup>4</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
| <sup>4</sup> | Ferguson Finance plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9247 |
|  | General Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 |
| <sup>4</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6938 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;12901 | &nbsp;&nbsp;&nbsp;&nbsp;13016 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;2.565% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | RTX Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/16/2028 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14941 |
|  | RTX Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**92549** |
| **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** |
| <sup>4</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 |
|  | Mosaic Co. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4974 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**13198** |
| **Real Estate (0.2%)** | **Real Estate (0.2%)** | **Real Estate (0.2%)** | **Real Estate (0.2%)** | **Real Estate (0.2%)** | **Real Estate (0.2%)** |
|  | Simon Property Group LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;10283 | &nbsp;&nbsp;&nbsp;&nbsp;10274 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**10353** |
| **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;12137 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10144 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10067 |
|  | NXP BV | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8831 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5474 |
|  | Paychex Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 |
|  | Roper Technologies Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;14104 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;11822 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  |  |  |  |  | &nbsp;&nbsp;**121813** |
| **Utilities (0.9%)** | **Utilities (0.9%)** | **Utilities (0.9%)** | **Utilities (0.9%)** | **Utilities (0.9%)** | **Utilities (0.9%)** |
| <sup>2</sup> | Appalachian Power Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;1/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10068 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>4</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898 |
| <sup>4</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 |
| <sup>4</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6874 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>2</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;10136 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Wisconsin Power & Light Co. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**57781** |
| **Total Corporate Bonds (Cost $2,048,493)** | **Total Corporate Bonds (Cost $2,048,493)** | **Total Corporate Bonds (Cost $2,048,493)** | **Total Corporate Bonds (Cost $2,048,493)** | **Total Corporate Bonds (Cost $2,048,493)** | **2053738** |
| **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** |
| <sup>2</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 |
| <sup>2</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 |
| <sup>2</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>2,4</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5997 |
| <sup>2</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720 |
| <sup>2</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;14610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14665 |
| <sup>2</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 |
| <sup>2,4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
| <sup>2</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
| <sup>2</sup> | Korea National Oil Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980 |
| <sup>2,4</sup> | Korea National Oil Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30101 |
|  | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;29325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29543 |
| <sup>2</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>2,4</sup> | Kuwait Government Bond | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;10/9/2028 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34486 |
| <sup>2</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;35143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34667 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;15207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15207 |
| <sup>2</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4719 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5884 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;11993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11749 |
| <sup>4</sup> | Tokyo Metropolitan Government | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 |
| **Total Sovereign Bonds (Cost $252,612)** | **Total Sovereign Bonds (Cost $252,612)** | **Total Sovereign Bonds (Cost $252,612)** | **Total Sovereign Bonds (Cost $252,612)** | **Total Sovereign Bonds (Cost $252,612)** | &nbsp;&nbsp;&nbsp;**252671** |

---

------

Institutional Short-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>9</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;&nbsp;&nbsp;89959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (3.9%)** | **U.S. Government and Agency Obligations (3.9%)** | **U.S. Government and Agency Obligations (3.9%)** | **U.S. Government and Agency Obligations (3.9%)** | **U.S. Government and Agency Obligations (3.9%)** | **U.S. Government and Agency Obligations (3.9%)** |
|  | United States Treasury Bill | &nbsp;&nbsp;3.736% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;267383 | &nbsp;&nbsp;&nbsp;&nbsp;258181 |
| **Total Temporary Cash Investments (Cost $266,990)** | **Total Temporary Cash Investments (Cost $266,990)** | **Total Temporary Cash Investments (Cost $266,990)** | **Total Temporary Cash Investments (Cost $266,990)** | **Total Temporary Cash Investments (Cost $266,990)** | &nbsp;&nbsp;&nbsp;**267176** |
| **Total Investments (99.1%) (Cost $6,623,463)** | **Total Investments (99.1%) (Cost $6,623,463)** | **Total Investments (99.1%) (Cost $6,623,463)** | **Total Investments (99.1%) (Cost $6,623,463)** |  | &nbsp;&nbsp;**6637215** |
| **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**59379** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**6696594** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $7,014 have been segregated as initial margin for open futures contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $1,935,125, representing 28.9% of net assets. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 7 | Security value determined using significant unobservable inputs. |
| 8 | Face amount denominated in Australian dollars. |
| 9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 3M—3-month. |
| CLO—Collateralized Loan Obligation. |
| DAC—Designated Activity Company. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

Institutional Short-Term Bond Fund

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;779787 | &nbsp;&nbsp;(3759) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;21765 | &nbsp;&nbsp;&nbsp;&nbsp;(385) |
| Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;36325 | &nbsp;&nbsp;&nbsp;&nbsp;(650) |
|  |  |  |  | &nbsp;&nbsp;(4850) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | June 2026 | (4056) | (438777) | &nbsp;&nbsp;&nbsp;5384 |
| AUD 3-Year Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) | &nbsp;&nbsp;&nbsp;&nbsp;(4648) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;5395 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| BNP Paribas | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;11031 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;15390 | &nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;— |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| EUR—euro. |
| GBP—British pound. |
| USD—U.S. dollar. |

---

At March 31, 2026, the counterparties had deposited in segregated accounts securities with a value of $425 in connection with open forward currency contracts.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Short-Term Bond Fund

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $6,614,468) | 6628220 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $8,995) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 |
| Total Investments in Securities | 6637215 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7249 |
| Foreign Currency, at Value (Cost $1,088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36092 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39991 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| **Total Assets** | **6726617** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29560 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30023** |
| **Net Assets** | **6696594** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 7143013 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(446419) |
| **Net Assets** | **6696594** |
| **Net Assets** |  |
| **Applicable to 504,883,290 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **6696594** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$13.26** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Short-Term Bond Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141434 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141434 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**140790** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11695 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2436) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1057) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8201** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52236) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(51873)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**97118** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,178, ($4), and ($2), respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Short-Term Bond Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;140790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269300 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(51873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1070) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268129 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(116214) | &nbsp;&nbsp;&nbsp;&nbsp;(269018) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;647269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401065 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;116214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269018 |
| Redeemed | &nbsp;&nbsp;&nbsp;(229783) | &nbsp;&nbsp;&nbsp;&nbsp;(360726) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;533700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309357 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;514604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308468 |
| **Net Assets** |  |  |
| **Beginning of Period** | **6181990** | &nbsp;&nbsp;&nbsp;**5873522** |
| **End of Period** | **6696594** | &nbsp;&nbsp;&nbsp;**6181990** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Short-Term Bond Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | 2025 | 2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | **$13.30** | &nbsp;&nbsp;&nbsp;**$13.30** | &nbsp;&nbsp;&nbsp;**$12.92** | &nbsp;&nbsp;&nbsp;**$13.00** | &nbsp;&nbsp;&nbsp;**$13.94** | &nbsp;&nbsp;&nbsp;**$14.06** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.165 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.089) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.070) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.674) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.095 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.448) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.165) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.050) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.448) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.215) |
| **Net Asset Value, End of Period** | **$13.26** | &nbsp;&nbsp;&nbsp;**$13.30** | &nbsp;&nbsp;&nbsp;**$13.30** | &nbsp;&nbsp;&nbsp;**$12.92** | &nbsp;&nbsp;&nbsp;**$13.00** | &nbsp;&nbsp;&nbsp;**$13.94** |
| **Total Return** | **1.53%** | &nbsp;&nbsp;&nbsp;**4.68%** | &nbsp;&nbsp;&nbsp;**7.85%** | &nbsp;&nbsp;&nbsp;**2.86%** | &nbsp;&nbsp;&nbsp;**-4.89%** | &nbsp;&nbsp;&nbsp;**0.68%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $6697 | &nbsp;&nbsp;&nbsp;$6182 | &nbsp;&nbsp;&nbsp;$5874 | &nbsp;&nbsp;&nbsp;$8154 | &nbsp;&nbsp;&nbsp;$9488 | &nbsp;&nbsp;&nbsp;$9649 |
| Ratio of Total Expenses to Average Net Assets | 0.02% | &nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02% |
| Ratio of Net Investment Income to Average Net Assets | 4.38% | &nbsp;&nbsp;&nbsp;4.58% | &nbsp;&nbsp;&nbsp;4.56% | &nbsp;&nbsp;&nbsp;3.39% | &nbsp;&nbsp;&nbsp;1.35% | &nbsp;&nbsp;&nbsp;1.18% |
| Portfolio Turnover Rate | 72%<sup>3</sup> | &nbsp;&nbsp;&nbsp;126% | &nbsp;&nbsp;&nbsp;112% | &nbsp;&nbsp;&nbsp;135%<sup>4</sup> | &nbsp;&nbsp;&nbsp;122%<sup>4</sup> | &nbsp;&nbsp;&nbsp;134%<sup>4</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.02%. |
| 3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares. |
| 4 | Includes 0%, 5%, and 16%, respectively, attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Short-Term Bond Fund

Notes to Financial Statements

Vanguard Institutional Short-Term Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund has been established by Vanguard as an investment vehicle for certain collective trusts and other accounts managed by Vanguard or its affiliates and qualifying education savings plans. The fund is offered to investors who meet certain administrative and service criteria and invest a minimum of $10 million.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

4. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 9% and 5% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

5. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open

------

Institutional Short-Term Bond Fund

contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

6. Swap Contracts: The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

During the six months ended March 31, 2026, the fund's average amount of investments in interest rate swaps represented 2% of net assets, based on the average of notional amounts at each quarter-end during the period. The fund had no open interest rate swap contracts at March 31, 2026.

7. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

8. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

9. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending

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Institutional Short-Term Bond Fund

Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

10. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $153,000, representing less than 0.01% of the fund's net assets and 0.06% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

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Institutional Short-Term Bond Fund

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1421654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1421654 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2636216 | &nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;2641976 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2053738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2053738 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;252671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;252671 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;258181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;267176 |
| Total | &nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;6622460 | &nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;6637215 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| Total | &nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5826 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (4850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4850) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;5395 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| Total Assets | &nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;5826 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (4850) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4850) |
| Total Liabilities | (4850) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4850) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

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| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (2436) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2436) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1057) | &nbsp;&nbsp;&nbsp;(1057) |
| Realized Net Gain (Loss) on Derivatives | (2452) | &nbsp;&nbsp;&nbsp;(1057) | &nbsp;&nbsp;&nbsp;(3509) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |

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Institutional Short-Term Bond Fund

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;6623728 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37109 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22646) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14463 |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $493,208,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $1,333,017,000 of investment securities and sold $993,987,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $3,451,164,000 and $3,517,992,000, respectively. In addition, the fund purchased and sold investment securities of $20,311,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

H. Capital shares issued and redeemed were:

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| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;48601 | &nbsp;&nbsp;&nbsp;&nbsp;30235 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;8738 | &nbsp;&nbsp;&nbsp;&nbsp;20333 |
| Redeemed | (17249) | &nbsp;&nbsp;&nbsp;(27281) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;40090 | &nbsp;&nbsp;&nbsp;&nbsp;23287 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q4722 052026

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![](tm2611750d3corebondfndfii001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Core Bond Fund

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Contents

Financial Statements 1 <br>

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Core Bond Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (45.2%)** | **U.S. Government and Agency Obligations (45.2%)** | **U.S. Government and Agency Obligations (45.2%)** | **U.S. Government and Agency Obligations (45.2%)** | **U.S. Government and Agency Obligations (45.2%)** | **U.S. Government and Agency Obligations (45.2%)** |
| **U.S. Government Securities (20.6%)** | **U.S. Government Securities (20.6%)** | **U.S. Government Securities (20.6%)** | **U.S. Government Securities (20.6%)** | **U.S. Government Securities (20.6%)** | **U.S. Government Securities (20.6%)** |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;201634 | &nbsp;&nbsp;203123 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;126747 | &nbsp;&nbsp;125039 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;247343 | &nbsp;&nbsp;249034 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;87513 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;49791 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;99825 | &nbsp;&nbsp;100277 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;208601 | &nbsp;&nbsp;206808 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;33132 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;174748 | &nbsp;&nbsp;176762 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;48266 | &nbsp;&nbsp;&nbsp;&nbsp;46288 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;71503 | &nbsp;&nbsp;&nbsp;&nbsp;73120 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;18822 | &nbsp;&nbsp;&nbsp;&nbsp;18213 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;98180 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;53215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;70572 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;23622 | &nbsp;&nbsp;&nbsp;&nbsp;23612 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;48862 | &nbsp;&nbsp;&nbsp;&nbsp;48364 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;113000 | &nbsp;&nbsp;111287 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;87344 | &nbsp;&nbsp;&nbsp;&nbsp;87211 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;18765 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;78438 | &nbsp;&nbsp;&nbsp;&nbsp;78600 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;23665 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30193 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;47089 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;26630 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;93249 | &nbsp;&nbsp;&nbsp;&nbsp;95471 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;81748 | &nbsp;&nbsp;&nbsp;&nbsp;72488 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;83600 | &nbsp;&nbsp;&nbsp;&nbsp;83930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;44155 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;88512 | &nbsp;&nbsp;&nbsp;&nbsp;88201 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;98705 | &nbsp;&nbsp;&nbsp;&nbsp;98223 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;138426 | &nbsp;&nbsp;128044 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;42831 | &nbsp;&nbsp;&nbsp;&nbsp;42516 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;14364 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;26188 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;31308 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;34225 | &nbsp;&nbsp;&nbsp;&nbsp;34397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;20834 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;38547 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;86800 | &nbsp;&nbsp;&nbsp;&nbsp;60028 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;47535 | &nbsp;&nbsp;&nbsp;&nbsp;38882 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;109231 | &nbsp;&nbsp;&nbsp;&nbsp;79649 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;43650 | &nbsp;&nbsp;&nbsp;&nbsp;34801 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;40429 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;29466 | &nbsp;&nbsp;&nbsp;&nbsp;24619 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;27914 | &nbsp;&nbsp;&nbsp;&nbsp;21433 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;18104 | &nbsp;&nbsp;&nbsp;&nbsp;16051 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;11401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;&nbsp;69480 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;26360 | &nbsp;&nbsp;&nbsp;&nbsp;22852 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;22617 | &nbsp;&nbsp;&nbsp;&nbsp;18485 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;71500 | &nbsp;&nbsp;&nbsp;&nbsp;69358 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;14560 | &nbsp;&nbsp;&nbsp;&nbsp;11413 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;20535 | &nbsp;&nbsp;&nbsp;&nbsp;18628 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;11419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8744 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;63301 | &nbsp;&nbsp;&nbsp;&nbsp;61283 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;&nbsp;60031 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;28365 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;15451 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8967 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21221 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;19416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12651 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39460 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41024 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;38211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26934 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15045 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15846 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24373 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;45615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29062 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;70509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41038 |
| <sup>1,4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;86277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40934 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44431 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28066 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49964 |
| <sup>1,4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;94250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58962 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;80100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43996 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15669 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;81795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20053 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;28674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24645 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29115 |
|  |  |  |  |  | &nbsp;&nbsp;**4325600** |
| **Conventional Mortgage-Backed Securities (19.9%)** | **Conventional Mortgage-Backed Securities (19.9%)** | **Conventional Mortgage-Backed Securities (19.9%)** | **Conventional Mortgage-Backed Securities (19.9%)** | **Conventional Mortgage-Backed Securities (19.9%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/1/2046–3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;28283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25600 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2047–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2044–8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;98868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90663 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2045–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2048–7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2039–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/1/2035–6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2045–8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2039–9/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–4/15/2056 | &nbsp;&nbsp;116909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96304 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2050–4/15/2056 | &nbsp;&nbsp;116006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99665 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/20/2043–4/20/2052 | &nbsp;&nbsp;110476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99005 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/2047–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;96922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89956 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/20/2042–4/15/2056 | &nbsp;&nbsp;107960 | &nbsp;&nbsp;&nbsp;&nbsp;101913 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/20/2048–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;97379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94629 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2048–5/15/2056 | &nbsp;&nbsp;103650 | &nbsp;&nbsp;&nbsp;&nbsp;103836 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;281119 | &nbsp;&nbsp;&nbsp;&nbsp;284107 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;29557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30947 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/20/2053–8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;31502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32951 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–7/1/2051 | &nbsp;&nbsp;133038 | &nbsp;&nbsp;&nbsp;&nbsp;109420 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2035–4/25/2056 | &nbsp;&nbsp;634959 | &nbsp;&nbsp;&nbsp;&nbsp;528346 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2035–4/25/2056 | &nbsp;&nbsp;453002 | &nbsp;&nbsp;&nbsp;&nbsp;391856 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2037–4/25/2056 | &nbsp;&nbsp;366025 | &nbsp;&nbsp;&nbsp;&nbsp;329542 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2032–5/25/2056 | &nbsp;&nbsp;200048 | &nbsp;&nbsp;&nbsp;&nbsp;185594 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2037–4/25/2056 | &nbsp;&nbsp;143136 | &nbsp;&nbsp;&nbsp;&nbsp;136377 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2039–4/25/2056 | &nbsp;&nbsp;167368 | &nbsp;&nbsp;&nbsp;&nbsp;163156 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2039–4/25/2056 | &nbsp;&nbsp;295013 | &nbsp;&nbsp;&nbsp;&nbsp;293211 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2038–4/25/2056 | &nbsp;&nbsp;386452 | &nbsp;&nbsp;&nbsp;&nbsp;391442 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2052–5/25/2056 | &nbsp;&nbsp;337539 | &nbsp;&nbsp;&nbsp;&nbsp;347356 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2036–4/25/2056 | &nbsp;&nbsp;129976 | &nbsp;&nbsp;&nbsp;&nbsp;135627 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2055–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;13901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14586 |
|  |  |  |  |  | &nbsp;&nbsp;**4185656** |
| **Nonconventional Mortgage-Backed Securities (4.7%)** | **Nonconventional Mortgage-Backed Securities (4.7%)** | **Nonconventional Mortgage-Backed Securities (4.7%)** | **Nonconventional Mortgage-Backed Securities (4.7%)** | **Nonconventional Mortgage-Backed Securities (4.7%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.773% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;29664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29259 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16583 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;26482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26374 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.592% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.617% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9240 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.633% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;20970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20984 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.713% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;25961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26111 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;12622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12746 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;11980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12105 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8574 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;18178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18382 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.058% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9011 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;14456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14628 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10289 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7266 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;23866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20849 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2043–10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;60578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53578 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2042–5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;19467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18016 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2043–2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;15842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14988 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.089% | &nbsp;&nbsp;4.624% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;16664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16620 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5696 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.125% | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;31826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32014 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.143% | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.148% | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;16302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16450 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.181% | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6557 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.212% | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.245% | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;16458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16617 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.246% | &nbsp;&nbsp;4.561% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7020 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.350% | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4422 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;29951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26457 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2040–4/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;81716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71838 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2044–4/15/2046 | &nbsp;&nbsp;116863 | &nbsp;&nbsp;&nbsp;&nbsp;104609 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2042–3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;13893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12748 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2048–6/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11985 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10034 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>5,8</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;29079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29020 |
| <sup>5,8</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2055–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;20574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20790 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/20/2050–2/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;18065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14113 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;30522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23995 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043–11/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;24232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21224 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/20/2047–5/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12852 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19445 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;23150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23088 |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**986552** |
| **Total U.S. Government and Agency Obligations (Cost $9,540,813)** | **Total U.S. Government and Agency Obligations (Cost $9,540,813)** | **Total U.S. Government and Agency Obligations (Cost $9,540,813)** | **Total U.S. Government and Agency Obligations (Cost $9,540,813)** | **Total U.S. Government and Agency Obligations (Cost $9,540,813)** | **9497808** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.6%)** |
| <sup>5,9</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10903 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4133 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;8048 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;6789 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.760% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1137 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;6.740% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;7.330% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.022% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.315% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1248 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.991% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;1890 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>5,9</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>5,9</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4250 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;3504 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;3447 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;2855 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2167 |
| <sup>5</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1446 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2024-B | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1095 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1089 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1242 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp;&nbsp;&nbsp;3018 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-5A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-2A | &nbsp;&nbsp;6.180% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1069 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1983 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1631 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2221 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2301 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;1620 |
| <sup>5,8,9</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;3381 |
| <sup>5,8,9</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3648 |
| <sup>5</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>5</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>5</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>5</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1258 |
| <sup>5</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;3365 |
| <sup>5</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5590 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;8761 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>5</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
| <sup>5</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;13344 | &nbsp;&nbsp;12955 |
| <sup>5</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2425 |
| <sup>5</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;2741 |
| <sup>5</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
| <sup>5</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1303 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2023-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1541 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2024-1A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4584 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>5,9</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>5,9</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;6274 |
| <sup>5,8,9</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
| <sup>5,8,9</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |
| <sup>5,9</sup> | Bayview MSR Opportunity Master Fund Trust Series 2021-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VI Trust Series 2021-6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.830% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5928 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1876 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C15 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3462 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;5939 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2924 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2334 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2949 |
| <sup>5</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4744 | &nbsp;&nbsp;&nbsp;&nbsp;4291 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6415 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;4269 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2023-B38 | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1751 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3953 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3237 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1605 |
| <sup>5,8,9</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
| <sup>5,8,9</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;4534 |
| <sup>5,9</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;4673 |
| <sup>5</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;6090 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3230 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7422 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2085 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.729% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;2067 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;6470 |
| <sup>5</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;4980 |
| <sup>5</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.522% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1582 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1127 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
| <sup>5,9</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;6061 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8990 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
| <sup>5</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;14200 | &nbsp;&nbsp;14019 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3050 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;4512 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3593 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;5558 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;3101 |
| <sup>5</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>5</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>5,9</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5509 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1134 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;9/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;3361 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1391 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1518 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2143 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6213 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.251% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2227 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7950 |
| <sup>5,9</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;17262 | &nbsp;&nbsp;17587 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;3163 |
| <sup>5,9</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3912 |
| <sup>5</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1428 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | COMM Mortgage Trust Series 2013-CR6 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;3/10/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>5,9</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;6330 | &nbsp;&nbsp;6230 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;6560 | &nbsp;&nbsp;6496 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;5840 | &nbsp;&nbsp;5791 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;3440 | &nbsp;&nbsp;3369 |
| <sup>5,9</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;7420 | &nbsp;&nbsp;7434 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;1/25/2044 | &nbsp;&nbsp;1663 | &nbsp;&nbsp;1663 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2044 | &nbsp;&nbsp;2630 | &nbsp;&nbsp;2623 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;2577 | &nbsp;&nbsp;2577 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;1677 | &nbsp;&nbsp;1673 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;2273 | &nbsp;&nbsp;2269 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;1766 | &nbsp;&nbsp;1764 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;2824 | &nbsp;&nbsp;2818 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2026-R02, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2046 | &nbsp;&nbsp;4543 | &nbsp;&nbsp;4545 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>5,9</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;1094 | &nbsp;&nbsp;1081 |
| <sup>5,9</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;4299 | &nbsp;&nbsp;4258 |
| <sup>5</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;5120 | &nbsp;&nbsp;4577 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1036 |
| <sup>5,9</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;1803 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;2172 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;1064 |
| <sup>5,9</sup> | DLLAD LLC Series 2024-1A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;9/20/2030 | &nbsp;&nbsp;4400 | &nbsp;&nbsp;4422 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;3240 | &nbsp;&nbsp;3267 |
| <sup>5,9</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;3686 | &nbsp;&nbsp;3540 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;8520 | &nbsp;&nbsp;8485 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;5340 | &nbsp;&nbsp;5309 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2423 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;3630 | &nbsp;&nbsp;3646 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;5290 | &nbsp;&nbsp;5303 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;8360 | &nbsp;&nbsp;8401 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;6180 | &nbsp;&nbsp;6149 |
| <sup>5,8,9</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;1337 |
| <sup>5,8,9</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;4030 | &nbsp;&nbsp;4026 |
| <sup>5,8,9</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;4540 | &nbsp;&nbsp;4544 |
| <sup>5,9</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;2660 | &nbsp;&nbsp;2685 |
| <sup>5,9</sup> | EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | &nbsp;&nbsp;3.580% | &nbsp;&nbsp;11/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5,8,9</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;3020 | &nbsp;&nbsp;3018 |
| <sup>5,8,9</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.550% | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;2320 | &nbsp;&nbsp;2318 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1159 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;2280 | &nbsp;&nbsp;2293 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;2330 | &nbsp;&nbsp;2350 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;1301 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;1810 | &nbsp;&nbsp;1839 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;2808 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;2980 | &nbsp;&nbsp;2999 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;6630 | &nbsp;&nbsp;6693 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-4 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;4990 | &nbsp;&nbsp;4957 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;4020 | &nbsp;&nbsp;3991 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3861 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;7307 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>5,9</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
| <sup>5,9</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
| <sup>5,9</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1012 |
| <sup>5,7,9</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;4509 |
| <sup>5,7,9</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3949 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;8984 | &nbsp;&nbsp;&nbsp;&nbsp;7468 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-7 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;2571 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-11IN | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-12 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3433 | &nbsp;&nbsp;&nbsp;&nbsp;2288 |
| <sup>5,9</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
| <sup>5,9</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2301 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;2604 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2288 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2451 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;2864 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;1998 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2345 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;5.512% | &nbsp;&nbsp;11/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3476 | &nbsp;&nbsp;&nbsp;&nbsp;3477 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3534 | &nbsp;&nbsp;&nbsp;&nbsp;3527 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA4, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1075 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;23134 | &nbsp;&nbsp;20105 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6149 | &nbsp;&nbsp;&nbsp;&nbsp;5693 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3776 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;10781 | &nbsp;&nbsp;10896 |
| <sup>5,9</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;47294 | &nbsp;&nbsp;47797 |
| <sup>5,9</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;9661 |
| <sup>5,9</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3242 |
| <sup>5,9</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1635 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;1994 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;1996 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;1178 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;1070 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;1422 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1229 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;1723 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;5099 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;3529 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;11/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1240 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;913 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;1229 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1308 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1005 |
| <sup>5,9,10</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;4030 |
| <sup>5,9,10</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;5.067% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;3720 |
| <sup>5,7,9</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;5190 |
| <sup>5,7,9</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;1560 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;1446 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;3291 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.318% | &nbsp;&nbsp;9/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;147 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;10516 | &nbsp;&nbsp;9638 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;1674 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;1374 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;2052 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;1299 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;2313 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;2718 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;1364 |
| <sup>5,9</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;3250 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;1094 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;1371 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;1989 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;4/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;1175 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;2005 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;1061 |
| <sup>5,9</sup> | Hundred Acre Wood Trust Series 2021-INV3 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;1781 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-1 | &nbsp;&nbsp;6.153% | &nbsp;&nbsp;5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;1341 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;3317 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;4987 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;5526 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;1049 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1312 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;1040 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;1497 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;1732 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;5987 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;1096 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;1209 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;2324 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1314 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2522 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1239 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1980 |
| <sup>5,9</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1834 |
| <sup>5,9</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;11033 |
| <sup>5,9</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5148 | &nbsp;&nbsp;&nbsp;&nbsp;5206 |
| <sup>5,9</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
| <sup>5</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;14893 | &nbsp;&nbsp;12924 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4659 | &nbsp;&nbsp;&nbsp;&nbsp;3873 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;12646 | &nbsp;&nbsp;10974 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2023-2A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1445 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-1A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-2A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1066 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1782 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;1796 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;2340 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1273 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
| <sup>5,9</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5724 |
| <sup>5,9</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2356 |
| <sup>5,9</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;6212 |
| <sup>5,9</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp;&nbsp;&nbsp;5087 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1433 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;2811 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1643 |
| <sup>5,9</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4441 | &nbsp;&nbsp;&nbsp;&nbsp;4391 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
| <sup>5,9</sup> | Mello Mortgage Capital Acceptance Series 2022-INV1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>5,9</sup> | MMAF Equipment Finance LLC Series 2024-A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | &nbsp;&nbsp;3.951% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;3674 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2172 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1692 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1526 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2023-1 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/25/2053 | &nbsp;&nbsp;25775 | &nbsp;&nbsp;23897 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8512 | &nbsp;&nbsp;&nbsp;&nbsp;8704 |
| <sup>5,8,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/25/2061 | &nbsp;&nbsp;31634 | &nbsp;&nbsp;31628 |
| <sup>5,9</sup> | MSBAM Commercial Mortgage Securities Trust Series 2012-CKSV | &nbsp;&nbsp;3.277% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
| <sup>5</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;9218 |
| <sup>5,9</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>5,9</sup> | Navient Private Education Loan Trust Series 2018-BA | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;12/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,9</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;2859 |
| <sup>5,9</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2768 |
| <sup>5,8,9</sup> | Navient Student Loan Trust Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;5.372% | &nbsp;&nbsp;3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2446 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2026-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;10910 | &nbsp;&nbsp;10778 |
| <sup>5,8,9</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6493 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
| <sup>5,9</sup> | NextGear Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7246 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1825 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1881 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>5,9</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1444 |
| <sup>5,9</sup> | OBX Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
| <sup>5,9</sup> | OBX Trust Series 2022-INV5 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>5,9</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;1554 |
| <sup>5,9</sup> | OBX Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;47496 | &nbsp;&nbsp;47557 |
| <sup>5,9</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
| <sup>5,9</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
| <sup>5,9</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| <sup>5,9</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;1869 |
| <sup>5,8,9</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;2356 |
| <sup>5,8,9</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;3135 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;12440 | &nbsp;&nbsp;12465 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-B | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;5966 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;4863 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-B | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;7476 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;4276 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;6065 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1962 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;2437 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;6823 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;37035 | &nbsp;&nbsp;37428 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;10592 | &nbsp;&nbsp;10502 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;12510 | &nbsp;&nbsp;12529 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;43728 | &nbsp;&nbsp;43511 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;7229 | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;6772 | &nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2568 | &nbsp;&nbsp;&nbsp;&nbsp;2569 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;20463 | &nbsp;&nbsp;20460 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;23184 | &nbsp;&nbsp;23201 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;7801 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;16851 | &nbsp;&nbsp;16849 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;21368 | &nbsp;&nbsp;21411 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;49431 | &nbsp;&nbsp;49644 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;40990 | &nbsp;&nbsp;41167 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;38987 | &nbsp;&nbsp;39120 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;45693 | &nbsp;&nbsp;44736 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;24124 | &nbsp;&nbsp;24079 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;22239 | &nbsp;&nbsp;22235 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;22239 | &nbsp;&nbsp;22287 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;32082 | &nbsp;&nbsp;32003 |
| <sup>5,7,9</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;29900 | &nbsp;&nbsp;30399 |
| <sup>5,7,9</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;28300 | &nbsp;&nbsp;28235 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-J1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;13549 | &nbsp;&nbsp;13504 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2023-2A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.896% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR2 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;1318 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;1888 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;3489 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4441 | &nbsp;&nbsp;&nbsp;&nbsp;4193 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;4697 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2246 | &nbsp;&nbsp;&nbsp;&nbsp;2116 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;3678 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;1461 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7130 | &nbsp;&nbsp;&nbsp;&nbsp;6881 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
| <sup>5,9</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;11070 | &nbsp;&nbsp;10819 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7090 | &nbsp;&nbsp;&nbsp;&nbsp;7089 |
| <sup>5,9</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;13950 | &nbsp;&nbsp;14248 |
| <sup>5,9</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5,9</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>5,8,9</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
| <sup>5,9</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
| <sup>5,9</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>5,7,9,10</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;4820 |
| <sup>5,7,9,10</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3910 |
| <sup>5,9</sup> | RR 41 Ltd. Series 2025-41A | &nbsp;&nbsp;5.214% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1938 |
| <sup>5,9</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;3264 |
| <sup>5,9</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;3873 |
| <sup>5,9</sup> | Sabey Data Center Issuer LLC Series 2026-1 | &nbsp;&nbsp;5.482% | &nbsp;&nbsp;1/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;6826 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;6.663% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.818% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;1119 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1212 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.840% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1517 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;4492 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;4781 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;5789 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;9431 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;7798 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp;&nbsp;&nbsp;9542 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1648 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;5191 |
| <sup>5,9</sup> | SBNA Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.925% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;&nbsp;1925 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;1139 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;71433 | &nbsp;&nbsp;66228 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1080 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1940 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;1009 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1336 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;2124 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1432 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;2400 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;2996 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;9164 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2026-1X | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;3602 |
| <sup>5,9</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;1103 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2017-B | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-B | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-C | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4245 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;2174 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;1215 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1648 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>5,9</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp;&nbsp;&nbsp;8110 |
| <sup>5,9</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;4502 |
| <sup>5,9</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;4326 |
| <sup>5</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3746 |
| <sup>5,9</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;10030 | &nbsp;&nbsp;&nbsp;&nbsp;9876 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1092 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;1794 |
| <sup>5,9</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;4125 |
| <sup>5,9</sup> | T-Mobile US Trust Series 2025-1A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;5299 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>5,9</sup> | Toyota Lease Owner Trust Series 2025-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
| <sup>5,9</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;3796 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2833 | &nbsp;&nbsp;&nbsp;&nbsp;2776 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1139 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2717 | &nbsp;&nbsp;&nbsp;&nbsp;2717 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp;1974 |
| <sup>5,9</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;3448 |
| <sup>5</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>5,9</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
| <sup>5,9</sup> | US Bank NA Series 2023-1 | &nbsp;&nbsp;6.789% | &nbsp;&nbsp;8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>5,9</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
| <sup>5,9</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;11640 | &nbsp;&nbsp;11586 |
| <sup>5,9</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
| <sup>5,9</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;9740 |
| <sup>5,9</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;9226 |
| <sup>5,9</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;4785 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;4752 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;5902 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;3905 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-7 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>5</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>5</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;7090 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;4498 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1167 |
| <sup>5</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1189 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>5</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1202 |
| <sup>5,8,9</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
| <sup>5,8,9</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
| <sup>5,8,9</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1456 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.514% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;2113 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;5929 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;4348 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274 |
| <sup>5,9</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3654 |
| <sup>5,7</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-C66 | &nbsp;&nbsp;5.649% | &nbsp;&nbsp;4/15/2059 | &nbsp;&nbsp;10280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10632 |
| <sup>5,9</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>5,9</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 |
| <sup>5,9</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 |
| <sup>5,9</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 |
| <sup>5,9</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 |
| <sup>5,9</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,439,161)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,439,161)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,439,161)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,439,161)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,439,161)** | **2444969** |
| **Corporate Bonds (29.9%)** | **Corporate Bonds (29.9%)** | **Corporate Bonds (29.9%)** | **Corporate Bonds (29.9%)** | **Corporate Bonds (29.9%)** | **Corporate Bonds (29.9%)** |
| **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;10663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10587 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;19548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19298 |
| <sup>11</sup> | Alphabet Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7931 |
| <sup>12</sup> | Alphabet Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/13/2126 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>9</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;14533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 |
|  | AT&T Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168 |
|  | AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;13779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13410 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;18855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18565 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>9</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>9</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;13330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13096 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11441 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;24191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25054 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6308 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;10041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;14729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13567 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7189 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;10473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10012 |
| <sup>9</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Comcast Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;13740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7628 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;8/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
| <sup>9</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;10371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9432 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>5</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>5</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>9</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>9</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>9</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>9</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>9</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;17940 | &nbsp;&nbsp;&nbsp;&nbsp;17755 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;14325 | &nbsp;&nbsp;&nbsp;&nbsp;13565 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;15770 | &nbsp;&nbsp;&nbsp;&nbsp;14281 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428 |
| <sup>9</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>9</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>7,9</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 |
| <sup>7,9,11</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>7,9</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>7,9</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>9</sup> | Orange SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;19038 | &nbsp;&nbsp;&nbsp;&nbsp;18814 |
| <sup>9</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>9</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>9</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;16790 | &nbsp;&nbsp;&nbsp;&nbsp;17749 |
| <sup>9</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>9</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>12</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5074 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;&nbsp;10353 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;17880 | &nbsp;&nbsp;&nbsp;&nbsp;16438 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;10162 | &nbsp;&nbsp;&nbsp;&nbsp;10032 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;12545 | &nbsp;&nbsp;&nbsp;&nbsp;12192 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 |
| <sup>9</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>9</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;11185 |
| <sup>9</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  |  |  |  |  | &nbsp;&nbsp;**434746** |
| **Consumer Discretionary (1.5%)** | **Consumer Discretionary (1.5%)** | **Consumer Discretionary (1.5%)** | **Consumer Discretionary (1.5%)** | **Consumer Discretionary (1.5%)** | **Consumer Discretionary (1.5%)** |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>9</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>9</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;15960 | &nbsp;&nbsp;15806 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;15075 | &nbsp;&nbsp;15026 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7485 | &nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;11920 | &nbsp;&nbsp;11238 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;14730 | &nbsp;&nbsp;14442 |
| <sup>9</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;6586 |
| <sup>9,13</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>9</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>9,11</sup> | Betclic Everest Group SAS | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>5,11</sup> | BMW International Investment BV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1138 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2579 |
| <sup>9</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>9</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>9</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>9</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
| <sup>9</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>9,11</sup> | Clarios Global LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>9</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>9</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;8058 |
| <sup>9</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7315 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;12243 |
| <sup>9</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>9</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>9</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;5213 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;4562 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;11830 | &nbsp;&nbsp;12109 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;1765 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;10630 | &nbsp;&nbsp;10471 |
| <sup>9</sup> | Gildan Activewear Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>9</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>9</sup> | Lithia Motors Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7915 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;47610 | &nbsp;&nbsp;&nbsp;&nbsp;46807 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;15935 | &nbsp;&nbsp;&nbsp;&nbsp;15518 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
| <sup>9</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>9</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>9</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>9</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>9</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>9</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>9</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>9</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | Penn Entertainment Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>5,11</sup> | Renault SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7255 |
| <sup>9</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | Service Corp. International | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>9</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>9</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>9</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>9</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | Starbucks Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
| <sup>9</sup> | Stellantis Finance US Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
| <sup>9</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;22265 | &nbsp;&nbsp;&nbsp;&nbsp;22131 |
| <sup>5,11</sup> | Stellantis NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 |
| <sup>9</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>9</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;12601 |
| <sup>9</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>9</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>5,11</sup> | Volkswagen Bank GmbH | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9146 |
| <sup>11</sup> | Volkswagen International Finance NV | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 |
| <sup>9</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>9</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>9</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>9</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>9</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>9</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>9</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  |  |  |  |  | &nbsp;&nbsp;**317914** |
| **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | Altria Group Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/6/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9322 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;14255 | &nbsp;&nbsp;&nbsp;&nbsp;13948 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;&nbsp;&nbsp;11350 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;8/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 |
| <sup>5,11</sup> | BAT International Finance plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| <sup>5,11</sup> | British American Tobacco plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>9,11</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>9</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701 |
|  | JBS NV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8286 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;19865 | &nbsp;&nbsp;&nbsp;&nbsp;19751 |
| <sup>9</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7711 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;13733 | &nbsp;&nbsp;&nbsp;&nbsp;13858 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;17407 | &nbsp;&nbsp;&nbsp;&nbsp;16969 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2065 | &nbsp;&nbsp;11155 | &nbsp;&nbsp;&nbsp;&nbsp;10948 |
| <sup>9</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;16265 | &nbsp;&nbsp;&nbsp;&nbsp;15788 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;10345 | &nbsp;&nbsp;&nbsp;&nbsp;10185 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/10/2044 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;10698 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  |  |  |  |  | &nbsp;&nbsp;**272854** |
| **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** |
| <sup>9</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>9</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>9</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>9</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;15690 | &nbsp;&nbsp;&nbsp;&nbsp;15447 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;10870 | &nbsp;&nbsp;10626 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;1816 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3333 | &nbsp;&nbsp;&nbsp;&nbsp;2511 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| <sup>9</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
| <sup>9</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;8980 |
| <sup>9</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;10852 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| <sup>9</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>9</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>9</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;12460 | &nbsp;&nbsp;12505 |
| <sup>9</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;12570 | &nbsp;&nbsp;11819 |
| <sup>9</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6490 | &nbsp;&nbsp;&nbsp;&nbsp;6588 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/27/2031 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14505 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/27/2036 | &nbsp;&nbsp;18080 | &nbsp;&nbsp;18252 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;5429 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7404 | &nbsp;&nbsp;&nbsp;&nbsp;7401 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
|  | Energy Transfer LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2569 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;1635 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;10700 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;3710 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2166 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;9428 |
|  | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>9</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4262 | &nbsp;&nbsp;&nbsp;&nbsp;4146 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;16265 | &nbsp;&nbsp;14400 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;5579 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp;&nbsp;3777 |
|  | Hess Corp. | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>9</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>9</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>5</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8287 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8285 |
| <sup>9</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>9</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;15710 | &nbsp;&nbsp;16032 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2098 |
|  | NuStar Logistics LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;11011 | &nbsp;&nbsp;10696 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;3825 |
|  | ONEOK Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>5</sup> | OQ SAOC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;2068 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;22451 | &nbsp;&nbsp;21978 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;10180 | &nbsp;&nbsp;10386 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8627 | &nbsp;&nbsp;&nbsp;&nbsp;8853 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;4212 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5768 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>9</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;31921 | &nbsp;&nbsp;31708 |
| <sup>5</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/17/2030 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14260 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/12/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| <sup>9</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>9</sup> | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>9</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp;&nbsp;&nbsp;9043 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;9039 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1498 |
| <sup>5,11</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2839 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.275% | &nbsp;&nbsp;9/10/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;6841 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;21760 | &nbsp;&nbsp;21539 |
| <sup>5,11</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3343 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>9</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>9</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;6188 |
| <sup>9</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;1199 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  |  |  |  |  | &nbsp;&nbsp;**483990** |
| **Financials (11.1%)** | **Financials (11.1%)** | **Financials (11.1%)** | **Financials (11.1%)** | **Financials (11.1%)** | **Financials (11.1%)** |
| <sup>9</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8887 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;10852 | &nbsp;&nbsp;&nbsp;&nbsp;10931 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>11</sup> | Allianz SE | &nbsp;&nbsp;1.301% | &nbsp;&nbsp;9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7843 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/14/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Aon Global Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;14380 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9127 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 |
| <sup>9</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,11</sup> | Aroundtown SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>11</sup> | Artea Bankas AB | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;10/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8501 |
| <sup>11</sup> | ASR Nederland NV | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>9</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>9</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>5,12</sup> | Athene Global Funding | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 |
| <sup>11</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7952 |
| <sup>11</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
| <sup>11</sup> | Athora Netherlands NV | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 |
| <sup>9</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8479 |
| <sup>5,11</sup> | AXA SA | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/7/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032 |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4861 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8169 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8535 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;21772 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3368 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| <sup>5,11</sup> | Bank of Cyprus Holdings plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3714 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6859 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;20371 | &nbsp;&nbsp;&nbsp;&nbsp;20633 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;27620 | &nbsp;&nbsp;&nbsp;&nbsp;27360 |
| <sup>11</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,11</sup> | Barclays plc | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2604 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9773 |
| <sup>5,11</sup> | Barclays plc | &nbsp;&nbsp;4.616% | &nbsp;&nbsp;3/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;4289 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;3005 |
| <sup>5,11</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
| <sup>9</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>9</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>9</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;7952 |
| <sup>9</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;22435 | &nbsp;&nbsp;21942 |
| <sup>12</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;7689 |
| <sup>9</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp;4180 |
| <sup>9</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4823 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4814 |
| <sup>5</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;10250 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;10276 | &nbsp;&nbsp;10442 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8969 | &nbsp;&nbsp;&nbsp;&nbsp;8695 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.399% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;36760 | &nbsp;&nbsp;36073 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;3562 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;11861 | &nbsp;&nbsp;12620 |
| <sup>12</sup> | Chesnara plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
| <sup>9</sup> | Citadel Finance LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6040 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;58707 | &nbsp;&nbsp;58797 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;2225 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;28220 | &nbsp;&nbsp;28123 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;6117 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;7220 | &nbsp;&nbsp;&nbsp;&nbsp;7378 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/23/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
| <sup>5,12</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4161 | &nbsp;&nbsp;&nbsp;&nbsp;4555 |
| <sup>12</sup> | Close Brothers Group plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;7572 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
| <sup>9</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>9</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;3250 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;24690 | &nbsp;&nbsp;24744 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2138 |
| <sup>5,11</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3440 |
| <sup>5,11</sup> | Deutsche Pfandbriefbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp;&nbsp;&nbsp;2696 |
| <sup>5,11</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;13115 |
| <sup>11</sup> | ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4343 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>5,11</sup> | Eurobank SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/7/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
|  | Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;7969 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;17515 | &nbsp;&nbsp;18161 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;8338 |
| <sup>9</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>5,11</sup> | GA Global Funding Trust | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1971 |
| <sup>5,11</sup> | GA Global Funding Trust | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;9/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | GATX Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | GATX Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;1090 |
| <sup>9</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>9</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9639 | &nbsp;&nbsp;10355 |
| <sup>9</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp;&nbsp;&nbsp;6109 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8166 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;4593 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;2012 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/21/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;30260 | &nbsp;&nbsp;29059 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp;&nbsp;&nbsp;6763 |
| <sup>5,11</sup> | Gothaer Allgemeine Versicherung AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;3159 |
| <sup>11</sup> | Grand City Properties Finance Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3217 |
| <sup>11</sup> | Helvetia Europe SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5398 | &nbsp;&nbsp;&nbsp;&nbsp;5794 |
| <sup>9</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>9</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>9</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;16589 | &nbsp;&nbsp;16159 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;4716 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8159 | &nbsp;&nbsp;&nbsp;&nbsp;8223 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9998 | &nbsp;&nbsp;&nbsp;&nbsp;9778 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;26239 | &nbsp;&nbsp;25881 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;4156 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7739 | &nbsp;&nbsp;&nbsp;&nbsp;7786 |
| <sup>9</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>9</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;18440 | &nbsp;&nbsp;19119 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7111 | &nbsp;&nbsp;&nbsp;&nbsp;7257 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;12942 | &nbsp;&nbsp;12983 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;2423 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
| <sup>5,11</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>11</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;4468 |
| <sup>11</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;5208 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;15720 | &nbsp;&nbsp;15737 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;8762 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5508 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp;&nbsp;&nbsp;9899 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;14880 | &nbsp;&nbsp;15144 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;27973 | &nbsp;&nbsp;28347 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;16325 | &nbsp;&nbsp;15970 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;60210 | &nbsp;&nbsp;59117 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2639 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;2634 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;2303 |
| <sup>5,11</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;10956 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;10400 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8251 | &nbsp;&nbsp;&nbsp;&nbsp;8333 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;2714 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9601 | &nbsp;&nbsp;&nbsp;&nbsp;9570 |
| <sup>5</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| <sup>5</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;3830 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;9465 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1763 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3913 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1766 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;10655 | &nbsp;&nbsp;10504 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;3287 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;2788 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6241 | &nbsp;&nbsp;&nbsp;&nbsp;6167 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3185 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;15489 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13784 | &nbsp;&nbsp;13999 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;46233 | &nbsp;&nbsp;45321 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;5979 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1989 |
|  | Morgan Stanley | &nbsp;&nbsp;6.627% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4352 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;18370 | &nbsp;&nbsp;19067 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;12790 | &nbsp;&nbsp;13046 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;14352 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;20454 | &nbsp;&nbsp;20033 |
|  | Morgan Stanley | &nbsp;&nbsp;5.948% | &nbsp;&nbsp;1/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;4568 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8394 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Morgan Stanley | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;10650 | &nbsp;&nbsp;10690 |
| <sup>5</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;51810 | &nbsp;&nbsp;51271 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;3231 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6526 | &nbsp;&nbsp;&nbsp;&nbsp;4788 |
| <sup>9</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3192 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;24960 | &nbsp;&nbsp;25067 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
| <sup>5,11</sup> | NatWest Group plc | &nbsp;&nbsp;1.043% | &nbsp;&nbsp;9/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2790 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7,9</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;4/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3658 |
| <sup>11</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;1/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1331 |
| <sup>5,11</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;9/2/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;9779 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8449 | &nbsp;&nbsp;&nbsp;&nbsp;8379 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8762 | &nbsp;&nbsp;&nbsp;&nbsp;8538 |
| <sup>11</sup> | Nykredit Realkredit A/S | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1725 |
| <sup>5,11</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>5,11</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
| <sup>9</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;5437 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>9</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>12</sup> | Pension Insurance Corp. plc | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1239 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>9</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;4781 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;13078 | &nbsp;&nbsp;13336 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;18950 | &nbsp;&nbsp;19489 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;8276 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;16800 | &nbsp;&nbsp;17163 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;11109 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1703 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;18080 | &nbsp;&nbsp;18124 |
| <sup>9</sup> | Protective Life Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>5</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3621 |
| <sup>5,11</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;13109 | &nbsp;&nbsp;15351 |
| <sup>5,11</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3521 |
| <sup>11</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/2032 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;14772 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;26898 | &nbsp;&nbsp;27601 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;12530 | &nbsp;&nbsp;12546 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;2587 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>9</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12609 |
| <sup>9</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;19358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19178 |
| <sup>12</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 |
| <sup>9</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>5,11</sup> | Shift4 Payments LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10887 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;14665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14896 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;14771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14347 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;37530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37345 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;13145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13011 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;16015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15474 |
| <sup>9</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39731 |
| <sup>9</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;35830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35401 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;15730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15913 |
| <sup>11</sup> | Triodos Bank NV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18052 |
| <sup>5,11</sup> | Triodos Bank NV | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10215 |
| <sup>5</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10298 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;22556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22801 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8243 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;12060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11922 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;29615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29286 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7590 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;15705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15422 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;12715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12488 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;17135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17366 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;20119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19428 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;21830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22445 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;11984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12151 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
| <sup>12</sup> | Utmost Group plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>9</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>5,11</sup> | Viridium Group Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>11</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074 |
| <sup>11</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10085 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7159 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;34260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33376 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22435 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;11/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
| <sup>9</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>11</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 |
| <sup>11</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;4.983% | &nbsp;&nbsp;10/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  |  |  |  |  | &nbsp;&nbsp;**2320942** |
| **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** |
| <sup>9</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;57895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56657 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;16745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16326 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;30680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30077 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;11/21/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;10065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9797 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Allina Health System | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;4/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;10160 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;1748 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;7746 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5807 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;11180 | &nbsp;&nbsp;10815 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1672 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;9604 |
| <sup>9</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5,11</sup> | Bayer AG | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1488 |
| <sup>5,11</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;7198 |
| <sup>5</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;2363 |
| <sup>9</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;16320 | &nbsp;&nbsp;15931 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
| <sup>5</sup> | CHRISTUS Health | &nbsp;&nbsp;4.341% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>5</sup> | City of Hope | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;21147 | &nbsp;&nbsp;19479 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8568 | &nbsp;&nbsp;&nbsp;&nbsp;8100 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;8145 |
| <sup>9</sup> | Endo Finance Holdings LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;6023 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;5660 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;8874 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;8056 |
| <sup>9</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;14618 | &nbsp;&nbsp;12646 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5761 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp;8213 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1569 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1599 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;6757 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;2065 |
| <sup>9</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>9</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;44330 | &nbsp;&nbsp;44992 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | Medtronic Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;3818 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;25550 | &nbsp;&nbsp;25524 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;21520 | &nbsp;&nbsp;21430 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;10285 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;11885 | &nbsp;&nbsp;11961 |
| <sup>9</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>9</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;&nbsp;&nbsp;9769 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;12465 | &nbsp;&nbsp;12033 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7430 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;4465 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
| <sup>9</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>5,11</sup> | RAY Financing LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>9</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;7/9/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>9</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;17512 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13130 | &nbsp;&nbsp;&nbsp;&nbsp;13194 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2062 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  |  |  |  |  | &nbsp;&nbsp;**534019** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
| <sup>9</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7126 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5980 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
| <sup>5,14</sup> | Aurizon Finance Pty Ltd. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;25060 | &nbsp;&nbsp;&nbsp;&nbsp;25193 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;17723 | &nbsp;&nbsp;&nbsp;&nbsp;19306 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;17030 | &nbsp;&nbsp;&nbsp;&nbsp;18737 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468 |
| <sup>9</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>9</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>9</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;9/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5067 |
| <sup>9</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>9</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| <sup>9</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;16747 | &nbsp;&nbsp;&nbsp;&nbsp;19095 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;11102 |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8913 |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;10760 | &nbsp;&nbsp;&nbsp;&nbsp;10402 |
| <sup>9</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5112 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;11332 | &nbsp;&nbsp;&nbsp;&nbsp;10897 |
| <sup>9</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>9</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;10451 | &nbsp;&nbsp;&nbsp;&nbsp;10325 |
| <sup>9</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;19082 | &nbsp;&nbsp;&nbsp;&nbsp;18791 |
| <sup>9</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.732% | &nbsp;&nbsp;3/16/2056 | &nbsp;&nbsp;15332 | &nbsp;&nbsp;&nbsp;&nbsp;15159 |
| <sup>9</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.852% | &nbsp;&nbsp;3/16/2066 | &nbsp;&nbsp;14163 | &nbsp;&nbsp;&nbsp;&nbsp;14040 |
|  | Honeywell International Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7694 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>9</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.054% | &nbsp;&nbsp;4/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;14173 | &nbsp;&nbsp;&nbsp;&nbsp;12873 |
| <sup>9</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;&nbsp;&nbsp;13657 |
| <sup>5,14</sup> | Qantas Airways Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/27/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
| <sup>9</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | RTX Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8291 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3833 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 |
| <sup>9</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/2065 | &nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9616 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>9</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/5/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.839% | &nbsp;&nbsp;3/20/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | United Airlines Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |
| <sup>5</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  |  |  |  |  | &nbsp;&nbsp;**385711** |
| **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** |
| <sup>9</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>9</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>9</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>9</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;13080 | &nbsp;&nbsp;13161 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9802 |
| <sup>11</sup> | Amcor UK Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| <sup>9</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>9,11</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
| <sup>9</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>9</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
| <sup>5</sup> | Cemex SAB de CV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp;&nbsp;&nbsp;8221 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>9</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;41831 | &nbsp;&nbsp;41271 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;11395 | &nbsp;&nbsp;11177 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
| <sup>9</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>9</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>9</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5057 |
| <sup>7,9</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;18570 | &nbsp;&nbsp;18562 |
| <sup>9</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Linde Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>11</sup> | Linde plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2333 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1884 |
| <sup>9</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>9</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;2295 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>9</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>5</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;13860 | &nbsp;&nbsp;13915 |
|  | Sherwin-Williams Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;16190 | &nbsp;&nbsp;16401 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7650 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;22590 | &nbsp;&nbsp;22205 |
| <sup>9</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>9</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12178 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1576 |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;2068 |
| <sup>5</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6912 | &nbsp;&nbsp;&nbsp;&nbsp;6814 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 |
|  |  |  |  |  | &nbsp;&nbsp;**224474** |
| **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** |
|  | Agree LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | American Tower Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7943 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>11</sup> | Deutsche EuroShop AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8057 |
| <sup>5,11</sup> | Deutsche Wohnen SE | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/7/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>11</sup> | Digital Euro Finco LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>9</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;16055 | &nbsp;&nbsp;&nbsp;&nbsp;15603 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | Essex Portfolio LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | Extra Space Storage LP | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8482 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>9,11</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8198 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
| <sup>11</sup> | WP Carey Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  |  |  |  |  | &nbsp;&nbsp;**110008** |
| **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** |
| <sup>5</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;34513 | &nbsp;&nbsp;&nbsp;&nbsp;34665 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
| <sup>9</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;25501 | &nbsp;&nbsp;&nbsp;&nbsp;25127 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;14855 | &nbsp;&nbsp;&nbsp;&nbsp;14759 |
|  | Cadence Design Systems Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 |
| <sup>11</sup> | Capgemini SE | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>9</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Dell International LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;11781 |
|  | Dell International LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;16916 | &nbsp;&nbsp;&nbsp;&nbsp;16669 |
|  | Dell International LLC | &nbsp;&nbsp;8.350% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>9</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>9</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>9</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>9</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5822 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;18463 | &nbsp;&nbsp;&nbsp;&nbsp;19296 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;52050 | &nbsp;&nbsp;&nbsp;&nbsp;53577 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;18325 | &nbsp;&nbsp;&nbsp;&nbsp;18899 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;29660 | &nbsp;&nbsp;&nbsp;&nbsp;30669 |
| <sup>9</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;31748 | &nbsp;&nbsp;&nbsp;&nbsp;31568 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;36297 | &nbsp;&nbsp;&nbsp;&nbsp;36246 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;16318 | &nbsp;&nbsp;&nbsp;&nbsp;16011 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 |
| <sup>9</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;26671 | &nbsp;&nbsp;&nbsp;&nbsp;24752 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>9</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;12210 | &nbsp;&nbsp;&nbsp;&nbsp;12382 |
|  | NXP BV | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/11/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;13930 | &nbsp;&nbsp;&nbsp;&nbsp;13935 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;10483 | &nbsp;&nbsp;&nbsp;&nbsp;10348 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;31867 | &nbsp;&nbsp;&nbsp;&nbsp;30711 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;20644 | &nbsp;&nbsp;&nbsp;&nbsp;20207 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7711 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;17219 | &nbsp;&nbsp;&nbsp;&nbsp;16754 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;9404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8121 |
|  | Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;22233 | &nbsp;&nbsp;&nbsp;&nbsp;20757 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Oracle Corp. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;10230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9476 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;22302 | &nbsp;&nbsp;&nbsp;&nbsp;13109 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3136 |
| <sup>9</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>9</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;29455 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;14710 | &nbsp;&nbsp;&nbsp;&nbsp;14684 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9621 |
| <sup>9</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;12960 | &nbsp;&nbsp;&nbsp;&nbsp;13014 |
| <sup>5,11</sup> | Teleperformance SE | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 |
| <sup>9</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6138 |
|  | VMware LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 |
|  |  |  |  |  | &nbsp;&nbsp;**668527** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 |
| <sup>5</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;10727 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7196 | &nbsp;&nbsp;&nbsp;&nbsp;6946 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
| <sup>5</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2031 |
| <sup>5</sup> | AEP Transmission Co. LLC | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;2070 |
| <sup>7</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;25180 | &nbsp;&nbsp;25202 |
| <sup>5,11</sup> | Amprion GmbH | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| <sup>5</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;10927 |
| <sup>9</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>5</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;5802 |
| <sup>9</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>9</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | CMS Energy Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>5</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>5</sup> | Connecticut Light & Power Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Connecticut Light & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;11225 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7806 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;4606 |
| <sup>5</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>5</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;12730 | &nbsp;&nbsp;12492 |
| <sup>5</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7160 | &nbsp;&nbsp;&nbsp;&nbsp;6921 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1314 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp;1976 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;2818 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | Edison International | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>5,12</sup> | Engie SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/3/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;5363 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1278 |
|  | Exelon Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9390 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;18770 | &nbsp;&nbsp;18324 |
| <sup>5</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;1293 |
| <sup>9</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;11040 | &nbsp;&nbsp;11000 |
| <sup>9</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;12623 | &nbsp;&nbsp;12139 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>9</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>9</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
| <sup>9</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9356 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;14650 | &nbsp;&nbsp;13590 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;14420 | &nbsp;&nbsp;14714 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;12780 | &nbsp;&nbsp;12404 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;10694 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp;&nbsp;&nbsp;7041 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647 |
| <sup>9</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102 |
| <sup>9</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;21820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22152 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12922 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;14971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15258 |
| <sup>9</sup> | Rayburn Country Securitization LLC | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454 |
| <sup>5</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14732 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| <sup>5</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 |
| <sup>5</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 |
| <sup>5</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11068 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10042 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 |
| <sup>12</sup> | SW Finance I plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12347 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 |
| <sup>5,12</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| <sup>9</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>9</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>9</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8106 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265 |
| <sup>5,12</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653 |
| <sup>5,12</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
| <sup>11</sup> | Veolia Environnement SA | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
| <sup>5</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9274 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;16830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16648 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746 |
| <sup>5,12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 |
| <sup>5,12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/22/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 |
| <sup>5,12</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**520990** |
| **Total Corporate Bonds (Cost $6,370,922)** | **Total Corporate Bonds (Cost $6,370,922)** | **Total Corporate Bonds (Cost $6,370,922)** | **Total Corporate Bonds (Cost $6,370,922)** | **Total Corporate Bonds (Cost $6,370,922)** | **6274175** |
| **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** |
| <sup>8</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>8</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>8</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>8</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Central Parent LLC First Lien Refinancing Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>8</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>8</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>8</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>8</sup> | Endo Finance Holdings LP First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>8</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>8</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>8</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>8</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>8</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>8,11</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>8</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>8</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>8</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>8</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>8</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>8</sup> | Setanta Aircraft Leasing DAC First Lien Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>8</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>8</sup> | TransDigm Inc. First Lien Term Loan L, TSFR1M + 2.500% | &nbsp;&nbsp;6.173% | &nbsp;&nbsp;1/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>8</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| **Total Floating Rate Loan Interests (Cost $4,470)** | **Total Floating Rate Loan Interests (Cost $4,470)** | **Total Floating Rate Loan Interests (Cost $4,470)** | **Total Floating Rate Loan Interests (Cost $4,470)** | **Total Floating Rate Loan Interests (Cost $4,470)** | &nbsp;&nbsp;**4395** |
| **Sovereign Bonds (12.2%)** | **Sovereign Bonds (12.2%)** | **Sovereign Bonds (12.2%)** | **Sovereign Bonds (12.2%)** | **Sovereign Bonds (12.2%)** | **Sovereign Bonds (12.2%)** |
| <sup>5</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;14270 | &nbsp;&nbsp;14468 |
| <sup>11</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;34200 | &nbsp;&nbsp;39472 |
| <sup>11</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;42200 | &nbsp;&nbsp;48445 |
| <sup>5</sup> | Agence Francaise de Developpement | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;90800 | &nbsp;&nbsp;90024 |
| <sup>5,11</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;8459 |
| <sup>5</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;16720 | &nbsp;&nbsp;16810 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp;&nbsp;&nbsp;8443 |
| <sup>5</sup> | Baiterek National Investment Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;13033 | &nbsp;&nbsp;13097 |
| <sup>5,11,15</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;15639 | &nbsp;&nbsp;15510 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;9699 |
| <sup>5,9</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;47279 | &nbsp;&nbsp;46805 |
| <sup>5,9</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;60542 | &nbsp;&nbsp;63161 |
| <sup>5</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;42369 | &nbsp;&nbsp;44232 |
| <sup>5,9</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;87611 | &nbsp;&nbsp;86984 |
| <sup>5</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;49688 | &nbsp;&nbsp;49375 |
| <sup>5,9</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;73247 | &nbsp;&nbsp;72603 |
| <sup>11</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;23687 |
| <sup>5</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;2697 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;85914 | &nbsp;&nbsp;84941 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;33938 | &nbsp;&nbsp;33555 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;3485 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;7931 |
| <sup>5</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2189 | &nbsp;&nbsp;&nbsp;&nbsp;2200 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;21976 | &nbsp;&nbsp;22085 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;36185 | &nbsp;&nbsp;34388 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6672 | &nbsp;&nbsp;&nbsp;&nbsp;6146 |
| <sup>5</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;36537 | &nbsp;&nbsp;36675 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Ecopetrol SA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
| <sup>5,9</sup> | Electricite de France SA | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6064 |
| <sup>5</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 | &nbsp;&nbsp;&nbsp;&nbsp;4231 |
| <sup>16</sup> | Eskom Holdings | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30635 | &nbsp;&nbsp;30121 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15229 | &nbsp;&nbsp;17238 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13207 | &nbsp;&nbsp;14825 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69213 | &nbsp;&nbsp;35840 |
| <sup>5,11</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp;&nbsp;&nbsp;5950 |
| <sup>9,11</sup> | Hellenic Republic | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41339 | &nbsp;&nbsp;45913 |
| <sup>9,11</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014 | &nbsp;&nbsp;14380 |
| <sup>9,11</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18470 | &nbsp;&nbsp;20220 |
| <sup>5,17</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/2050 | &nbsp;&nbsp;9362900 | &nbsp;&nbsp;29305 |
| <sup>5,11</sup> | Junta de Andalucia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39863 | &nbsp;&nbsp;45459 |
| <sup>5</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27264 | &nbsp;&nbsp;24240 |
| <sup>5</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7685 |
| <sup>5</sup> | Kingdom of Morocco | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>5</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp;11842 |
| <sup>9,11</sup> | Kingdom of Spain | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10978 | &nbsp;&nbsp;12256 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23180 | &nbsp;&nbsp;23352 |
| <sup>5</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;9000 |
| <sup>5,18</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9203 | &nbsp;&nbsp;&nbsp;&nbsp;9311 |
| <sup>5</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp;&nbsp;&nbsp;3993 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80560 | &nbsp;&nbsp;80510 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25293 | &nbsp;&nbsp;25402 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22549 | &nbsp;&nbsp;23170 |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;4672 |
| <sup>5</sup> | Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp;&nbsp;&nbsp;6885 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2400 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17435 | &nbsp;&nbsp;17575 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32435 | &nbsp;&nbsp;34099 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;2091 |
| <sup>5,9,11</sup> | Portuguese Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23718 | &nbsp;&nbsp;25696 |
| <sup>11</sup> | Province of Manitoba | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24786 | &nbsp;&nbsp;28038 |
| <sup>11</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19015 | &nbsp;&nbsp;21604 |
| <sup>5</sup> | Republic of Bulgaria | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69217 | &nbsp;&nbsp;68280 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20704 | &nbsp;&nbsp;20291 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;15687 |
| <sup>5,11</sup> | Republic of Cyprus | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72853 | &nbsp;&nbsp;81841 |
| <sup>5</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7162 | &nbsp;&nbsp;&nbsp;&nbsp;5987 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109 | &nbsp;&nbsp;&nbsp;&nbsp;6052 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7032 | &nbsp;&nbsp;&nbsp;&nbsp;7522 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;9563 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6336 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12042 | &nbsp;&nbsp;12553 |
| <sup>11</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16460 | &nbsp;&nbsp;18734 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161 | &nbsp;&nbsp;&nbsp;&nbsp;2193 |
| <sup>5,9</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29945 | &nbsp;&nbsp;30355 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;15257 |
| <sup>11</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36304 | &nbsp;&nbsp;41120 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;9/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3438 |
| <sup>5</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18035 | &nbsp;&nbsp;18258 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;8066 |
| <sup>11</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6776 | &nbsp;&nbsp;&nbsp;&nbsp;7526 |
| <sup>5</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;3514 |
| <sup>5,11</sup> | Republic of Lithuania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4357 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
| <sup>5</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469 | &nbsp;&nbsp;&nbsp;&nbsp;6362 |
| <sup>5</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;5189 |
| <sup>5</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12170 | &nbsp;&nbsp;11786 |
|  | Republic of Panama | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;4/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>5</sup> | Republic of Paraguay | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;4526 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;1037 |
| <sup>5</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43498 | &nbsp;&nbsp;39687 |
| <sup>5</sup> | Republic of Romania | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
| <sup>5,9,11</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29101 |
| <sup>5,11</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22544 |
| <sup>5,9</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25341 |
| <sup>5,11</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16599 |
| <sup>5,11</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662 |
| <sup>5</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
|  | Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 |
| <sup>11</sup> | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54637 |
| <sup>11</sup> | Slovakia Government Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34844 |
| <sup>5,11</sup> | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19057 |
| <sup>5,11</sup> | State of Israel | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14602 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17167 |
| <sup>11</sup> | Treasury Corp. of Victoria | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/29/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43948 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3374 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76785 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31075 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35010 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8155 |
| <sup>11</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24923 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 |
| **Total Sovereign Bonds (Cost $2,571,300)** | **Total Sovereign Bonds (Cost $2,571,300)** | **Total Sovereign Bonds (Cost $2,571,300)** | **Total Sovereign Bonds (Cost $2,571,300)** | **Total Sovereign Bonds (Cost $2,571,300)** | **2558964** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
|  | Houston TX GO | &nbsp;&nbsp;6.290% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131 |
|  | Los Angeles CA Department of Water & Power Revenue | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16549 |
|  | Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | &nbsp;&nbsp;3.922% | &nbsp;&nbsp;12/31/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Wisconsin General Fund Annual Appropriation Revenue | &nbsp;&nbsp;3.954% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| **Total Taxable Municipal Bonds (Cost $18,426)** | **Total Taxable Municipal Bonds (Cost $18,426)** | **Total Taxable Municipal Bonds (Cost $18,426)** | **Total Taxable Municipal Bonds (Cost $18,426)** | **Total Taxable Municipal Bonds (Cost $18,426)** | &nbsp;&nbsp;&nbsp;&nbsp;**18711** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** | **Temporary Cash Investments (1.0%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>19</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;1040861 | &nbsp;&nbsp;&nbsp;&nbsp;104076 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** |
|  | United States Treasury Bill | &nbsp;&nbsp;3.726% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;106214 |
| **Total Temporary Cash Investments (Cost $210,222)** | **Total Temporary Cash Investments (Cost $210,222)** | **Total Temporary Cash Investments (Cost $210,222)** | **Total Temporary Cash Investments (Cost $210,222)** | **Total Temporary Cash Investments (Cost $210,222)** | &nbsp;&nbsp;&nbsp;**210290** |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 2.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;170280 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.050% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;544880 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.091% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;217980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.270% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;206250 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.391% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;217980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually | &nbsp;&nbsp;NGFP | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;96800 | &nbsp;&nbsp;2525 |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.690% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  |  |  |  |  | &nbsp;&nbsp;**4508** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;106250 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;106120 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;111910 | &nbsp;&nbsp;1065 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.850% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;544880 | &nbsp;&nbsp;1035 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;88990 | &nbsp;&nbsp;&nbsp;&nbsp;870 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.690% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;163860 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.144% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp;61410 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5581** |
| **Total Options Purchased (Cost $11,221)** | **Total Options Purchased (Cost $11,221)** | **Total Options Purchased (Cost $11,221)** | **Total Options Purchased (Cost $11,221)** | **Total Options Purchased (Cost $11,221)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10089** |
| **Total Investments (100.0%) (Cost $21,166,535)** | **Total Investments (100.0%) (Cost $21,166,535)** | **Total Investments (100.0%) (Cost $21,166,535)** | **Total Investments (100.0%) (Cost $21,166,535)** |  | &nbsp;&nbsp;**21019401** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**715** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**21020116** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $36,154 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $669 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 3 | Securities with a value of $868 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 4 | Securities with a value of $64,203 have been segregated as initial margin for open futures contracts. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 8 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 9 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $3,332,561, representing 15.9% of net assets. |
| 10 | Security value determined using significant unobservable inputs. |
| 11 | Face amount denominated in euro. |
| 12 | Face amount denominated in British pounds. |
| 13 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 14 | Face amount denominated in Australian dollars. |
| 15 | Guaranteed by the Republic of Poland. |
| 16 | Guaranteed by the Republic of South Africa. |
| 17 | Face amount denominated in Japanese yen. |
| 18 | Guaranteed by the Republic of Hungary. |
| 19 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| GO—General Obligation Bond. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| WFB—Wells Fargo Bank N.A. |

---

------

Core Bond Fund

------

#### Derivative Financial Instruments Outstanding as of Period End

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 1.500% Annually | &nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;272448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(299) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.870% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;206250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.241% Annually | MSBNA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;&nbsp;3.241% | &nbsp;&nbsp;&nbsp;435960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;544880 | &nbsp;&nbsp;&nbsp;&nbsp;(1458) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.144% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;61410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(755) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually | &nbsp;&nbsp;&nbsp;&nbsp;NGFP | &nbsp;&nbsp;&nbsp;10/16/2035 | &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;81500 | &nbsp;&nbsp;&nbsp;&nbsp;(3642) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.090% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(562) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(6968) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;544880 | &nbsp;&nbsp;&nbsp;&nbsp;(3426) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;212510 | &nbsp;&nbsp;&nbsp;&nbsp;(1137) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;212240 | &nbsp;&nbsp;&nbsp;&nbsp;(1107) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;111910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(835) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;111910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(649) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.460% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp;81930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(665) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.700% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;88990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;88990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(8535) |
| Total Options Written **(Premiums Received $14,253)** | Total Options Written **(Premiums Received $14,253)** | Total Options Written **(Premiums Received $14,253)** | Total Options Written **(Premiums Received $14,253)** | Total Options Written **(Premiums Received $14,253)** | (15503) |

---

---

| |
|:---|
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| WFB—Wells Fargo Bank N.A. |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;9555 | 1982140 | &nbsp;&nbsp;&nbsp;&nbsp;(9041) |
| 5-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;649078 | &nbsp;&nbsp;&nbsp;&nbsp;(3508) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;187891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(257) |
| Euro-Bund | June 2026 | &nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;146236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;218185 | &nbsp;&nbsp;&nbsp;&nbsp;(3757) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;334068 | &nbsp;&nbsp;&nbsp;&nbsp;(7001) |
|  |  |  |  | &nbsp;&nbsp;(23521) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(838) | &nbsp;&nbsp;&nbsp;&nbsp;(72294) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |

---

------

Core Bond Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(289) | &nbsp;&nbsp;&nbsp;(237293) | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
| AUD 3-Year Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| AUD 10-Year Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Euro-BTP | June 2026 | (1743) | &nbsp;&nbsp;&nbsp;(234263) | &nbsp;&nbsp;&nbsp;&nbsp;4584 |
| Euro-Buxl | June 2026 | (1456) | &nbsp;&nbsp;&nbsp;(185558) | &nbsp;&nbsp;&nbsp;&nbsp;3142 |
| Euro-OAT | June 2026 | (1254) | &nbsp;&nbsp;&nbsp;(172034) | &nbsp;&nbsp;&nbsp;&nbsp;2718 |
| Euro-Schatz | June 2026 | (1897) | &nbsp;&nbsp;&nbsp;(231872) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| Long Gilt | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(189) | &nbsp;&nbsp;&nbsp;&nbsp;(21962) | &nbsp;&nbsp;&nbsp;&nbsp;1119 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(113) | &nbsp;&nbsp;&nbsp;&nbsp;(12827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;15481 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(8040) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;106086 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;48952 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;47064 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;33701 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;4/2/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;10797 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;24871 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(359) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;21463 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(380) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) |
| Royal Bank of Canada | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;230261 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;218524 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;182510 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;107402 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;87925 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| BNP Paribas | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;11813 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;352273 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(647) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;341055 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292778 | &nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;248456 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212665 | &nbsp;&nbsp;&nbsp;1783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;172862 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;172341 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(330) |
| HSBC Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;137335 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;22965 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8103 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;151949 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112859 | &nbsp;&nbsp;&nbsp;2602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |

---

------

Core Bond Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Morgan Stanley Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;34544 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;5426526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;8229 | &nbsp;&nbsp;&nbsp;(1903) |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| HUF—Hungarian forint. |
| JPY—Japanese yen. |
| NZD—New Zealand dollar. |
| USD—U.S. dollar. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;90665 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| CDX-NA-IG-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;208190 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| Republic of South Africa | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;14775 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(1315) | &nbsp;&nbsp;&nbsp;(102) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| United Mexican States | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;29151 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;126 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

------

Core Bond Fund

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000)<sup>1</sup> | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>2</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| Stellantis NV/Baa3 | 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Telefonica Europe BV | 12/20/2030 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(145) | &nbsp;&nbsp;&nbsp;(155) | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Unibail-Rodamco-Westfield SE | &nbsp;&nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BARC | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(78) |
| Unibail-Rodamco-Westfield SE | &nbsp;&nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(50) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(188) | &nbsp;&nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;(128) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;(144) |

---

---

| |
|:---|
| 1 Notional amount denominated in euro. |
| 2 Periodic premium received/(paid) quarterly. |
| BARC—Barclays Bank plc. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At March 31, 2026, the counterparties had deposited in segregated accounts securities with a value of $12,436 in connection with open forward currency contracts and over-the-counter swap contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.440<sup>2</sup> | &nbsp;&nbsp;&nbsp;(3.680)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(1003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(997) |
| 6/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;25231400<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.727<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| 2/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.680<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.280)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;1318 |
| 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751500<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.157)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169800<sup>7</sup> | &nbsp;&nbsp;&nbsp;2.542<sup>8</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>9</sup> | &nbsp;&nbsp;&nbsp;(1067) | &nbsp;&nbsp;&nbsp;(1172) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78922<sup>7</sup> | &nbsp;&nbsp;&nbsp;2.768<sup>8</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130) |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322600<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.252)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;4156 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53950<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.309)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| 4/10/2031 | &nbsp;&nbsp;&nbsp;4/10/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17540<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.613)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77690<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.274<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;(1404) | &nbsp;&nbsp;&nbsp;(1385) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10662<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.317<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(168) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(168) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7670<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.508<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42) |
| 4/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52820<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.650<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76920<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.572)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;1601 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26400<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.682)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26400<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.892)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108) |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;5437740<sup>12</sup> | &nbsp;&nbsp;&nbsp;7.085<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| 4/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48960<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.855)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29160<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.924)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.144<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| 3/13/2038 | &nbsp;&nbsp;&nbsp;3/13/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.859<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) |
| 10/18/2040 | 10/18/2030<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38800<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.100)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| 1/22/2041 | &nbsp;&nbsp;&nbsp;1/22/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.517<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| 10/18/2045 | 10/18/2035<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.358<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(662) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(662) |
| 1/22/2046 | &nbsp;&nbsp;&nbsp;1/22/2036<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8410<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.781)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |

---

------

Core Bond Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 4/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60520<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.147<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23930<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.111)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9516 | &nbsp;&nbsp;&nbsp;&nbsp;9389 |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/(paid) annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 6 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 7 Notional amount denominated in Canadian dollar. |
| 8 Interest payment received/(paid) semi-annually. |
| 9 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 10 Notional amount denominated in euro. |
| 11 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 12 Notional amount denominated in Hungarian forint. |
| 13 Based on 6 Month Budapest Interbank Offered Rate (BUBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond Fund

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $21,062,460) | 20915325 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $104,075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104076 |
| Total Investments in Securities | 21019401 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| Foreign Currency, at Value (Cost $6,225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6214 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;4137973 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173981 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31418 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| **Total Assets** | **25382765** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;4330174 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| Options Written, at Value (Premiums Received $14,253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15503 |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;**4362649** |
| **Net Assets** | **21020116** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 22021256 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(1001140) |
| **Net Assets** | **21020116** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 32,299,463 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**291289** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.02** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 1,149,546,411 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **20728827** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$18.03** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448194 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448194 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9766 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**438428** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53278 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25439) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13182) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8614 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37186 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60272** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342080) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4149) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2500) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10402 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(332515)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**166185** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $4,182, ($43), and ($8), respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660446 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71859) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(332515) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16394) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572193 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5954) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13576) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(381270) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(662755) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(387224) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(676331) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;3733938 | &nbsp;&nbsp;&nbsp;&nbsp;4902264 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;3738512 | &nbsp;&nbsp;&nbsp;&nbsp;4910755 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;3517473 | &nbsp;&nbsp;&nbsp;&nbsp;4806617 |
| **Net Assets** |  |  |
| **Beginning of Period** | **17502643** | &nbsp;&nbsp;&nbsp;**12696026** |
| **End of Period** | **21020116** | &nbsp;&nbsp;&nbsp;**17502643** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | 2025 | 2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | **$9.11** | &nbsp;&nbsp;&nbsp;**$9.23** | &nbsp;&nbsp;&nbsp;**$8.62** | &nbsp;&nbsp;&nbsp;**$8.86** | &nbsp;&nbsp;&nbsp;**$10.67** | &nbsp;&nbsp;&nbsp;**$10.93** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.125 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;(.112) | &nbsp;&nbsp;&nbsp;&nbsp;(.114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.597 | &nbsp;&nbsp;&nbsp;&nbsp;(.251) | &nbsp;&nbsp;&nbsp;&nbsp;(1.810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.126) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.303 | &nbsp;&nbsp;&nbsp;&nbsp;1.005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.102 | &nbsp;&nbsp;&nbsp;&nbsp;(1.589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.001) |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.181) | &nbsp;&nbsp;&nbsp;&nbsp;(.423) | &nbsp;&nbsp;&nbsp;&nbsp;(.395) | &nbsp;&nbsp;&nbsp;&nbsp;(.342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.117) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.142) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.181) | &nbsp;&nbsp;&nbsp;&nbsp;(.423) | &nbsp;&nbsp;&nbsp;&nbsp;(.395) | &nbsp;&nbsp;&nbsp;&nbsp;(.342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.259) |
| **Net Asset Value, End of Period** | **$9.02** | &nbsp;&nbsp;&nbsp;**$9.11** | &nbsp;&nbsp;&nbsp;**$9.23** | &nbsp;&nbsp;&nbsp;**$8.62** | &nbsp;&nbsp;&nbsp;&nbsp;**$8.86** | &nbsp;&nbsp;&nbsp;**$10.67** |
| **Total Return<sup>2</sup>** | **0.99%** | &nbsp;&nbsp;&nbsp;**3.45%** | &nbsp;&nbsp;&nbsp;**11.92%** | &nbsp;&nbsp;&nbsp;**1.07%** | &nbsp;&nbsp;&nbsp;**-15.06%** | &nbsp;&nbsp;&nbsp;**-0.03%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $291 | &nbsp;&nbsp;&nbsp;$290 | &nbsp;&nbsp;&nbsp;$285 | &nbsp;&nbsp;&nbsp;$220 | &nbsp;&nbsp;&nbsp;$203 | &nbsp;&nbsp;&nbsp;$246 |
| Ratio of Total Expenses to Average Net Assets | 0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20% |
| Ratio of Net Investment Income to Average Net Assets | 4.46% | &nbsp;&nbsp;&nbsp;4.64% | &nbsp;&nbsp;&nbsp;4.57% | &nbsp;&nbsp;&nbsp;3.93% | &nbsp;&nbsp;&nbsp;2.22% | &nbsp;&nbsp;&nbsp;1.16% |
| Portfolio Turnover Rate<sup>4</sup> | 159% | &nbsp;&nbsp;&nbsp;367% | &nbsp;&nbsp;&nbsp;363% | &nbsp;&nbsp;&nbsp;439% | &nbsp;&nbsp;&nbsp;499% | &nbsp;&nbsp;&nbsp;473% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.20%. |
| 4 | Includes 25%, 47%, 76%, 212%, 146%, and 167%, respectively, attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

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Core Bond Fund

Financial Highlights

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | 2025 | 2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | **$18.22** | &nbsp;&nbsp;&nbsp;**$18.46** | &nbsp;&nbsp;&nbsp;**$17.23** | &nbsp;&nbsp;&nbsp;**$17.72** | &nbsp;&nbsp;&nbsp;**$21.33** | &nbsp;&nbsp;&nbsp;**$21.86** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.266 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.514) | &nbsp;&nbsp;&nbsp;&nbsp;(3.622) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.257) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.212 | &nbsp;&nbsp;&nbsp;&nbsp;(3.149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.009 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.256) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.539) |
| **Net Asset Value, End of Period** | **$18.03** | &nbsp;&nbsp;&nbsp;**$18.22** | &nbsp;&nbsp;&nbsp;**$18.46** | &nbsp;&nbsp;&nbsp;**$17.23** | &nbsp;&nbsp;&nbsp;**$17.72** | &nbsp;&nbsp;&nbsp;**$21.33** |
| **Total Return<sup>2</sup>** | **0.98%** | &nbsp;&nbsp;&nbsp;**3.55%** | &nbsp;&nbsp;&nbsp;**12.09%** | &nbsp;&nbsp;&nbsp;**1.11%** | &nbsp;&nbsp;&nbsp;**-14.93%** | &nbsp;&nbsp;&nbsp;**0.03%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $20729 | &nbsp;&nbsp;&nbsp;$17213 | &nbsp;&nbsp;&nbsp;$12411 | &nbsp;&nbsp;&nbsp;$8373 | &nbsp;&nbsp;&nbsp;$6225 | &nbsp;&nbsp;&nbsp;$5558 |
| Ratio of Total Expenses to Average Net Assets | 0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10% |
| Ratio of Net Investment Income to Average Net Assets | 4.56% | &nbsp;&nbsp;&nbsp;4.74% | &nbsp;&nbsp;&nbsp;4.67% | &nbsp;&nbsp;&nbsp;4.05% | &nbsp;&nbsp;&nbsp;2.39% | &nbsp;&nbsp;&nbsp;1.24% |
| Portfolio Turnover Rate<sup>4</sup> | 159% | &nbsp;&nbsp;&nbsp;367% | &nbsp;&nbsp;&nbsp;363% | &nbsp;&nbsp;&nbsp;439% | &nbsp;&nbsp;&nbsp;499% | &nbsp;&nbsp;&nbsp;473% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.10%. |
| 4 | Includes 25%, 47%, 76%, 212%, 146%, and 167%, respectively, attributable to mortgage-dollar-roll activity. |

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See accompanying Notes, which are an integral part of the Financial Statements.

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Core Bond Fund

Notes to Financial Statements

Vanguard Core Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers two classes of shares: Investor Shares and Admiral Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At March 31, 2026, counterparties had deposited in segregated accounts securities with a value of $1,171,000 and cash of $2,100,000 in connection with TBA transactions.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

5. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

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Core Bond Fund

6. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period. The fund had no open options contracts on futures at March 31, 2026.

7. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded in the Statement of Assets and Liabilities as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded in the Statement of Assets and Liabilities as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of swaptions are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

8. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 17% and 6% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

9. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables

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Core Bond Fund

against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 9% of net assets, based on the average of the notional amounts at each quarter-end during the period.

10. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap

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Core Bond Fund

terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 1% and 2% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 13% of net assets, based on the average of notional amounts at each quarter-end during the period.

11. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

12. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

13. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

14. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $471,000, representing less than 0.01% of the fund's net assets and 0.19% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

Core Bond Fund

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9497808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9497808 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2428489 | &nbsp;&nbsp;&nbsp;16480 | &nbsp;&nbsp;&nbsp;&nbsp;2444969 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6274175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6274175 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2558964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2558964 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18711 |
| Temporary Cash Investments | 104076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210290 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10089 |
| Total | 104076 | &nbsp;&nbsp;&nbsp;20898845 | &nbsp;&nbsp;&nbsp;16480 | &nbsp;&nbsp;&nbsp;21019401 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14426 |
| Total | &nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38228 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15503) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(23613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23613) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1903) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5045) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5045) |
| Total | &nbsp;&nbsp;(23613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46064) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Investments in Securities, at Value—Unaffiliated Issuers (Options Purchased) | &nbsp;&nbsp;10089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10089 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15573 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;14181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;14416 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8229 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Assets | &nbsp;&nbsp;39843 | &nbsp;&nbsp;&nbsp;8229 | &nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;48670 |
| Options Written, at Value | (15503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(15503) |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(155) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (23613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(23613) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (109) | &nbsp;&nbsp;&nbsp;&nbsp;(4901) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (1903) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1903) |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144) |
| Total Liabilities | (43908) | (1903) | (408) | &nbsp;&nbsp;(46219) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

------

Core Bond Fund

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (25439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(25439) |
| Options Purchased | (13182) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(13182) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8614 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 37186 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37186 |
| Realized Net Gain (Loss) on Derivatives | (30536) | 37186 | 188 | &nbsp;&nbsp;&nbsp;&nbsp;6838 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(4149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4149) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2505 |
| Options Written | &nbsp;&nbsp;&nbsp;(2500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2500) |
| Swap Contracts | &nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 257 | &nbsp;&nbsp;&nbsp;10402 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3829 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;&nbsp;6001 | &nbsp;&nbsp;&nbsp;3829 | 257 | &nbsp;&nbsp;&nbsp;10087 |

---

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;21195568 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173503 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(357308) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183805) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $927,538,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $7,844,290,000 of investment securities and sold $5,571,587,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $25,262,486,000 and $23,949,875,000, respectively.

H. Capital share transactions for each class of shares were:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11899 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(65786) | &nbsp;&nbsp;&nbsp;&nbsp;(7229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110671) | &nbsp;&nbsp;&nbsp;&nbsp;(12356) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;4976247 | &nbsp;&nbsp;&nbsp;273093 | &nbsp;&nbsp;&nbsp;&nbsp;7418013 | &nbsp;&nbsp;&nbsp;&nbsp;412466 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;311394 | &nbsp;&nbsp;&nbsp;&nbsp;17091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30767 |
| Redeemed | (1553703) | &nbsp;&nbsp;&nbsp;(85217) | &nbsp;&nbsp;&nbsp;(3068513) | &nbsp;&nbsp;&nbsp;(171108) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;3733938 | &nbsp;&nbsp;&nbsp;204967 | &nbsp;&nbsp;&nbsp;&nbsp;4902264 | &nbsp;&nbsp;&nbsp;&nbsp;272125 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

------

Core Bond Fund

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q13202 052026

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![](tm2611750d3coreplsbdfndfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Core-Plus Bond Fund

------

Contents

Financial Statements 1 <br>

------

Core-Plus Bond Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (34.2%)** | **U.S. Government and Agency Obligations (34.2%)** | **U.S. Government and Agency Obligations (34.2%)** | **U.S. Government and Agency Obligations (34.2%)** | **U.S. Government and Agency Obligations (34.2%)** | **U.S. Government and Agency Obligations (34.2%)** |
| **U.S. Government Securities (8.3%)** | **U.S. Government Securities (8.3%)** | **U.S. Government Securities (8.3%)** | **U.S. Government Securities (8.3%)** | **U.S. Government Securities (8.3%)** | **U.S. Government Securities (8.3%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3927 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1205 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2870 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9917 | &nbsp;&nbsp;&nbsp;&nbsp;9767 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp;&nbsp;2617 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;3620 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2971 | &nbsp;&nbsp;&nbsp;&nbsp;2428 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;2566 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1867 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1580 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1465 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;1892 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;1613 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2221 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;2158 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;1977 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  |  |  |  |  | &nbsp;&nbsp;**76752** |
| **Conventional Mortgage-Backed Securities (21.0%)** | **Conventional Mortgage-Backed Securities (21.0%)** | **Conventional Mortgage-Backed Securities (21.0%)** | **Conventional Mortgage-Backed Securities (21.0%)** | **Conventional Mortgage-Backed Securities (21.0%)** |  |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;4356 |
| <sup>2,3</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/2048–7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>2,4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–6/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7468 | &nbsp;&nbsp;&nbsp;&nbsp;6149 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2050–6/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7999 | &nbsp;&nbsp;&nbsp;&nbsp;6872 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/20/2047–4/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;5319 | &nbsp;&nbsp;&nbsp;&nbsp;4754 |
| <sup>2,4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/20/2047–5/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/20/2047–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4433 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/20/2048–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp;&nbsp;&nbsp;4111 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;3283 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;11206 | &nbsp;&nbsp;11321 |
| <sup>2,5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/20/2032–6/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>2</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/1/2035–4/25/2056 | &nbsp;&nbsp;40986 | &nbsp;&nbsp;&nbsp;&nbsp;34166 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/1/2035–4/25/2056 | &nbsp;&nbsp;25444 | &nbsp;&nbsp;&nbsp;&nbsp;21906 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2037–4/25/2056 | &nbsp;&nbsp;17989 | &nbsp;&nbsp;&nbsp;&nbsp;16234 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2032–5/25/2056 | &nbsp;&nbsp;10815 | &nbsp;&nbsp;&nbsp;&nbsp;10039 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/25/2041–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6673 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2040–2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2040–4/25/2056 | &nbsp;&nbsp;10580 | &nbsp;&nbsp;&nbsp;&nbsp;10519 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2040–4/25/2056 | &nbsp;&nbsp;13577 | &nbsp;&nbsp;&nbsp;&nbsp;13756 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2052–4/25/2056 | &nbsp;&nbsp;12285 | &nbsp;&nbsp;&nbsp;&nbsp;12658 |
| <sup>2,3,5</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2053–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
| <sup>2,3</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2055–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
|  |  |  |  |  | &nbsp;&nbsp;**194530** |
| **Nonconventional Mortgage-Backed Securities (4.9%)** | **Nonconventional Mortgage-Backed Securities (4.9%)** | **Nonconventional Mortgage-Backed Securities (4.9%)** | **Nonconventional Mortgage-Backed Securities (4.9%)** | **Nonconventional Mortgage-Backed Securities (4.9%)** |  |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.773% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.592% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.617% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.633% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.713% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.058% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>2,3</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2043–10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2042–5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
| <sup>2,3</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2043–2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.089% | &nbsp;&nbsp;4.624% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.125% | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.143% | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.148% | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.181% | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.212% | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.245% | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.246% | &nbsp;&nbsp;4.561% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>2,3,6</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.350% | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/25/2049 | &nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2040–4/25/2050 | &nbsp;&nbsp;3967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2044–4/15/2046 | &nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2042–3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2048–6/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>2,3</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>2,6</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2055–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/20/2050–2/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043–11/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/20/2047–5/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| <sup>2</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/2055 | &nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
| <sup>2,6</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,6</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**45116** |
| **Total U.S. Government and Agency Obligations (Cost $317,198)** | **Total U.S. Government and Agency Obligations (Cost $317,198)** | **Total U.S. Government and Agency Obligations (Cost $317,198)** | **Total U.S. Government and Agency Obligations (Cost $317,198)** | **Total U.S. Government and Agency Obligations (Cost $317,198)** | **316398** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (12.1%)** |
| <sup>2,7</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>2,7</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,7</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>2,7</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
| <sup>2,7</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>2,7</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.760% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2,7</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;6.740% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | Ally Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;7.330% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2,7</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>2,7</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>2,7</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>2,7</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>2,7</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>2</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>2,7</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>2,7</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>2,7</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>2,7</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>2,7</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>2</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>2,7</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,7</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2,7</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-5A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-2A | &nbsp;&nbsp;6.180% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>2,7</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2,6,7</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>2,6,7</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>2</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1225 |
| <sup>2</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>2</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>2</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>2</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>2</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>2</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>2</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>2</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>2</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>2</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>2,7</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>2,6,7</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>2,6,7</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>2,7</sup> | Bayview Opportunity Master Fund VI Trust Series 2021-6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,7</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>2</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2023-B38 | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>2</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,6,7</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2,6,7</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,7</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>2</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>2</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.729% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>2</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>2</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>2</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.522% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>2,7</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>2,7</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
| <sup>2,6,7</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,6,7</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;1119 |
| <sup>2</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>2</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.838% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>2,7</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>2,7</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2024-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>2,7</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>2,7</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>2</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>2,7</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>2,7</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>2,7</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>2,7</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>2,7</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>2,7</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>2,7</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>2,6,7</sup> | Connecticut Avenue Securities Trust Series 2026-R02, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>2,7</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2,7</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>2</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>2,7</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>2,7</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>2,7</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>2,7</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;492 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>2,6,7</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,6,7</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>2,6,7</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,7</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>2,6,7</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,6,7</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.550% | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>2,7</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>2</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>2</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2,7</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,5,7</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>2,5,7</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>2</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>2,7</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>2,7</sup> | Flagstar Mortgage Trust Series 2021-7 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>2,7</sup> | Flagstar Mortgage Trust Series 2021-11IN | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>2,7</sup> | Flagstar Mortgage Trust Series 2021-12 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>2,7</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>2</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>2,7</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-C | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>2,7</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>2,7</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>2,7</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,7</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;5.512% | &nbsp;&nbsp;11/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>2,3,6,7</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2,7</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
| <sup>2,7</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>2,7</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>2,7</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>2,7</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>2,7</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;2369 | &nbsp;&nbsp;2394 |
| <sup>2,7</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>2,7</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>2</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;10/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>2</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>2,7</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>2,7</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;280 | &nbsp;&nbsp;283 |
| <sup>2,7</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;190 | &nbsp;&nbsp;192 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;150 | &nbsp;&nbsp;153 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7,8</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;180 | &nbsp;&nbsp;180 |
| <sup>2,7,8</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;5.067% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;170 | &nbsp;&nbsp;170 |
| <sup>2,5,7</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;230 | &nbsp;&nbsp;230 |
| <sup>2,5,7</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>2,7</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2024-2 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;380 | &nbsp;&nbsp;348 |
| <sup>2,7</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;130 | &nbsp;&nbsp;130 |
| <sup>2,7</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,7</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>2,7</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;190 | &nbsp;&nbsp;194 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;250 | &nbsp;&nbsp;252 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;120 | &nbsp;&nbsp;120 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,7</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,7</sup> | Hundred Acre Wood Trust Series 2021-INV3 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2,7</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;121 | &nbsp;&nbsp;122 |
| <sup>2,7</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;163 | &nbsp;&nbsp;163 |
| <sup>2,7</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;296 | &nbsp;&nbsp;297 |
| <sup>2,7</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;250 | &nbsp;&nbsp;249 |
| <sup>2,7</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;250 | &nbsp;&nbsp;257 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;121 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>2</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;130 | &nbsp;&nbsp;129 |
| <sup>2,7</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;110 | &nbsp;&nbsp;110 |
| <sup>2,7</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;547 | &nbsp;&nbsp;555 |
| <sup>2,7</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;247 | &nbsp;&nbsp;250 |
| <sup>2,7</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;260 | &nbsp;&nbsp;256 |
| <sup>2,7</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;701 | &nbsp;&nbsp;608 |
| <sup>2,7</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;200 | &nbsp;&nbsp;166 |
| <sup>2,7</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;666 | &nbsp;&nbsp;578 |
| <sup>2,7</sup> | Kubota Credit Owner Trust Series 2023-2A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2,7</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2,7</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>2,7</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>2,7</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>2,7</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>2,7</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,7</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>2,7</sup> | Mello Mortgage Capital Acceptance Series 2022-INV1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>2</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>2,7</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>2,6,7</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/25/2061 | &nbsp;&nbsp;1226 | &nbsp;&nbsp;1226 |
| <sup>2</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>2,7</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>2,7</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>2,7</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>2,6,7</sup> | Navient Student Loan Trust Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;5.372% | &nbsp;&nbsp;3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>2,7</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>2,7</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>2,7</sup> | Nelnet Student Loan Trust Series 2026-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>2,6,7</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | OBX Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>2,7</sup> | OBX Trust Series 2022-INV5 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2,7</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>2,7</sup> | OBX Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;1979 | &nbsp;&nbsp;1982 |
| <sup>2,7</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>2,7</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,6,7</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>2,6,7</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>2,7</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>2,7</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>2,7</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>2,7</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>2,7</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>2,7</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>2,7</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;1689 | &nbsp;&nbsp;1707 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1926 | &nbsp;&nbsp;1917 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;1240 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;1169 | &nbsp;&nbsp;1170 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>2,7</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;2389 | &nbsp;&nbsp;2399 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;2113 | &nbsp;&nbsp;2122 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;1653 | &nbsp;&nbsp;1658 |
| <sup>2,7</sup> | PMT Loan Trust Series 2026-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1965 | &nbsp;&nbsp;1924 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1032 | &nbsp;&nbsp;1030 |
| <sup>2,7</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;980 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>2,7</sup> | PMT Loan Trust Series 2026-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1287 | &nbsp;&nbsp;1284 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,5,7</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1220 |
| <sup>2,5,7</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1097 |
| <sup>2,6,7</sup> | PMT Loan Trust Series 2026-J1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>2,7</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>2,7</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.896% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>2,7</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>2,7</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>2,7</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>2,7</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>2,7</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>2,7</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>2,7</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>2,7</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,6,7</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2,7</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>2,7</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,5,7,8</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>2,5,7,8</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>2,7</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2,7</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>2,7</sup> | Sabey Data Center Issuer LLC Series 2026-1 | &nbsp;&nbsp;5.482% | &nbsp;&nbsp;1/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>2,7</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.840% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>2,7</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>2,7</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2,7</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2,7</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>2,7</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>2,7</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;3581 | &nbsp;&nbsp;3320 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;168 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,7</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>2,7</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>2,7</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,7</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>2,7</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>2,7</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>2,7</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>2,7</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>2,7</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2,7</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>2,7</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>2,7</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>2</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>2,7</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,7</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>2,7</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>2,7</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>2,7</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>2,7</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>2</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>2,7</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>2,7</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>2,7</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
| <sup>2,7</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>2,7</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>2,7</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>2,7</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>2,7</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>2,7</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>2,7</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>2,7</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>2,7</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>2</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>2</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>2,7</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>2,7</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>2,7</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>2,6,7</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>2,6,7</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>2</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>2,7</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>2,5</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-C66 | &nbsp;&nbsp;5.649% | &nbsp;&nbsp;4/15/2059 | &nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>2,7</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>2,7</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>2,7</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>2,7</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>2,7</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>2,7</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>2,7</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>2,7</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $111,953)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $111,953)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $111,953)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $111,953)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $111,953)** | **112009** |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Corporate Bonds (32.3%)** | **Corporate Bonds (32.3%)** | **Corporate Bonds (32.3%)** | **Corporate Bonds (32.3%)** | **Corporate Bonds (32.3%)** | **Corporate Bonds (32.3%)** |
| **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** | **Communications (2.4%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;633 |
| <sup>9</sup> | Alphabet Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2054 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>10</sup> | Alphabet Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/13/2126 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>7</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>7</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>7</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>7</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>7</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>7</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;1168 | &nbsp;&nbsp;1210 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>7</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>7</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>7</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>7</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>7</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>7</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>7</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>2</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>2</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>2</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>7</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>7</sup> | EW Scripps Co. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | Gray Media Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>7</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>7</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>7</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>5,7</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>7</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>5,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>5,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>7</sup> | Orange SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;835 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>7</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>7</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>10</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>7</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Univision Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>7</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>7</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>7</sup> | Virgin Media Finance plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>7</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Vodafone Group plc | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;2/27/2037 | &nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>7</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>7</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  |  |  |  |  | &nbsp;&nbsp;**21724** |
| **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** | **Consumer Discretionary (1.9%)** |
| <sup>7</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>7</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>7</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>7</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>7</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | Asbury Automotive Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>7,11</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>7</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>7</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>7</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>7</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>7</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>7</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>7</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>7</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>7</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>7</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>7</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |

---

------

Core-Plus Bond Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>7</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>7</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>7</sup> | Garda World Security Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>7</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>7</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;563 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>7</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>7</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>7</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>7</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>7</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>7</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1529 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>7</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>7</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>7</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>7</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>7</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>7</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>7</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>7</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,9</sup> | Renault SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>7</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Service Corp. International | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>7</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |

---

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Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| <sup>2,9</sup> | Stellantis NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>7</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>7</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>2</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>7</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>7</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>9</sup> | Volkswagen International Finance NV | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>7</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>7</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>7</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>7</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  |  |  |  |  | &nbsp;&nbsp;**17233** |
| **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** |
| <sup>7</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>7</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>7</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/4/2041 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>2,9</sup> | BAT International Finance plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>2,9</sup> | British American Tobacco plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>7</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>7</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>7</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>7</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>7</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>7</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>7</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;1052 |
| <sup>7</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
|  | Kroger Co. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>7</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>7</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>7</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| <sup>7</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>7</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>7</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>7</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>7</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2042 | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>7</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>7</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>7</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |

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Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>7</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>7</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  |  |  |  |  | &nbsp;&nbsp;**12452** |
| **Energy (3.2%)** | **Energy (3.2%)** | **Energy (3.2%)** | **Energy (3.2%)** | **Energy (3.2%)** | **Energy (3.2%)** |
| <sup>7</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>7</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>7</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>7</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>7</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>7</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>2</sup> | Canadian Natural Resources Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>7</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>7</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>7</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>7</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Devon Energy Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>7</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/27/2031 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/27/2036 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>7</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>2</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>2</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>7</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>2</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>7</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>7</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| <sup>7</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>7</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;1368 |
| <sup>7</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>2</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>7</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>2</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;5940 |
| <sup>2</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>7</sup> | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>7</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>7</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>7</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>7</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>2,9</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>2,9</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>7</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>7</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>7</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>7</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>7</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>7</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>7</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>7</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>7</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>7</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>7</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
|  |  |  |  |  | &nbsp;&nbsp;**29835** |
| **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** |
| <sup>7</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;10/29/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>7</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>7</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;1343 |
| <sup>7</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>7</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>7</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>9</sup> | Artea Bankas AB | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;10/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>7</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>7</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>7</sup> | Athene Global Funding | &nbsp;&nbsp;1.985% | &nbsp;&nbsp;8/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>9</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;1083 |
| <sup>9</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>7</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;1038 |
| <sup>2</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/2040 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>2,9</sup> | Bank of Cyprus Holdings plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>2</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1258 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>2,9</sup> | Barclays plc | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>2,9</sup> | Barclays plc | &nbsp;&nbsp;4.616% | &nbsp;&nbsp;3/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | Block Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>7</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>7</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;1051 | &nbsp;&nbsp;1028 |
| <sup>10</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>7</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>7</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>2</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.399% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;1835 | &nbsp;&nbsp;1801 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;3040 | &nbsp;&nbsp;3045 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;1315 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;7/30/2045 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>2,10</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>10</sup> | Close Brothers Group plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/5/2042 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>7</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>7</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>7</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>7</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>2,9</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;222 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,9</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>7</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>7</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>2,9</sup> | GA Global Funding Trust | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;9/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>7</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>7</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>2</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>2,9</sup> | Gothaer Allgemeine Versicherung AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>9</sup> | Grand City Properties Finance Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>9</sup> | Helvetia Europe SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>7</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>7</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>2</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;440 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;1212 | &nbsp;&nbsp;1195 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.332% | &nbsp;&nbsp;3/9/2044 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>7</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>2,9</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>9</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>9</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;1019 | &nbsp;&nbsp;1033 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;2270 | &nbsp;&nbsp;2229 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>2,9</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;418 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;463 |
| <sup>2</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;1453 | &nbsp;&nbsp;1461 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | MetLife Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/13/2043 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | MetLife Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;468 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>2</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>2</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;1239 | &nbsp;&nbsp;1246 |
| <sup>2</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;2350 | &nbsp;&nbsp;2326 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | Nasdaq Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/7/2052 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>7</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
| <sup>2</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>5,7</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;4/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>9</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;1/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>2,9</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>7</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>7</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;1368 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.575% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;807 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>2,9</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;468 |
| <sup>2,9</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>9</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;1257 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>7</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>7</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>7</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>2</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>7</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>10</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>7</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;2085 | &nbsp;&nbsp;2075 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;408 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| <sup>7</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 |
| <sup>7</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>9</sup> | Triodos Bank NV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>2,9</sup> | Triodos Bank NV | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>2</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
| <sup>2</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>7</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>7</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>9</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>9</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.557% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.491% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
| <sup>2</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>7</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>9</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  |  |  |  |  | &nbsp;&nbsp;**107432** |
| **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** |
| <sup>7</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Amgen Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>7</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>2,9</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>2</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>7</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>2</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>7</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>7</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>7</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>7</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>7</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>7</sup> | Endo Finance Holdings LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | Fortrea Holdings Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>7</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>7</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1680 |
| <sup>7</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/17/2063 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>7</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>7</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>7</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>7</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  |  |  |  |  | &nbsp;&nbsp;**24196** |
| **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** | **Industrials (1.8%)** |
| <sup>7</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>7</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>7</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>7</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1226 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;265 | &nbsp;&nbsp;269 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;781 | &nbsp;&nbsp;851 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;250 | &nbsp;&nbsp;241 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;586 | &nbsp;&nbsp;645 |
|  | Boeing Co. | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;5/1/2060 | &nbsp;&nbsp;400 | &nbsp;&nbsp;385 |
| <sup>7</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;450 | &nbsp;&nbsp;467 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;135 | &nbsp;&nbsp;130 |
| <sup>7</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;142 | &nbsp;&nbsp;100 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;300 | &nbsp;&nbsp;287 |
| <sup>7</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>7</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>7</sup> | Clean Harbors Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;283 | &nbsp;&nbsp;217 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;230 | &nbsp;&nbsp;230 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;197 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;120 | &nbsp;&nbsp;118 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;200 | &nbsp;&nbsp;193 |
| <sup>7</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;300 | &nbsp;&nbsp;303 |
| <sup>7</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;303 | &nbsp;&nbsp;346 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;530 | &nbsp;&nbsp;521 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;300 | &nbsp;&nbsp;293 |
| <sup>7</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;350 | &nbsp;&nbsp;338 |
| <sup>7</sup> | First Student Bidco Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>7</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;166 | &nbsp;&nbsp;164 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;453 | &nbsp;&nbsp;436 |
| <sup>7</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>7</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>7</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>7</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>7</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;336 | &nbsp;&nbsp;332 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;904 | &nbsp;&nbsp;890 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.732% | &nbsp;&nbsp;3/16/2056 | &nbsp;&nbsp;715 | &nbsp;&nbsp;707 |
| <sup>7</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.852% | &nbsp;&nbsp;3/16/2066 | &nbsp;&nbsp;607 | &nbsp;&nbsp;602 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;301 | &nbsp;&nbsp;293 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;350 | &nbsp;&nbsp;357 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;303 | &nbsp;&nbsp;313 |
| <sup>7</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;360 | &nbsp;&nbsp;281 |
| <sup>7</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>7</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;105 | &nbsp;&nbsp;102 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;127 | &nbsp;&nbsp;121 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;183 | &nbsp;&nbsp;197 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;133 | &nbsp;&nbsp;131 |
| <sup>7</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/2065 | &nbsp;&nbsp;490 | &nbsp;&nbsp;499 |
| <sup>7</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;135 | &nbsp;&nbsp;128 |
| <sup>7</sup> | TopBuild Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>7</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;180 | &nbsp;&nbsp;182 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;195 | &nbsp;&nbsp;194 |
| <sup>7</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>7</sup> | United Airlines Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>2</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>7</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>7</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  |  |  |  |  | &nbsp;&nbsp;**16754** |
| **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** |
| <sup>7</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>7</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| <sup>9</sup> | Amcor UK Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>7</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>7</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>7</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>7</sup> | Axalta Coating Systems LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>2</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>7</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>7</sup> | Chemours Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>7</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>7</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>7</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>7</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>7</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>7</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;1381 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>7</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>7</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>7</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>5,7</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>7</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>9</sup> | Linde plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>7</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>7</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>7</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>7</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>7</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Nucor Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>7</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>7</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>7</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>7</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>7</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>7</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>7</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>7</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>2</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>7</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>7</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>2</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>7</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>7</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  |  |  |  |  | &nbsp;&nbsp;**12337** |
| **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** | **Real Estate (0.5%)** |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>9</sup> | Deutsche EuroShop AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| <sup>2,9</sup> | Deutsche Wohnen SE | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/7/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>7</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | Kimco Realty OP LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>7</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>7</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>7</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>7</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>9</sup> | WP Carey Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>7</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>7</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4928** |
| **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** | **Technology (3.2%)** |
| <sup>2</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1801 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>7</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>7</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>7</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>7</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>7</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>7</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>7</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>7</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>7</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>7</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>7</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>7</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;1784 |
| <sup>7</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;2349 |
| <sup>7</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>7</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>7</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>7</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>7</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>7</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;2213 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>7</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>7</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2905 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>7</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
| <sup>7</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  |  |  |  |  | &nbsp;&nbsp;**29249** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
| <sup>2</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>5</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
| <sup>7</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>2</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>7</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>7</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>2</sup> | Colbun SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
| <sup>2</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>7</sup> | Enel Finance America LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;7/12/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2</sup> | Energuate Trust 2 0 | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2,10</sup> | Engie SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/3/2053 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>2</sup> | FirstEnergy Corp. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>7</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>7</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>7</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/1/2049 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>7</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>7</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| <sup>7</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>7</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>7</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>7</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>7</sup> | Rayburn Country Securitization LLC | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>2</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>2</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>2,10</sup> | SW Finance I plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>10</sup> | SW Finance I plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>2,10</sup> | SW Finance I plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/7/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>2,10</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>7</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>7</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>7</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
|  | Union Electric Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>2,10</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/2046 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>9</sup> | Veolia Environnement SA | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>2</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>7</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>7</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>7</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| <sup>7</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>7</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>7</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>10</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/2026 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>2,10</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>2,10</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/2041 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**23294** |
| **Total Corporate Bonds (Cost $303,736)** | **Total Corporate Bonds (Cost $303,736)** | **Total Corporate Bonds (Cost $303,736)** | **Total Corporate Bonds (Cost $303,736)** | **Total Corporate Bonds (Cost $303,736)** | **299434** |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** |
| <sup>6</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>6</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>6</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>6</sup> | AthenaHealth Group Inc. First Lien Initial Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>6</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>6</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6</sup> | Belron Finance 2019 LLC First Lien Term Loan B, TSFR3M + 2.000% | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>6</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>6</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>6</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>6</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>6</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>6</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>6</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>6</sup> | Endo Finance Holdings LP First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>6</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>6</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>6</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>6</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>6</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>6</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>6,9</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>6</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>6</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>6</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>6</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>6</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>6</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>6</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>6</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>6</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| **Total Floating Rate Loan Interests (Cost $2,542)** | **Total Floating Rate Loan Interests (Cost $2,542)** | **Total Floating Rate Loan Interests (Cost $2,542)** | **Total Floating Rate Loan Interests (Cost $2,542)** | **Total Floating Rate Loan Interests (Cost $2,542)** | **2489** |
| **Sovereign Bonds (19.5%)** | **Sovereign Bonds (19.5%)** | **Sovereign Bonds (19.5%)** | **Sovereign Bonds (19.5%)** | **Sovereign Bonds (19.5%)** | **Sovereign Bonds (19.5%)** |
| <sup>9</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1847 |
| <sup>9</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;2296 |
| <sup>2</sup> | Agence Francaise de Developpement | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;4200 | &nbsp;&nbsp;4164 |
| <sup>2,9</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>2</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;1267 |
| <sup>2</sup> | Arab Republic of Egypt | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>2</sup> | Arab Republic of Egypt | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>2</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>2</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/2030 | &nbsp;&nbsp;1794 | &nbsp;&nbsp;1501 |
| <sup>2</sup> | Argentine Republic | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>2</sup> | Argentine Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/9/2046 | &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>2</sup> | Baiterek National Investment Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>2,7</sup> | Benin Government Bond | &nbsp;&nbsp;7.960% | &nbsp;&nbsp;2/13/2038 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>2</sup> | Benin Government Bond | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>2</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>2,7</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;2180 | &nbsp;&nbsp;2158 |
| <sup>2</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;1897 | &nbsp;&nbsp;1980 |
| <sup>2,7</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;4118 | &nbsp;&nbsp;4089 |
| <sup>2</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;2137 | &nbsp;&nbsp;2124 |
| <sup>2,7</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;3394 | &nbsp;&nbsp;3364 |
| <sup>9</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;2880 | &nbsp;&nbsp;3249 |
| <sup>2</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;3987 | &nbsp;&nbsp;3942 |
| <sup>2</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;1875 | &nbsp;&nbsp;1854 |
| <sup>2</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;409 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>2</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>2</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;5328 |
| <sup>2</sup> | Dominican Republic | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;3577 |
| <sup>2</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;912 |
| <sup>2</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1035 |
| <sup>2</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>2</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp;1974 |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
| <sup>12</sup> | Eskom Holdings | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;4543 |
| <sup>2,9</sup> | European Union | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>2,9</sup> | European Union | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
| <sup>2,9</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;1746 |
| <sup>2,9</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>2</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>2,7</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.631% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>2</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.631% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;3184 |
| <sup>2</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>2</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>7,9</sup> | Hellenic Republic | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp;2217 |
| <sup>7,9</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>7,9</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;961 |
| <sup>2,13</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/2050 | &nbsp;&nbsp;456650 | &nbsp;&nbsp;1429 |
| <sup>2,9</sup> | Junta de Andalucia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;2087 |
| <sup>2,7</sup> | Kingdom of Bahrain | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;2/3/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>2</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;1147 |
| <sup>2</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>2</sup> | Kingdom of Morocco | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;3711 |
| <sup>2,7</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/12/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;2554 |
| <sup>7,9</sup> | Kingdom of Spain | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>2</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>2,14</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;1497 |
| <sup>2,9,14</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>2</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>2</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;4103 |
| <sup>2</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;1960 |
| <sup>2</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146 | &nbsp;&nbsp;1178 |
| <sup>2</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>2</sup> | Paraguay Government Bond | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>2</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>2</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;1/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;1604 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;1450 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;3192 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/12/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/28/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>2</sup> | Petroliam Nasional Bhd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;2643 |
| <sup>2,7,9</sup> | Portuguese Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;1209 |
| <sup>9</sup> | Province of Manitoba | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;1295 |
| <sup>9</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;1111 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;1372 |
| <sup>2</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;2940 |
| <sup>2</sup> | Republic of Colombia | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>2</sup> | Republic of Colombia | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Republic of Costa Rica | &nbsp;&nbsp;7.158% | &nbsp;&nbsp;3/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>2,9</sup> | Republic of Cyprus | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;3776 |
| <sup>2</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;1723 |
| <sup>2</sup> | Republic of Ecuador | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>2</sup> | Republic of Ecuador | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>2</sup> | Republic of El Salvador | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>2</sup> | Republic of El Salvador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>2</sup> | Republic of Ghana | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>2</sup> | Republic of Ghana | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>2</sup> | Republic of Guatemala | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;1585 |
| <sup>2</sup> | Republic of Guatemala | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>2</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
| <sup>2</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| <sup>9</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>2,7</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
| <sup>2</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>9</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136 |
| <sup>2</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>2,7</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>2</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>2,7</sup> | Republic of Kenya | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;2/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>2,9</sup> | Republic of Lithuania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>2</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>2</sup> | Republic of Paraguay | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276 |
| <sup>2</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>2,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>2,9</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>2,9</sup> | Republic of Romania | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,9</sup> | Republic of Romania | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>2,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>2</sup> | Republic of Romania | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>2,7</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
| <sup>2</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
| <sup>2,15</sup> | Republic of South Africa | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/31/2036 | &nbsp;&nbsp;25655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>7</sup> | Republic of Sri Lanka | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>2</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>2,7</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>2</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>2,7</sup> | Republic of Trinidad & Tobago | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 |
| <sup>2</sup> | Republic of Turkiye | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
| <sup>2</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 |
| <sup>2,7,9</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 |
| <sup>2,9</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
| <sup>2</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 |
| <sup>2,7</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 |
| <sup>2,9</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594 |
| <sup>2</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>9</sup> | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619 |
| <sup>9</sup> | Slovakia Government Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>2,9</sup> | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>2</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| <sup>9</sup> | Treasury Corp. of Victoria | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/29/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
| <sup>2,7</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>2,7</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>2,7</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>2</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>2,7</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>9</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
| <sup>2</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158 |
| <sup>2,7</sup> | Uzbekneftegaz JSC | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| **Total Sovereign Bonds (Cost $181,724)** | **Total Sovereign Bonds (Cost $181,724)** | **Total Sovereign Bonds (Cost $181,724)** | **Total Sovereign Bonds (Cost $181,724)** | **Total Sovereign Bonds (Cost $181,724)** | **180263** |

---

------

Core-Plus Bond Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
|  | Los Angeles CA Department of Water & Power Revenue **(Cost $754)** | Los Angeles CA Department of Water & Power Revenue **(Cost $754)** | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;**779** |
|  |  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>16</sup> | Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;41228 | &nbsp;&nbsp;4122 |
|  |  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** | **U.S. Government and Agency Obligations (0.4%)** |
|  | United States Treasury Bill | United States Treasury Bill | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3973 | &nbsp;&nbsp;3836 |
| **Total Temporary Cash Investments (Cost $7,956)** | **Total Temporary Cash Investments (Cost $7,956)** | **Total Temporary Cash Investments (Cost $7,956)** | **Total Temporary Cash Investments (Cost $7,956)** | **Total Temporary Cash Investments (Cost $7,956)** | **Total Temporary Cash Investments (Cost $7,956)** | **7958** |
|  |  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 2.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.050% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;24590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.091% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.270% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.391% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually | &nbsp;&nbsp;NGFP | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.690% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**208** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.850% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;24590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.690% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.144% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core-Plus Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**256** |
| **Total Options Purchased (Cost $526)** | **Total Options Purchased (Cost $526)** | **Total Options Purchased (Cost $526)** | **Total Options Purchased (Cost $526)** | **Total Options Purchased (Cost $526)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**464** |
| **Total Investments (99.4%) (Cost $926,389)** | **Total Investments (99.4%) (Cost $926,389)** | **Total Investments (99.4%) (Cost $926,389)** | **Total Investments (99.4%) (Cost $926,389)** |  | &nbsp;&nbsp;**919794** |
| **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5864** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**925658** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $2,905 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Securities with a value of $3,380 have been segregated as initial margin for open futures contracts. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $180,021, representing 19.4% of net assets. |
| 8 | Security value determined using significant unobservable inputs. |
| 9 | Face amount denominated in euro. |
| 10 | Face amount denominated in British pounds. |
| 11 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 12 | Guaranteed by the Republic of South Africa. |
| 13 | Face amount denominated in Japanese yen. |
| 14 | Guaranteed by the Republic of Hungary. |
| 15 | Face amount denominated in South African rand. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| WFB—Wells Fargo Bank N.A. |

---

------

Core-Plus Bond Fund

------

#### Derivative Financial Instruments Outstanding as of Period End

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 1.500% Annually | &nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;12336 | &nbsp;&nbsp;&nbsp;&nbsp;(13) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.870% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;&nbsp;9530 | &nbsp;&nbsp;&nbsp;&nbsp;(11) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.241% Annually | MSBNA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;&nbsp;3.241% | &nbsp;&nbsp;&nbsp;19780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;24590 | &nbsp;&nbsp;&nbsp;&nbsp;(66) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.144% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;(35) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually | &nbsp;&nbsp;&nbsp;&nbsp;NGFP | &nbsp;&nbsp;&nbsp;10/16/2035 | &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;(170) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.090% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;(26) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(322) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;24590 | &nbsp;&nbsp;&nbsp;(155) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;(52) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;(51) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;(38) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;(30) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.460% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;(31) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.700% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;(20) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;(13) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(390) |
| Total Options Written **(Premiums Received $661)** | Total Options Written **(Premiums Received $661)** | Total Options Written **(Premiums Received $661)** | Total Options Written **(Premiums Received $661)** | Total Options Written **(Premiums Received $661)** | (712) |

---

---

| |
|:---|
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| WFB—Wells Fargo Bank N.A. |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | 425 | &nbsp;&nbsp;88164 | &nbsp;&nbsp;&nbsp;&nbsp;(444) |
| 5-Year U.S. Treasury Note | June 2026 | 417 | &nbsp;&nbsp;45111 | &nbsp;&nbsp;&nbsp;&nbsp;(414) |
| 10-Year U.S. Treasury Note | June 2026 | 114 | &nbsp;&nbsp;12659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Euro-Bund | June 2026 | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Long U.S. Treasury Bond | June 2026 | 167 | &nbsp;&nbsp;19017 | &nbsp;&nbsp;&nbsp;&nbsp;(505) |
| Ultra Long U.S. Treasury Bond | June 2026 | 102 | &nbsp;&nbsp;11889 | &nbsp;&nbsp;&nbsp;&nbsp;(222) |
|  |  |  |  | &nbsp;&nbsp;(1607) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | June 2026 | &nbsp;&nbsp;(38) | &nbsp;&nbsp;&nbsp;(3278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |

---

------

Core-Plus Bond Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;(14) | (11495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Euro-BTP | June 2026 | &nbsp;&nbsp;(86) | (11559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| Euro-Buxl | June 2026 | &nbsp;&nbsp;(75) | &nbsp;&nbsp;&nbsp;(9558) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| Euro-OAT | June 2026 | &nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;(9192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| Euro-Schatz | June 2026 | &nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;(8556) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Long Gilt | June 2026 | &nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;(1859) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;(38) | &nbsp;&nbsp;&nbsp;(4314) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(795) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2582 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(17) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Royal Bank of Canada | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;23406 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;11167 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;10623 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;72585 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;62458 | &nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192 | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core-Plus Bond Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;230216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;11167 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;26651 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Imperial Bank of Commerce | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;22352 | &nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;(46) |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| CZK—Czech koruna. |
| EUR—euro. |
| GBP—British pound. |
| HUF—Hungarian forint. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| NZD—New Zealand dollar. |
| PLN—Polish zloty. |
| USD—U.S. dollar. |
| ZAR—South African rand. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| CDX-NA-IG-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3198 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(285) | &nbsp;&nbsp;&nbsp;(22) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(17) |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| United Mexican States | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(11) |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

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

------

Core-Plus Bond Fund

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| People's Republic of China/A1 | &nbsp;&nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;— |
| Republic of Turkiye/Ba3 | &nbsp;&nbsp;&nbsp;6/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;— |
| Stellantis NV/Baa3 | 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;100<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;(1) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Telefonica Europe BV | 12/20/2030 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;400<sup>2</sup> | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;(1) |

---

---

| |
|:---|
| 1 Periodic premium received/(paid) quarterly. |
| 2 Notional amount denominated in euro. |
| BANA—Bank of America, N.A. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At March 31, 2026, the counterparties had deposited in segregated accounts securities with a value of $731 in connection with open forward currency contracts and over-the-counter swap contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.440<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.680)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(45) | &nbsp;&nbsp;&nbsp;&nbsp;(45) |
| 6/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;1229860<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.727<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| 2/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.680<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.280)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34700<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.157)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| 1/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11716<sup>7</sup> | &nbsp;&nbsp;&nbsp;12.804<sup>8</sup> | &nbsp;&nbsp;&nbsp;(14.750)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(62) | &nbsp;&nbsp;&nbsp;&nbsp;(62) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.542<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(55) | &nbsp;&nbsp;&nbsp;&nbsp;(61) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.768<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| 1/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791<sup>7</sup> | &nbsp;&nbsp;&nbsp;14.750<sup>9</sup> | &nbsp;&nbsp;&nbsp;(13.695)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;6750000<sup>13</sup> | &nbsp;&nbsp;&nbsp;2.482<sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2.830)<sup>15</sup> | &nbsp;&nbsp;&nbsp;(218) | &nbsp;&nbsp;&nbsp;(218) |
| 6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;4500000<sup>13</sup> | &nbsp;&nbsp;&nbsp;2.382<sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2.830)<sup>15</sup> | &nbsp;&nbsp;&nbsp;(157) | &nbsp;&nbsp;&nbsp;(157) |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.252)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.309)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| 9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102130<sup>16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.589<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.590)<sup>17</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(64) | &nbsp;&nbsp;&nbsp;&nbsp;(63) |
| 4/10/2031 | &nbsp;&nbsp;&nbsp;4/10/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.613)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.274<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;&nbsp;(66) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.508<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.317<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| 4/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.650<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000<sup>20</sup> | &nbsp;&nbsp;&nbsp;3.930<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.415)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| 9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250<sup>20</sup> | &nbsp;&nbsp;&nbsp;3.820<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.400)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.572)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.682)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.892)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;1263807<sup>22</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7.085<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>23</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216308<sup>22</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7.050<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>23</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500<sup>20</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.765<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.900)<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(13) | &nbsp;&nbsp;&nbsp;&nbsp;(13) |
| 4/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.855)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core-Plus Bond Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 4/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.924)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.144<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| 3/13/2038 | &nbsp;&nbsp;&nbsp;3/13/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.859<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| 10/18/2040 | 10/18/2030<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.100)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| 1/22/2041 | &nbsp;&nbsp;&nbsp;1/22/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.517<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| 10/18/2045 | 10/18/2035<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.358<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;(31) |
| 1/22/2046 | &nbsp;&nbsp;&nbsp;1/22/2036<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.781)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| 4/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.147<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.111)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(44) | &nbsp;&nbsp;&nbsp;&nbsp;(49) |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/(paid) annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 6 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 7 Notional amount denominated in Brazilian real. |
| 8 Interest payment received/(paid) at maturity. |
| 9 Based on Overnight Brazil CETIP Interbank Deposit Rate as of the most recent reset date. Interest payment received/(paid) at maturity. |
| 10 Notional amount denominated in Canadian dollar. |
| 11 Interest payment received/(paid) semi-annually. |
| 12 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 13 Notional amount denominated in Korean won. |
| 14 Interest payment received/(paid) quarterly. |
| 15 Based on 3-month Korean won (KRW) Certificate of Deposit Rate as of the most recent reset date. Interest payment received/(paid) quarterly. |
| 16 Notional amount denominated in Czech koruna. |
| 17 Based on 6-month Prague Interbank Offered Rate (PRIBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 18 Notional amount denominated in euro. |
| 19 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 20 Notional amount denominated in Polish zloty. |
| 21 Based on 6-month Warsaw Interbank Offered Rate (WIBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 22 Notional amount denominated in Hungarian forint. |
| 23 Based on 6 Month Budapest Interbank Offered Rate (BUBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond Fund

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $922,267) | &nbsp;&nbsp;&nbsp;&nbsp;915672 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $4,122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;919794 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
| Foreign Currency, at Value (Cost $519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;189653 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **Total Assets** | **1120364** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;193102 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| Options Written, at Value (Premiums Received $661) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**194706** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;**925658** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;989635 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(63977) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;**925658** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 8,858,367 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**76336** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$8.62** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 49,277,245 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;**849322** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$17.24** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21473 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21473 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**20548** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(854) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(688) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4499** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16740) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(17003)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8044** |

---

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| | |
|:---|:---|
| 1 | Interest is net of foreign withholding taxes of $10. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $164, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

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Core-Plus Bond Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;20548 | &nbsp;&nbsp;&nbsp;&nbsp;33040 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;4499 | &nbsp;&nbsp;&nbsp;&nbsp;(2177) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;(17003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;8044 | &nbsp;&nbsp;&nbsp;&nbsp;31011 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1475) | &nbsp;&nbsp;&nbsp;&nbsp;(3390) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;(16524) | &nbsp;&nbsp;&nbsp;&nbsp;(30502) |
| Total Distributions | &nbsp;&nbsp;(17999) | &nbsp;&nbsp;&nbsp;&nbsp;(33892) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | 109211 | &nbsp;&nbsp;&nbsp;220945 |
| Net Increase (Decrease) from Capital Share Transactions | 115925 | &nbsp;&nbsp;&nbsp;223187 |
| Total Increase (Decrease) | 105970 | &nbsp;&nbsp;&nbsp;220306 |
| **Net Assets** |  |  |
| **Beginning of Period** | **819688** | &nbsp;&nbsp;&nbsp;**599382** |
| **End of Period** | **925658** | &nbsp;&nbsp;&nbsp;**819688** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;October 12,<br> 2021<sup>1</sup> to<br> September 30, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$8.71** | &nbsp;&nbsp;&nbsp;**$8.80** | &nbsp;&nbsp;&nbsp;**$8.18** | &nbsp;&nbsp;&nbsp;**$8.35** | &nbsp;&nbsp;&nbsp;**$10.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.213 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.114) | &nbsp;&nbsp;&nbsp;&nbsp;(.082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.607 | &nbsp;&nbsp;&nbsp;&nbsp;(.176) | &nbsp;&nbsp;&nbsp;&nbsp;(1.655) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.326 | &nbsp;&nbsp;&nbsp;&nbsp;1.017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.189 | &nbsp;&nbsp;&nbsp;&nbsp;(1.442) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;(.416) | &nbsp;&nbsp;&nbsp;&nbsp;(.397) | &nbsp;&nbsp;&nbsp;&nbsp;(.359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.208) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;(.416) | &nbsp;&nbsp;&nbsp;&nbsp;(.397) | &nbsp;&nbsp;&nbsp;&nbsp;(.359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.208) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$8.62** | &nbsp;&nbsp;&nbsp;**$8.71** | &nbsp;&nbsp;&nbsp;**$8.80** | &nbsp;&nbsp;&nbsp;**$8.18** | &nbsp;&nbsp;&nbsp;&nbsp;**$8.35** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**0.95%** | &nbsp;&nbsp;&nbsp;**3.88%** | &nbsp;&nbsp;&nbsp;**12.73%** | &nbsp;&nbsp;&nbsp;**2.19%** | &nbsp;&nbsp;&nbsp;**-14.57%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$76 | &nbsp;&nbsp;&nbsp;$70 | &nbsp;&nbsp;&nbsp;$69 | &nbsp;&nbsp;&nbsp;$43 | &nbsp;&nbsp;&nbsp;$38 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.30%<sup>4,5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.53% | &nbsp;&nbsp;&nbsp;4.76% | &nbsp;&nbsp;&nbsp;4.82% | &nbsp;&nbsp;&nbsp;4.29% | &nbsp;&nbsp;&nbsp;2.46%<sup>5</sup> |
| Portfolio Turnover Rate<sup>6</sup> | &nbsp;&nbsp;&nbsp;170% | &nbsp;&nbsp;&nbsp;384% | &nbsp;&nbsp;&nbsp;415% | &nbsp;&nbsp;&nbsp;488% | &nbsp;&nbsp;&nbsp;542% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Subscription period for the fund was October 12, 2021, to October 22, 2021, during which time all assets were held in cash. Performance measurement began October 25, 2021, the first business day after the subscription period, at a net asset value of $10.00. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.30%. |
| 5 | Annualized. |
| 6 | Includes 27%, 48%, 84%, 235%, and 150%, respectively, attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;October 12,<br> 2021<sup>1</sup> to<br> September 30, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$17.41** | &nbsp;&nbsp;&nbsp;**$17.59** | &nbsp;&nbsp;&nbsp;**$16.36** | &nbsp;&nbsp;&nbsp;**$16.70** | &nbsp;&nbsp;&nbsp;**$20.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.451 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.350) | &nbsp;&nbsp;&nbsp;&nbsp;(3.318) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.395 | &nbsp;&nbsp;&nbsp;&nbsp;(2.867) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.849) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.433) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.849) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.433) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$17.24** | &nbsp;&nbsp;&nbsp;**$17.41** | &nbsp;&nbsp;&nbsp;**$17.59** | &nbsp;&nbsp;&nbsp;**$16.36** | &nbsp;&nbsp;&nbsp;**$16.70** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**1.05%** | &nbsp;&nbsp;&nbsp;**3.99%** | &nbsp;&nbsp;&nbsp;**12.78%** | &nbsp;&nbsp;&nbsp;**2.29%** | &nbsp;&nbsp;&nbsp;**-14.49%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$849 | &nbsp;&nbsp;&nbsp;$749 | &nbsp;&nbsp;&nbsp;$530 | &nbsp;&nbsp;&nbsp;$416 | &nbsp;&nbsp;&nbsp;$405 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.20%<sup>4,5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.64% | &nbsp;&nbsp;&nbsp;4.85% | &nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;4.38% | &nbsp;&nbsp;&nbsp;2.61%<sup>5</sup> |
| Portfolio Turnover Rate<sup>6</sup> | &nbsp;&nbsp;&nbsp;170% | &nbsp;&nbsp;&nbsp;384% | &nbsp;&nbsp;&nbsp;415% | &nbsp;&nbsp;&nbsp;488% | &nbsp;&nbsp;&nbsp;542% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Subscription period for the fund was October 12, 2021, to October 22, 2021, during which time all assets were held in cash. Performance measurement began October 25, 2021, the first business day after the subscription period, at a net asset value of $20.00. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.20%. |
| 5 | Annualized. |
| 6 | Includes 27%, 48%, 84%, 235%, and 150%, respectively, attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond Fund

Notes to Financial Statements

Vanguard Core-Plus Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers two classes of shares: Investor Shares and Admiral Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

5. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

6. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is

------

Core-Plus Bond Fund

mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

The fund invests in options on foreign currency, which are transacted over-the-counter (OTC) and not on an exchange. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into options with a diverse group of prequalified counterparties and monitoring their financial strength. The primary risk associated with purchasing options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.

Options contracts on futures and foreign currency are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period. The fund had no open options contracts on futures and foreign currency at March 31, 2026.

7. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded in the Statement of Assets and Liabilities as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded in the Statement of Assets and Liabilities as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of swaptions are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

8. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

------

Core-Plus Bond Fund

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 19% and 7% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

9. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 12% of net assets, based on the average of the notional amounts at each quarter-end during the period.

10. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net

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Core-Plus Bond Fund

liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 1% and 2% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 17% of net assets, based on the average of notional amounts at each quarter-end during the period.

11. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

12. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

13. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

14. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $21,000, representing less than 0.01% of the fund's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

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Core-Plus Bond Fund

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;316398 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;316398 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;111259 | &nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;112009 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;299434 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;299434 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;180263 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;180263 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7958 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| Total | &nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;914922 | &nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;919794 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(712) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(712) |
| Futures Contracts<sup>1</sup> | (1630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1630) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(761) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(761) |
| Total | (1630) | &nbsp;&nbsp;&nbsp;&nbsp;(1519) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3149) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

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Core-Plus Bond Fund

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Investments in Securities, at Value—Unaffiliated Issuers (Options Purchased) | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 382 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Total Assets | &nbsp;&nbsp;1988 | 382 | &nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;2408 |
| Options Written, at Value | &nbsp;&nbsp;&nbsp;(712) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(712) |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | (16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (1630) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;(1630) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(738) | &nbsp;&nbsp;&nbsp;&nbsp;— | (22) | &nbsp;&nbsp;&nbsp;&nbsp;(760) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(46) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Total Liabilities | (3080) | &nbsp;&nbsp;(46) | (39) | &nbsp;&nbsp;(3165) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

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| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(854) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(854) |
| Options Purchased | &nbsp;&nbsp;&nbsp;(630) | &nbsp;&nbsp;&nbsp;&nbsp;(58) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(688) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1966 | &nbsp;&nbsp;— | &nbsp;&nbsp;1966 |
| Realized Net Gain (Loss) on Derivatives | (1052) | 1926 | &nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;944 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(429) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| Options Written | &nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(125) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(336) | &nbsp;&nbsp;&nbsp;&nbsp;125 | (22) | &nbsp;&nbsp;&nbsp;&nbsp;(233) |

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F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;927305 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8363 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(17095) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(8732) |

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The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $61,681,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $410,262,000 of investment securities and sold $306,631,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $1,133,318,000 and $1,128,451,000, respectively.

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Core-Plus Bond Fund

H. Capital share transactions for each class of shares were:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;23447 | &nbsp;&nbsp;&nbsp;&nbsp;2688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5067 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
| Redeemed | &nbsp;&nbsp;(17956) | &nbsp;&nbsp;&nbsp;(2059) | &nbsp;&nbsp;&nbsp;&nbsp;(43949) | &nbsp;&nbsp;&nbsp;&nbsp;(5149) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;203428 | &nbsp;&nbsp;&nbsp;11658 | &nbsp;&nbsp;&nbsp;&nbsp;373398 | &nbsp;&nbsp;&nbsp;&nbsp;21781 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;12546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
| Redeemed | (106763) | &nbsp;&nbsp;&nbsp;(6124) | &nbsp;&nbsp;&nbsp;(176356) | &nbsp;&nbsp;&nbsp;(10297) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;109211 | &nbsp;&nbsp;&nbsp;&nbsp;6254 | &nbsp;&nbsp;&nbsp;&nbsp;220945 | &nbsp;&nbsp;&nbsp;&nbsp;12878 |

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I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0012 052026

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![](tm2611750d3corebondetffii001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Core Bond ETF

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Contents

Financial Statements 1 <br>

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Core Bond ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (45.6%)** | **U.S. Government and Agency Obligations (45.6%)** | **U.S. Government and Agency Obligations (45.6%)** | **U.S. Government and Agency Obligations (45.6%)** | **U.S. Government and Agency Obligations (45.6%)** | **U.S. Government and Agency Obligations (45.6%)** |
| **U.S. Government Securities (21.6%)** | **U.S. Government Securities (21.6%)** | **U.S. Government Securities (21.6%)** | **U.S. Government Securities (21.6%)** | **U.S. Government Securities (21.6%)** | **U.S. Government Securities (21.6%)** |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;39991 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;35527 | &nbsp;&nbsp;34198 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;26000 | &nbsp;&nbsp;25864 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;62329 | &nbsp;&nbsp;62370 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;11774 | &nbsp;&nbsp;11866 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;25956 | &nbsp;&nbsp;25989 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;21070 | &nbsp;&nbsp;19770 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;28238 | &nbsp;&nbsp;27948 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;28814 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;23521 | &nbsp;&nbsp;23319 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;47332 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13554 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;73231 | &nbsp;&nbsp;74887 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;18628 | &nbsp;&nbsp;18025 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;21600 | &nbsp;&nbsp;21207 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;25295 | &nbsp;&nbsp;24994 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17284 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;13538 | &nbsp;&nbsp;13643 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1569 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;19012 | &nbsp;&nbsp;19146 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12039 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;20699 | &nbsp;&nbsp;20832 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;10500 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;17283 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;18600 | &nbsp;&nbsp;18692 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;22638 | &nbsp;&nbsp;20074 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1406 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1505 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13453 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8657 | &nbsp;&nbsp;&nbsp;&nbsp;8098 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;22500 | &nbsp;&nbsp;22390 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;7136 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8639 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;14291 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;22800 | &nbsp;&nbsp;23043 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;25938 | &nbsp;&nbsp;25274 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;22900 | &nbsp;&nbsp;22893 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;19700 | &nbsp;&nbsp;20212 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;12040 | &nbsp;&nbsp;12008 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;26700 | &nbsp;&nbsp;26604 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;21000 | &nbsp;&nbsp;20485 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;11517 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9700 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;11104 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;10539 | &nbsp;&nbsp;&nbsp;&nbsp;6640 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;15640 | &nbsp;&nbsp;&nbsp;&nbsp;9752 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;4517 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;5809 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7897 | &nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;12834 | &nbsp;&nbsp;&nbsp;&nbsp;9358 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;&nbsp;&nbsp;5873 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;13992 | &nbsp;&nbsp;11155 |

---

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Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;5652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;6093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8170 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12203 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7074 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5163 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;5086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5943 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6676 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6111 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;3142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;15844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7517 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;20566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10052 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;14521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;13370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7422 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;17655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;14273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10149 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8187 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;5742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;7659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11582 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;13566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13198 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11444 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10213 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10091 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11393 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10135 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11467 |
|  |  |  |  |  | &nbsp;&nbsp;**1385438** |
| **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** |  |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>4,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13756 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–4/15/2056 | &nbsp;&nbsp;34545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28480 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/20/2050–4/15/2056 | &nbsp;&nbsp;36426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31300 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2045–4/15/2056 | &nbsp;&nbsp;37274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33364 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2046–6/20/2052 | &nbsp;&nbsp;24824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23061 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/20/2047–4/15/2056 | &nbsp;&nbsp;34552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32631 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2052–4/15/2056 | &nbsp;&nbsp;32757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31731 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/20/2052–5/15/2056 | &nbsp;&nbsp;29912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29986 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;91134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92009 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/20/2053–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9472 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;31124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25092 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/1/2036–4/25/2056 | &nbsp;&nbsp;205364 | &nbsp;&nbsp;&nbsp;&nbsp;170827 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2036–4/25/2056 | &nbsp;&nbsp;140127 | &nbsp;&nbsp;&nbsp;&nbsp;121444 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2037–4/25/2056 | &nbsp;&nbsp;101600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91084 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2038–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;65510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60530 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2039–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;41502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39460 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2040–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;52824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51410 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2040–2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;86029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85374 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/2039–4/25/2056 | &nbsp;&nbsp;116193 | &nbsp;&nbsp;&nbsp;&nbsp;117699 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2039–5/25/2056 | &nbsp;&nbsp;109459 | &nbsp;&nbsp;&nbsp;&nbsp;112610 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2053–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;37434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39017 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2055–10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 |
|  |  |  |  |  | &nbsp;&nbsp;**1253743** |
| **Nonconventional Mortgage-Backed Securities (4.5%)** | **Nonconventional Mortgage-Backed Securities (4.5%)** | **Nonconventional Mortgage-Backed Securities (4.5%)** | **Nonconventional Mortgage-Backed Securities (4.5%)** | **Nonconventional Mortgage-Backed Securities (4.5%)** |  |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.773% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;12887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12711 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4516 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.592% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.617% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.633% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.713% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.058% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8909 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2043–10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;18788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16729 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2042–5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2043–2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.089% | &nbsp;&nbsp;4.624% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7457 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.125% | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;13327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13406 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.143% | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.148% | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.181% | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.212% | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3778 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.245% | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.246% | &nbsp;&nbsp;4.561% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.350% | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2040–12/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;8497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2044–4/15/2046 | &nbsp;&nbsp;13981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12556 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2042–3/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;8689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7982 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2047–6/25/2052 | &nbsp;&nbsp;24211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22539 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| <sup>4,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;7089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 |
| <sup>4,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2055–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/20/2050–2/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;9391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7383 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043–11/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;5713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/20/2047–5/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 |
| <sup>4,7</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>4,7</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**286856** |
| **Total U.S. Government and Agency Obligations (Cost $2,940,593)** | **Total U.S. Government and Agency Obligations (Cost $2,940,593)** | **Total U.S. Government and Agency Obligations (Cost $2,940,593)** | **Total U.S. Government and Agency Obligations (Cost $2,940,593)** | **Total U.S. Government and Agency Obligations (Cost $2,940,593)** | **2926037** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.4%)** |
| <sup>4,8</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.022% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.991% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>4,8</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>4,8</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>4,8</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| <sup>4</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>4,8</sup> | ARI Fleet Lease Trust Series 2024-B | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | ARI Fleet Lease Trust Series 2025-A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>4,8</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;810 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
| <sup>4,7,8</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;958 |
| <sup>4,7,8</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1039 |
| <sup>4</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>4</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>4</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>4</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;2455 | &nbsp;&nbsp;2278 |
| <sup>4</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>4</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>4</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4</sup> | BANK Series 2024-5YR7 | &nbsp;&nbsp;5.769% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1227 |
| <sup>4</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;1624 |
| <sup>4</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>4</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>4</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>4,8</sup> | Bank of America Auto Trust Series 2024-1A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Bank of America Auto Trust Series 2025-1A | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>4</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>4</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>4,8</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>4,8</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1708 |
| <sup>4,8</sup> | Barings Equipment Finance LLC Series 2026-A | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;11/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>4,7,8</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>4,7,8</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
| <sup>4,8</sup> | Bayview MSR Opportunity Master Fund Trust Series 2021-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>4,8</sup> | Bayview Opportunity Master Fund VI Trust Series 2021-6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1976 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2022-C15 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1549 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;2005 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1201 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1021 |
| <sup>4</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2023-B38 | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>4,7,8</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4,7,8</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1059 |
| <sup>4,8</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;1080 | &nbsp;&nbsp;1071 |
| <sup>4</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.729% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;1480 | &nbsp;&nbsp;1506 |
| <sup>4</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;2480 |
| <sup>4</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.522% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1101 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;932 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;1840 | &nbsp;&nbsp;1737 |
| <sup>4,8</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;2320 | &nbsp;&nbsp;2332 |
| <sup>4</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;3350 | &nbsp;&nbsp;3307 |
| <sup>4</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>4</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,7,8</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,7,8</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;1338 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;754 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1067 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>4</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>4</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;147 |
| <sup>4,8</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1188 |
| <sup>4,8</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>4,8</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-2A | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;8/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;1758 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>4</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;798 |
| <sup>4</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>4</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;2010 | &nbsp;&nbsp;1902 |
| <sup>4,8</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;2393 | &nbsp;&nbsp;2438 |
| <sup>4,8</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>4,8</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>4,8</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1762 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;1802 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;1880 | &nbsp;&nbsp;1864 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1087 |
| <sup>4,8</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;2080 | &nbsp;&nbsp;2084 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;498 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2026-R02, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2046 | &nbsp;&nbsp;4671 | &nbsp;&nbsp;4673 |
| <sup>4</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>4,8</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4,8</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;1247 | &nbsp;&nbsp;1235 |
| <sup>4</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;1967 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>4,8</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>4,8</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>4,8</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>4,8</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;1892 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1183 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;2520 | &nbsp;&nbsp;2532 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;2580 | &nbsp;&nbsp;2567 |
| <sup>4,7,8</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>4,7,8</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1159 |
| <sup>4,7,8</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1301 |
| <sup>4,8</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>4,7,8</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>4,7,8</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.550% | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;1950 | &nbsp;&nbsp;1968 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-4 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;1480 | &nbsp;&nbsp;1470 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;1430 |
| <sup>4,8</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4,8</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;2270 | &nbsp;&nbsp;2253 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1106 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;2650 | &nbsp;&nbsp;2624 |
| <sup>4</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Exeter Select Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,8</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4,8</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>4,8</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>4,6,8</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;1410 |
| <sup>4,6,8</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;1230 |
| <sup>4</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;2249 | &nbsp;&nbsp;1869 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-7 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;810 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-11IN | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-12 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>4,8</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;789 |
| <sup>4,8</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>4</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;242 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-C | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;6034 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| <sup>4,8</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4,8</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>4,8</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>4</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;2838 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA4, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;10/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4,8</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;3541 |
| <sup>4,8</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>4,8</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
| <sup>4,8</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;10999 | &nbsp;&nbsp;11116 |
| <sup>4,8</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2687 |
| <sup>4,8</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1191 |
| <sup>4,8</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1442 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2024-1 | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;11/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>4,8,9</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;1270 |
| <sup>4,8,9</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;5.067% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>4,6,8</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1610 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,6,8</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>4,8</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>4,8</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;1037 |
| <sup>4</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;3690 | &nbsp;&nbsp;3382 |
| <sup>4</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>4</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>4,8</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1010 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
| <sup>4,8</sup> | Hundred Acre Wood Trust Series 2021-INV3 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;1769 | &nbsp;&nbsp;1772 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1742 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;998 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
| <sup>4,8</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>4,8</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;2318 | &nbsp;&nbsp;2353 |
| <sup>4,8</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>4,8</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1637 |
| <sup>4</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;2453 | &nbsp;&nbsp;2129 |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;2163 | &nbsp;&nbsp;1877 |
| <sup>4,8</sup> | Kubota Credit Owner Trust Series 2025-1A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;627 |
| <sup>4,8</sup> | Kubota Credit Owner Trust Series 2025-2A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;418 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>4,8</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;1707 |
| <sup>4,8</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>4,8</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;1728 |
| <sup>4,8</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;1417 | &nbsp;&nbsp;1426 |
| <sup>4,8</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;127 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4,8</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>4,8</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;1779 |
| <sup>4,8</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>4,8</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>4,8</sup> | Mello Mortgage Capital Acceptance Series 2022-INV1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
| <sup>4,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;2694 |
| <sup>4,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/25/2054 | &nbsp;&nbsp;13138 | &nbsp;&nbsp;13278 |
| <sup>4,7,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/25/2061 | &nbsp;&nbsp;15694 | &nbsp;&nbsp;15692 |
| <sup>4,8</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| <sup>4,8</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
| <sup>4,8</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2026-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;3388 |
| <sup>4,7,8</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;2349 |
| <sup>4,8</sup> | NextGear Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;1495 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>4</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>4,8</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>4,8</sup> | OBX Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>4,8</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;2148 |
| <sup>4,8</sup> | OBX Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;25974 | &nbsp;&nbsp;26008 |
| <sup>4,8</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>4,8</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>4,8</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
| <sup>4,8</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4,7,8</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>4,7,8</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
| <sup>4,8</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3156 |
| <sup>4,8</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>4,8</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>4,8</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2024-B | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-B | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1349 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;3539 | &nbsp;&nbsp;&nbsp;&nbsp;3576 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;1909 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;13244 | &nbsp;&nbsp;13178 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;1104 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;1593 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4961 | &nbsp;&nbsp;&nbsp;&nbsp;4960 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7209 | &nbsp;&nbsp;&nbsp;&nbsp;7214 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;&nbsp;2530 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp;&nbsp;4331 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5506 | &nbsp;&nbsp;&nbsp;&nbsp;5517 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;12587 | &nbsp;&nbsp;12642 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;15119 | &nbsp;&nbsp;15184 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;12737 | &nbsp;&nbsp;12780 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;16705 | &nbsp;&nbsp;16355 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp;&nbsp;&nbsp;8582 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;6563 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;6578 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;19210 | &nbsp;&nbsp;19162 |
| <sup>4,6,8</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8743 |
| <sup>4,6,8</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8082 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-J1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
| <sup>4,8</sup> | Porsche Financial Auto Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1351 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>4,8</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
| <sup>4,8</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;2230 |
| <sup>4,8</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1832 | &nbsp;&nbsp;&nbsp;&nbsp;1871 |
| <sup>4,8</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>4,7,8</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>4,8</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4,8</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4,6,8,9</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1580 |
| <sup>4,6,8,9</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1280 |
| <sup>4,8</sup> | RR 41 Ltd. Series 2025-41A | &nbsp;&nbsp;5.214% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>4,8</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |
| <sup>4,8</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>4,8</sup> | Sabey Data Center Issuer LLC Series 2026-1 | &nbsp;&nbsp;5.482% | &nbsp;&nbsp;1/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
| <sup>4,8</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;6.663% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4,8</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4,8</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1095 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;2302 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;2526 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>4,8</sup> | SBNA Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>4,8</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4,8</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4,8</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,8</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.925% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;24198 | &nbsp;&nbsp;22435 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;1599 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;3330 | &nbsp;&nbsp;3274 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2026-1X | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;1289 |
| <sup>4,8</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>4,8</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1352 |
| <sup>4,8</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
| <sup>4,8</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>4,8</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;665 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1164 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4,8</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>4,8</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>4,8</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;1260 |
| <sup>4</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>4,8</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;2720 | &nbsp;&nbsp;2678 |
| <sup>4,8</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>4,8</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;2135 |
| <sup>4,8</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,8</sup> | T-Mobile US Trust Series 2025-1A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1511 |
| <sup>4,8</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>4</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4,8</sup> | Toyota Lease Owner Trust Series 2025-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>4,8</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>4,8</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>4,8</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4,8</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4,8</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4,8</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;1246 | &nbsp;&nbsp;1246 |
| <sup>4</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>4,8</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>4,8</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;809 |
| <sup>4,8</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;3670 | &nbsp;&nbsp;3653 |
| <sup>4,8</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>4,8</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;3190 | &nbsp;&nbsp;3142 |
| <sup>4,8</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;2610 | &nbsp;&nbsp;2553 |
| <sup>4,8</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;1592 |
| <sup>4,8</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>4,8</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>4,8</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>4,8</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>4</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>4</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>4</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;1612 |
| <sup>4</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;1095 |
| <sup>4</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>4</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>4</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;1960 | &nbsp;&nbsp;1973 |
| <sup>4</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4,7,8</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>4,7,8</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>4,7,8</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;1670 | &nbsp;&nbsp;1705 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
| <sup>4,8</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1099 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,6</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-C66 | &nbsp;&nbsp;5.649% | &nbsp;&nbsp;4/15/2059 | &nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>4,8</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>4,8</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>4,8</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4,8</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
| <sup>4,8</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 |
| <sup>4,8</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666,896)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666,896)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666,896)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666,896)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $666,896)** | **666226** |
| **Corporate Bonds (31.7%)** | **Corporate Bonds (31.7%)** | **Corporate Bonds (31.7%)** | **Corporate Bonds (31.7%)** | **Corporate Bonds (31.7%)** | **Corporate Bonds (31.7%)** |
| **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
|  | Alphabet Inc. | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>10</sup> | Alphabet Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2054 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 |
| <sup>11</sup> | Alphabet Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/13/2126 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>8</sup> | Altice France SA | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>8</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | AT&T Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4019 |
|  | AT&T Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | AT&T Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  | AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 |
|  | AT&T Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/9/2048 | &nbsp;&nbsp;1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | AT&T Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;12/1/2057 | &nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
| <sup>8</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | British Telecommunications plc | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 |
| <sup>8</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;4306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/1/2042 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2051 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;2527 | &nbsp;&nbsp;2416 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;12/1/2061 | &nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>8</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Comcast Corp. | &nbsp;&nbsp;3.969% | &nbsp;&nbsp;11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Comcast Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | Comcast Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Comcast Corp. | &nbsp;&nbsp;2.937% | &nbsp;&nbsp;11/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>8</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;2349 | &nbsp;&nbsp;2136 |
| <sup>8</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>8</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>8</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>8</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | Fox Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | Fox Corp. | &nbsp;&nbsp;5.476% | &nbsp;&nbsp;1/25/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Fox Corp. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;1/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>8</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Lamar Media Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;4310 | &nbsp;&nbsp;4266 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;3450 | &nbsp;&nbsp;3267 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;1985 | &nbsp;&nbsp;1560 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;3760 | &nbsp;&nbsp;3405 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1067 |
| <sup>8</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>8</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>6,8</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>6,8</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>6,8</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1965 |
| <sup>8</sup> | Orange SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;4955 | &nbsp;&nbsp;4897 |
| <sup>8</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1010 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>8</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>8</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>11</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;1041 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;1950 | &nbsp;&nbsp;1890 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2210 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;2450 | &nbsp;&nbsp;2319 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;1699 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1335 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;3135 | &nbsp;&nbsp;2754 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;3445 | &nbsp;&nbsp;2781 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;955 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;987 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/10/2033 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;3/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/20/2040 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/22/2041 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;8/21/2046 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/20/2050 | &nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| <sup>8</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>8</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 |
| <sup>8</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  |  |  |  |  | &nbsp;&nbsp;**143375** |
| **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>8</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;11/20/2055 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 |
| <sup>4</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273 |
| <sup>8</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>8,12</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>8</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,10</sup> | BMW International Investment BV | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>8</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>8</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>8</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | eBay Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1680 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.798% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.303% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;3/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3166 |
| <sup>8</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>8</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | General Motors Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | General Motors Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | General Motors Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | General Motors Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2310 |
|  | General Motors Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | General Motors Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | General Motors Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;1448 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;1399 |
| <sup>8</sup> | Gildan Activewear Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>8</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | Lithia Motors Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;2059 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;11795 | &nbsp;&nbsp;11596 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>8</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>8</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>8</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>8</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>4,10</sup> | Renault SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
| <sup>8</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>8</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>8</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Stellantis Finance US Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;3/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>8</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5089 |
| <sup>4,10</sup> | Stellantis NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/6/2035 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1316 |
| <sup>8</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/3/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>4</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;3854 |
| <sup>8</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4,10</sup> | Volkswagen Bank GmbH | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| <sup>8</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2708 |
| <sup>10</sup> | Volkswagen International Finance NV | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>8</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>8</sup> | Wayfair LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>8</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>8</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>8</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>8</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>8</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  |  |  |  |  | &nbsp;&nbsp;**99227** |
| **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2044 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/16/2046 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/14/2049 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;2103 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;8077 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1482 |
|  | BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>4,10</sup> | BAT International Finance plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,10</sup> | British American Tobacco plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | Bunge Ltd. Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/4/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Campbell's Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  | Campbell's Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | Campbell's Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/24/2050 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1288 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Darling Ingredients Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>8</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>8</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>8</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>8</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>8</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>8</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;1031 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | JBS NV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | JBS NV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | JBS NV | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/2035 | &nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;2080 |
|  | JBS NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | JBS NV | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2052 | &nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
|  | JBS NV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
| <sup>8</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/2042 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1394 |
| <sup>8</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;2755 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;3505 | &nbsp;&nbsp;&nbsp;&nbsp;3417 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2065 | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>8</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>8</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>8</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  |  |  |  |  | &nbsp;&nbsp;**82651** |
| **Energy (2.4%)** | **Energy (2.4%)** | **Energy (2.4%)** | **Energy (2.4%)** | **Energy (2.4%)** | **Energy (2.4%)** |
| <sup>8</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>8</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>8</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>8</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.699% | &nbsp;&nbsp;4/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/24/2050 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;1128 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.939% | &nbsp;&nbsp;6/4/2051 | &nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.001% | &nbsp;&nbsp;3/17/2052 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.379% | &nbsp;&nbsp;2/8/2061 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1440 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;2760 | &nbsp;&nbsp;2730 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;3320 | &nbsp;&nbsp;3305 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;1245 | &nbsp;&nbsp;1134 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>8</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | ConocoPhillips | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;1045 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;4290 | &nbsp;&nbsp;4034 |
| <sup>8</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;536 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;1970 | &nbsp;&nbsp;1992 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;3628 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;1225 | &nbsp;&nbsp;1331 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;1227 |
| <sup>4</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;1204 | &nbsp;&nbsp;1216 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;4549 | &nbsp;&nbsp;4635 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;610 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;2210 | &nbsp;&nbsp;2074 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1011 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;2360 | &nbsp;&nbsp;2373 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;1465 | &nbsp;&nbsp;1427 |
|  | EQT Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;3.452% | &nbsp;&nbsp;4/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;1781 | &nbsp;&nbsp;1733 |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;3449 | &nbsp;&nbsp;3053 |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/31/2036 | &nbsp;&nbsp;2020 | &nbsp;&nbsp;1713 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Halliburton Co. | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Halliburton Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | Halliburton Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>8</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>4</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/19/2027 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;1987 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;1570 | &nbsp;&nbsp;1606 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;496 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;2072 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>8</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>8</sup> | Noble Finance II LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;3196 | &nbsp;&nbsp;3105 |
|  | ONEOK Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>4</sup> | OQ SAOC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;6217 | &nbsp;&nbsp;6202 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;5427 | &nbsp;&nbsp;5313 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/2030 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;2125 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;2856 | &nbsp;&nbsp;2914 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/2035 | &nbsp;&nbsp;2248 | &nbsp;&nbsp;2307 |
|  | Phillips 66 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | Phillips 66 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1283 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1274 |
| <sup>8</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>4</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;7311 | &nbsp;&nbsp;7262 |
| <sup>4</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/17/2030 | &nbsp;&nbsp;4100 | &nbsp;&nbsp;3951 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Spectra Energy Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | Suncor Energy Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>8</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;710 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1464 |
|  | Targa Resources Partners LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/2041 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;979 |
| <sup>4,10</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;5688 | &nbsp;&nbsp;5630 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.857% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;2425 | &nbsp;&nbsp;2387 |
| <sup>4,10</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>8</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>8</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;417 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2045 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  |  |  |  |  | &nbsp;&nbsp;**154979** |
| **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** |
| <sup>8</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;2413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;4744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 |
| <sup>8</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>10</sup> | Allianz SE | &nbsp;&nbsp;1.301% | &nbsp;&nbsp;9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Allstate Corp. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | Allstate Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | American Express Co. | &nbsp;&nbsp;4.351% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 |
|  | American Express Co. | &nbsp;&nbsp;4.804% | &nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 |
| <sup>8</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>8</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Aon Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  | Aon Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;2/28/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>8</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| <sup>8</sup> | Ares Strategic Income Fund | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,10</sup> | Aroundtown SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>10</sup> | Artea Bankas AB | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;10/7/2029 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
| <sup>10</sup> | ASR Nederland NV | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;12/7/2043 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>8</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>8</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>4,11</sup> | Athene Global Funding | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;4/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2054 | &nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>10</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;4228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 |
| <sup>10</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>8</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.138% | &nbsp;&nbsp;9/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | Banco Santander SA | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/2028 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;1074 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.593% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1286 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2358 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;1175 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;1695 | &nbsp;&nbsp;1688 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;1463 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1017 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;551 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.482% | &nbsp;&nbsp;9/21/2036 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;1875 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.110% | &nbsp;&nbsp;1/29/2037 | &nbsp;&nbsp;1846 | &nbsp;&nbsp;1937 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/2038 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | Bank of America Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;475 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/2041 | &nbsp;&nbsp;4599 | &nbsp;&nbsp;3296 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;4020 | &nbsp;&nbsp;3107 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;7/21/2052 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>4</sup> | Bank of America NA | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4,10</sup> | Bank of Cyprus Holdings plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/18/2036 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1238 |
| <sup>4</sup> | Bank of Montreal | &nbsp;&nbsp;3.803% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;806 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.802% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;4756 | &nbsp;&nbsp;4817 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;7410 | &nbsp;&nbsp;7340 |
| <sup>10</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Barclays plc | &nbsp;&nbsp;6.496% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Barclays plc | &nbsp;&nbsp;7.385% | &nbsp;&nbsp;11/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;2279 | &nbsp;&nbsp;2297 |
| <sup>4</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Barclays plc | &nbsp;&nbsp;2.645% | &nbsp;&nbsp;6/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>4,10</sup> | Barclays plc | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;2903 |
| <sup>4,10</sup> | Barclays plc | &nbsp;&nbsp;4.616% | &nbsp;&nbsp;3/26/2037 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1391 |
|  | Barclays plc | &nbsp;&nbsp;3.330% | &nbsp;&nbsp;11/24/2042 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;548 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>4,10</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>8</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>8</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | Blue Owl Finance LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;4714 | &nbsp;&nbsp;4788 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;5861 | &nbsp;&nbsp;5732 |
| <sup>11</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2647 |
| <sup>8</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;9/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;1614 | &nbsp;&nbsp;1638 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;575 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>4</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.268% | &nbsp;&nbsp;5/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;6/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.399% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;13070 | &nbsp;&nbsp;12826 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;12/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>8</sup> | Citadel Finance LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;11715 | &nbsp;&nbsp;11733 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;1276 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2964 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>4,11</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>11</sup> | Close Brothers Group plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1546 |
| <sup>4</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2908 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;3452 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4009 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;4/5/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;1537 |
| <sup>8</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;1852 |
| <sup>8</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>8</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>8</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>8</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;7626 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.414% | &nbsp;&nbsp;5/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2001 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2310 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| <sup>4</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;1786 |
| <sup>4,10</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4,10</sup> | Deutsche Pfandbriefbank AG | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
| <sup>4,10</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2301 |
| <sup>10</sup> | ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/29/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>4,10</sup> | Eurobank SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/7/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;5/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;3614 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;7/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4921 | &nbsp;&nbsp;&nbsp;&nbsp;4938 |
| <sup>8</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>4,10</sup> | GA Global Funding Trust | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>4,10</sup> | GA Global Funding Trust | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;9/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | Gaci First Investment Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;12419 | &nbsp;&nbsp;12448 |
|  | GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;4.418% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>8</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2276 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3022 | &nbsp;&nbsp;&nbsp;&nbsp;3118 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;5154 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1157 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;10/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;7/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;1830 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.939% | &nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.065% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;1807 | &nbsp;&nbsp;1769 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.561% | &nbsp;&nbsp;11/19/2045 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.541% | &nbsp;&nbsp;1/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.734% | &nbsp;&nbsp;1/28/2056 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1080 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;1056 | &nbsp;&nbsp;1036 |
| <sup>4,10</sup> | Gothaer Allgemeine Versicherung AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>10</sup> | Grand City Properties Finance Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1394 |
| <sup>10</sup> | Helvetia Europe SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/30/2041 | &nbsp;&nbsp;1387 | &nbsp;&nbsp;1489 |
| <sup>8</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>8</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;3747 | &nbsp;&nbsp;3650 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;548 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;1380 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;1133 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;2328 | &nbsp;&nbsp;2427 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;1544 | &nbsp;&nbsp;1556 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;2875 | &nbsp;&nbsp;2907 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;1405 | &nbsp;&nbsp;1429 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.848% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;2670 | &nbsp;&nbsp;2467 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;6598 | &nbsp;&nbsp;6508 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.733% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;3/29/2033 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1168 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;1397 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;1602 | &nbsp;&nbsp;1612 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;2074 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;1618 | &nbsp;&nbsp;1580 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;9309 | &nbsp;&nbsp;9338 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>4,10</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>10</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;1031 |
| <sup>10</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1157 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;515 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;1412 | &nbsp;&nbsp;1422 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1462 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;3070 | &nbsp;&nbsp;3113 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;3240 | &nbsp;&nbsp;3339 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;1276 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1601 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1047 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1781 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.493% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;2925 | &nbsp;&nbsp;2910 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;1940 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.956% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;2485 | &nbsp;&nbsp;2316 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;2801 | &nbsp;&nbsp;2540 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1377 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.336% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;1847 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.766% | &nbsp;&nbsp;4/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2123 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.946% | &nbsp;&nbsp;10/22/2035 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;2044 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;1875 | &nbsp;&nbsp;1919 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;411 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;16820 | &nbsp;&nbsp;16515 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1004 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.260% | &nbsp;&nbsp;2/22/2048 | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2376 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1941 |
|  | KeyCorp | &nbsp;&nbsp;5.305% | &nbsp;&nbsp;1/28/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
| <sup>4,10</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2977 |
| <sup>4,10</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.679% | &nbsp;&nbsp;1/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.943% | &nbsp;&nbsp;11/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;12/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1805 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1742 | &nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;1177 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2083 |
| <sup>4</sup> | M&T Bank Corp. | &nbsp;&nbsp;5.385% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;2600 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Mastercard Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;3/26/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;4/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.527% | &nbsp;&nbsp;9/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.574% | &nbsp;&nbsp;1/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.615% | &nbsp;&nbsp;4/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6246 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;9/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Morgan Stanley | &nbsp;&nbsp;6.407% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;&nbsp;&nbsp;4661 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;1361 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;10868 | &nbsp;&nbsp;10654 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;4941 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3376 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;3132 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;2229 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1129 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;5.597% | &nbsp;&nbsp;3/24/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1113 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>4</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;14460 | &nbsp;&nbsp;14310 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;3070 | &nbsp;&nbsp;3083 |
|  | National Bank of Canada | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | NatWest Group plc | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | NatWest Group plc | &nbsp;&nbsp;5.808% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>4</sup> | NatWest Group plc | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
| <sup>4</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/2030 | &nbsp;&nbsp;1016 | &nbsp;&nbsp;1010 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1383 |
| <sup>8</sup> | NatWest Markets plc | &nbsp;&nbsp;5.416% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1266 |
| <sup>8</sup> | NatWest Markets plc | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;5/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Navient Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Navient Corp. | &nbsp;&nbsp;11.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6,8</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;4/2/2033 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;1186 |
| <sup>10</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;1/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>4,10</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.165% | &nbsp;&nbsp;9/2/2055 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.842% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;3.103% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;2215 | &nbsp;&nbsp;2088 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;2147 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;4101 | &nbsp;&nbsp;3996 |
| <sup>10</sup> | Nykredit Realkredit A/S | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;805 |
| <sup>4,10</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4,10</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
| <sup>8</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>8</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;1575 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;2115 |
|  | PayPal Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>8</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;1610 | &nbsp;&nbsp;1632 |
| <sup>8</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1251 | &nbsp;&nbsp;1240 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1275 |
| <sup>4</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;1059 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;7/21/2036 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;3023 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;3040 | &nbsp;&nbsp;2983 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;5525 | &nbsp;&nbsp;5539 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/13/2051 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;1859 |
| <sup>4,10</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;2111 | &nbsp;&nbsp;2472 |
| <sup>4,10</sup> | Public Property Invest A/S | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;899 |
| <sup>4,10</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1136 |
| <sup>10</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/2032 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;3295 |
|  | Regions Financial Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1878 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;4138 | &nbsp;&nbsp;4246 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>8</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1373 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.305% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;2175 | &nbsp;&nbsp;2194 |
| <sup>8</sup> | Ryan Specialty LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;4440 | &nbsp;&nbsp;4399 |
| <sup>11</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>8</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1742 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;2848 | &nbsp;&nbsp;2893 |
|  | State Street Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;1790 | &nbsp;&nbsp;1601 |
|  | State Street Corp. | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;1/26/2034 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1095 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3521 |
| <sup>4</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4338 | &nbsp;&nbsp;&nbsp;&nbsp;4213 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;6115 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3365 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1674 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.776% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;4063 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;12020 | &nbsp;&nbsp;11939 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;10240 | &nbsp;&nbsp;10117 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.928% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1080 |
| <sup>10</sup> | Triodos Bank NV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;5158 |
| <sup>4,10</sup> | Triodos Bank NV | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp;&nbsp;&nbsp;2756 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;4.136% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1341 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Truist Financial Corp. | &nbsp;&nbsp;4.597% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3345 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;7/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.711% | &nbsp;&nbsp;1/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8030 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;4532 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5533 | &nbsp;&nbsp;&nbsp;&nbsp;5343 |
|  | UBS Group AG | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;3905 |
| <sup>4</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | US Bancorp | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
| <sup>11</sup> | Utmost Group plc | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>8</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4,10</sup> | Viridium Group Sarl | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>10</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>10</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2229 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;2217 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/7/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5964 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.013% | &nbsp;&nbsp;4/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2096 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.611% | &nbsp;&nbsp;4/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
| <sup>4</sup> | Wells Fargo Bank NA | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
| <sup>4</sup> | Westpac Banking Corp. | &nbsp;&nbsp;5.618% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;11/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;7/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>8</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | Willis North America Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
|  | Willis North America Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>10</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1737 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>10</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;4.983% | &nbsp;&nbsp;10/27/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  |  |  |  |  | &nbsp;&nbsp;**739133** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
| <sup>8</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;17710 | &nbsp;&nbsp;&nbsp;&nbsp;17332 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7519 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | Aetna Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246 |
|  | Amgen Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Amgen Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286 |
|  | Amgen Inc. | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Amgen Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/21/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 |
| <sup>8</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.132% | &nbsp;&nbsp;12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| <sup>4,10</sup> | Bayer AG | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>4,10</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>8</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;11/13/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>8</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 |
|  | Cigna Group | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 |
| <sup>4</sup> | CommonSpirit Health | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>8</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>8</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;3/25/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/21/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | CVS Health Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | Elevance Health Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;10/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1135 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1480 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/27/2053 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/2054 | &nbsp;&nbsp;2040 | &nbsp;&nbsp;1868 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/9/2064 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/14/2064 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>8</sup> | Endo Finance Holdings LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | Fortrea Holdings Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;2420 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;3435 | &nbsp;&nbsp;3372 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;11/22/2052 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2549 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | HCA Inc. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1369 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;2005 | &nbsp;&nbsp;1951 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;1108 |
|  | HCA Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>8</sup> | IQVIA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>8</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;9550 | &nbsp;&nbsp;9693 |
| <sup>8</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1524 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/10/2045 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;7665 | &nbsp;&nbsp;7657 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;6635 | &nbsp;&nbsp;6607 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;3175 | &nbsp;&nbsp;3167 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;3565 | &nbsp;&nbsp;3588 |
| <sup>8</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>8</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;2505 | &nbsp;&nbsp;2483 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2229 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>8</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.025% | &nbsp;&nbsp;7/9/2040 | &nbsp;&nbsp;2880 | &nbsp;&nbsp;2169 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;7/5/2044 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Teleflex Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;5325 | &nbsp;&nbsp;5259 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;2025 | &nbsp;&nbsp;2047 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1660 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;1530 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1242 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1418 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;537 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;385 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/15/2048 | &nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;2/15/2063 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
|  |  |  |  |  | &nbsp;&nbsp;**179293** |
| **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** |
| <sup>4</sup> | 3M Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/14/2048 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>8</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>8</sup> | Allison Transmission Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>8</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | Boeing Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;6952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8640 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;6952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7573 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 |
|  | Boeing Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2049 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;3852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/2064 | &nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
| <sup>8</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>8</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>8</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | Carrier Global Corp. | &nbsp;&nbsp;3.377% | &nbsp;&nbsp;4/5/2040 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284 |
| <sup>8</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>8</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | CSX Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | CSX Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/1/2066 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | Delta Air Lines Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/10/2030 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411 |
| <sup>8</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Entegris Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
| <sup>8</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 |
| <sup>8</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;3194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.732% | &nbsp;&nbsp;3/16/2056 | &nbsp;&nbsp;4702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4649 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.852% | &nbsp;&nbsp;3/16/2066 | &nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4312 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 |
| <sup>8</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 |
| <sup>8</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;10/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | Otis Worldwide Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | RTX Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2042 | &nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
|  | RTX Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | RTX Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;5/4/2047 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | RTX Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
| <sup>4</sup> | Ryder System Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
| <sup>8</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/2065 | &nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 |
| <sup>8</sup> | TK Elevator US Newco Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Union Pacific Corp. | &nbsp;&nbsp;3.799% | &nbsp;&nbsp;4/6/2071 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  |  |  |  |  | &nbsp;&nbsp;**127572** |
| **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** | **Materials (1.3%)** |
| <sup>8</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;5/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/2035 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 |
| <sup>10</sup> | Amcor UK Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| <sup>8</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>8</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>8</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>8</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>8</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>4</sup> | Cemex SAB de CV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
| <sup>8</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>8</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;13416 | &nbsp;&nbsp;13236 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/9/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4699 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | CRH SMW Finance DAC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>8</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>8</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>8</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>6,8</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5748 |
| <sup>8</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>8</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>10</sup> | Linde plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/4/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>8</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>8</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>8</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>8</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>8</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp;&nbsp;1545 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>8</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>8</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>8</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>4</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;8503 |
| <sup>8</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>4</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;1748 |
|  | WestRock MWV LLC | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;1218 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
|  |  |  |  |  | &nbsp;&nbsp;**79495** |
| **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | American Tower Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
| <sup>10</sup> | Deutsche EuroShop AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2950 |
| <sup>4,10</sup> | Deutsche Wohnen SE | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/7/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>10</sup> | Digital Euro Finco LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| <sup>8</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/2029 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1905 |
|  | Equinix Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  | ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | ERP Operating LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | Essex Portfolio LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;1859 |
|  | Extra Space Storage LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1880 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;1289 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>8</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>8</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>8</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Simon Property Group LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Ventas Realty LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>10</sup> | WP Carey Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/10/2035 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1293 |
| <sup>8</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  |  |  |  |  | &nbsp;&nbsp;**40793** |
| **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** |
| <sup>4</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;1739 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;1243 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;6673 | &nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;4107 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
| <sup>10</sup> | Capgemini SE | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>8</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>8</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Dell Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3899 | &nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | Dell International LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>8</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Esab Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;1815 |
|  | Fiserv Inc. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp;4718 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;19180 | &nbsp;&nbsp;19743 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9512 | &nbsp;&nbsp;&nbsp;&nbsp;9810 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
| <sup>8</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6404 | &nbsp;&nbsp;&nbsp;&nbsp;6395 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3677 | &nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;2013 |
| <sup>8</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5753 | &nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | Intel Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4718 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2868 | &nbsp;&nbsp;&nbsp;&nbsp;2890 |
|  | Intel Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/25/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | Intel Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;2559 | &nbsp;&nbsp;&nbsp;&nbsp;1789 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;3839 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | Intel Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/12/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 |
|  | Intel Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>8</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>8</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | Micron Technology Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | Moody's Corp. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/19/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | NXP BV | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1952 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;1741 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp;7983 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;5963 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5068 | &nbsp;&nbsp;&nbsp;&nbsp;4931 |
|  | Oracle Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
|  | Oracle Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/8/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;2319 | &nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp;7099 | &nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Oracle Corp. | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;11/9/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Oracle Corp. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;2/6/2053 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | Oracle Corp. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;2935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Oracle Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/25/2061 | &nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>8</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | S&P Global Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9017 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 |
| <sup>8</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4,10</sup> | Teleperformance SE | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>8</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  |  |  |  |  | &nbsp;&nbsp;**211637** |
| **Utilities (2.7%)** | **Utilities (2.7%)** | **Utilities (2.7%)** | **Utilities (2.7%)** | **Utilities (2.7%)** | **Utilities (2.7%)** |
| <sup>4</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131 |
|  | Ameren Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>6</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;7620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7627 |
| <sup>4,10</sup> | Amprion GmbH | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2040 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>4</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>8</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>4</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>8</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>8</sup> | Constellation Energy Generation LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | Consumers Energy Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6977 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | DTE Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>4</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768 |
| <sup>4</sup> | DTE Electric Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098 |
| <sup>4</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;1078 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Edison International | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>4,11</sup> | Engie SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/3/2053 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;1645 | &nbsp;&nbsp;1695 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1620 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1492 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;1633 |
|  | Evergy Kansas Central Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/13/2028 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1457 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | Exelon Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;4/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;328 |
|  | Exelon Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;2523 | &nbsp;&nbsp;2381 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;2850 | &nbsp;&nbsp;2782 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
| <sup>8</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;3400 | &nbsp;&nbsp;3388 |
| <sup>8</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;1298 | &nbsp;&nbsp;1248 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;2220 | &nbsp;&nbsp;2181 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;1395 | &nbsp;&nbsp;1425 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>8</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;2040 | &nbsp;&nbsp;2030 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | National Grid plc | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | NiSource Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;1179 | &nbsp;&nbsp;1200 |
|  | NiSource Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;1265 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | NiSource Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;2009 |
|  | Northern States Power Co. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Northern States Power Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;818 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;3638 | &nbsp;&nbsp;3765 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1402 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;3310 | &nbsp;&nbsp;3227 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;1711 |
| <sup>8</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;847 |
| <sup>8</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;4525 | &nbsp;&nbsp;4594 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;3946 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;1910 | &nbsp;&nbsp;1924 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;538 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>4</sup> | Southern California Edison Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Southern Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2046 | &nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>4</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>4</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>4</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
| <sup>4</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
| <sup>4,11</sup> | SW Finance I plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>11</sup> | SW Finance I plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 |
| <sup>4,11</sup> | SW Finance I plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>4,11</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/2040 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>8</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>8</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Tampa Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Union Electric Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | Union Electric Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>4,11</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>4,11</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/2046 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>10</sup> | Veolia Environnement SA | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2053 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
| <sup>8</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>4,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| <sup>4,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/22/2040 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
| <sup>4,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**174573** |
| **Total Corporate Bonds (Cost $2,059,347)** | **Total Corporate Bonds (Cost $2,059,347)** | **Total Corporate Bonds (Cost $2,059,347)** | **Total Corporate Bonds (Cost $2,059,347)** | **Total Corporate Bonds (Cost $2,059,347)** | **2032728** |
| **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** | **Floating Rate Loan Interests (0.0%)** |
| <sup>7</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>7</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>7</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>7</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>7</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>7,10</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>7</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>7</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>7</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>7</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **Total Floating Rate Loan Interests (Cost $664)** | **Total Floating Rate Loan Interests (Cost $664)** | **Total Floating Rate Loan Interests (Cost $664)** | **Total Floating Rate Loan Interests (Cost $664)** | **Total Floating Rate Loan Interests (Cost $664)** | &nbsp;&nbsp;&nbsp;&nbsp;**660** |
| **Sovereign Bonds (10.8%)** | **Sovereign Bonds (10.8%)** | **Sovereign Bonds (10.8%)** | **Sovereign Bonds (10.8%)** | **Sovereign Bonds (10.8%)** | **Sovereign Bonds (10.8%)** |
| <sup>4</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>10</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4847 |
| <sup>10</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5969 |
| <sup>4</sup> | Agence Francaise de Developpement | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;24985 |
| <sup>4,10</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;5072 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;2595 |
| <sup>4</sup> | Baiterek National Investment Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;2658 |
| <sup>4,10,13</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
| <sup>4</sup> | Bermuda | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>10</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;15864 |
| <sup>4,8</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12668 | &nbsp;&nbsp;12541 |
| <sup>4,8</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>4</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;1084 |
| <sup>4,8</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20262 | &nbsp;&nbsp;20117 |
| <sup>4</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24309 | &nbsp;&nbsp;24156 |
| <sup>4,8</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19460 | &nbsp;&nbsp;19289 |
| <sup>10</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11720 | &nbsp;&nbsp;13220 |
| <sup>4</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22408 | &nbsp;&nbsp;22154 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8898 | &nbsp;&nbsp;&nbsp;&nbsp;8798 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;1346 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp;&nbsp;&nbsp;1819 |
| <sup>4</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8876 | &nbsp;&nbsp;&nbsp;&nbsp;8920 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4935 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp;&nbsp;&nbsp;2193 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;1761 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 | &nbsp;&nbsp;&nbsp;&nbsp;5208 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1290 |
| <sup>4</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7323 | &nbsp;&nbsp;&nbsp;&nbsp;7351 |
|  | Ecopetrol SA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>4</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| <sup>14</sup> | Eskom Holdings | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;17698 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp;4473 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp;3718 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10797 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;9922 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;2236 |
| <sup>10</sup> | Hellenic Republic | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;1320 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;2145 |
| <sup>4,15</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/2050 | &nbsp;&nbsp;2684000 | &nbsp;&nbsp;&nbsp;&nbsp;8401 |
| <sup>4,10</sup> | Junta de Andalucia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11826 | &nbsp;&nbsp;13486 |
| <sup>4</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;5876 |
| <sup>8,10</sup> | Kingdom of Spain | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;3816 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
| <sup>4,16</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;&nbsp;4862 |
| <sup>4</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3479 | &nbsp;&nbsp;&nbsp;&nbsp;3536 |
| <sup>4</sup> | OCP SA | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;15346 | &nbsp;&nbsp;15337 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;13382 | &nbsp;&nbsp;13440 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5511 | &nbsp;&nbsp;&nbsp;&nbsp;5663 |
| <sup>4</sup> | Oriental Republic of Uruguay | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | Oriental Republic of Uruguay | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;6190 |
| <sup>4,8</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| <sup>4</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1703 |
| <sup>4,8</sup> | Pertamina Persero PT | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;8/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4</sup> | Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;3656 |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1258 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;1300 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp;6648 |
| <sup>4,8,10</sup> | Portuguese Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;5449 | &nbsp;&nbsp;&nbsp;&nbsp;5903 |
| <sup>10</sup> | Province of Manitoba | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;7863 |
| <sup>10</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;7112 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8219 | &nbsp;&nbsp;&nbsp;&nbsp;8108 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;10655 | &nbsp;&nbsp;10442 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2023 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>4,10</sup> | Republic of Cyprus | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;19541 | &nbsp;&nbsp;21952 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1684 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1476 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;1093 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9717 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| <sup>10</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;3107 |
| <sup>4,10</sup> | Republic of Hungary | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| <sup>4,8</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;6989 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4069 |
| <sup>10</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7571 | &nbsp;&nbsp;&nbsp;&nbsp;8575 |
| <sup>4</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1519 |
|  | Republic of Indonesia | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;2/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1253 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2026 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
| <sup>4,8</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1957 |
| <sup>4</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1879 |
| <sup>4,10</sup> | Republic of Lithuania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;1177 |
|  | Republic of Panama | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;2586 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;3.160% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;1599 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;3173 |
| <sup>4</sup> | Republic of Paraguay | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7474 | &nbsp;&nbsp;&nbsp;&nbsp;6819 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4,8</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;2196 |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Republic of the Philippines | &nbsp;&nbsp;3.229% | &nbsp;&nbsp;3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Republic of the Philippines | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.609% | &nbsp;&nbsp;4/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2061 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;3058 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |

---

------

Core Bond ETF

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8,10</sup> | Republic of Uzbekistan Bond | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881 |
| <sup>4,10</sup> | Republic of Uzbekistan Bond | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6901 |
| <sup>4,8</sup> | Saudi Arabian Oil Co. | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 |
| <sup>4,10</sup> | Serbia International Bond | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4838 |
| <sup>4,10</sup> | Serbia International Bond | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>4</sup> | Serbia International Bond | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | Sharjah Sukuk Program Ltd. | Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 |
| <sup>10</sup> | Slovakia Government Bond | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8373 |
| <sup>10</sup> | Slovakia Government Bond | Slovakia Government Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;10489 |
| <sup>4,10</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
| <sup>4,10</sup> | State of Israel | State of Israel | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>4</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 |
| <sup>4</sup> | State of Israel | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 |
| <sup>4</sup> | State of Israel | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4419 |
| <sup>10</sup> | Treasury Corp. of Victoria | Treasury Corp. of Victoria | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/29/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 | &nbsp;&nbsp;&nbsp;&nbsp;10115 |
|  | United Mexican States | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29454 | &nbsp;&nbsp;&nbsp;&nbsp;29766 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9019 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 |
| <sup>10</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7326 |
| <sup>4</sup> | United Mexican States | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| **Total Sovereign Bonds (Cost $698,811)** | **Total Sovereign Bonds (Cost $698,811)** | **Total Sovereign Bonds (Cost $698,811)** | **Total Sovereign Bonds (Cost $698,811)** | **Total Sovereign Bonds (Cost $698,811)** | **Total Sovereign Bonds (Cost $698,811)** | **691666** |
| **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** |
|  | Los Angeles CA Department of Water & Power Revenue **(Cost $1,881)** | Los Angeles CA Department of Water & Power Revenue **(Cost $1,881)** | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1944** |
|  |  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** |
| **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** | **Money Market Fund (1.8%)** |
| <sup>17</sup> | Vanguard Market Liquidity Fund **(Cost $117,529)** | Vanguard Market Liquidity Fund **(Cost $117,529)** | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;1175403 | &nbsp;&nbsp;**117529** |
|  |  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 2.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.050% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;167670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.091% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.270% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.391% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually | &nbsp;&nbsp;NGFP | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.690% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1179** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |

---

------

Core Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.850% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;167670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;26810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.690% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;42940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.144% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp;18070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1608** |
| **Total Options Purchased (Cost $2,903)** | **Total Options Purchased (Cost $2,903)** | **Total Options Purchased (Cost $2,903)** | **Total Options Purchased (Cost $2,903)** | **Total Options Purchased (Cost $2,903)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2787** |
| **Total Investments (100.3%) (Cost $6,488,624)** | **Total Investments (100.3%) (Cost $6,488,624)** | **Total Investments (100.3%) (Cost $6,488,624)** | **Total Investments (100.3%) (Cost $6,488,624)** |  | &nbsp;&nbsp;**6439577** |
| **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** | **Other Assets and Liabilities—Net (-0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(19415)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**6420162** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $470 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | Securities with a value of $11,152 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | Securities with a value of $15,216 have been segregated as initial margin for open futures contracts. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $893,153, representing 13.9% of net assets. |
| 9 | Security value determined using significant unobservable inputs. |
| 10 | Face amount denominated in euro. |
| 11 | Face amount denominated in British pounds. |
| 12 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 13 | Guaranteed by the Republic of Poland. |
| 14 | Guaranteed by the Republic of South Africa. |
| 15 | Face amount denominated in Japanese yen. |
| 16 | Guaranteed by the Republic of Hungary. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| WFB—Wells Fargo Bank N.A. |

---

------

Core Bond ETF

------

#### Derivative Financial Instruments Outstanding as of Period End

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 1.500% Annually | &nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;83376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.870% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;&nbsp;54850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.241% Annually | MSBNA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;&nbsp;3.241% | &nbsp;&nbsp;&nbsp;132680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;167670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(449) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.144% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;18070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually | &nbsp;&nbsp;&nbsp;&nbsp;NGFP | &nbsp;&nbsp;&nbsp;10/16/2035 | &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(858) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.090% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(1837) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;167670 | &nbsp;&nbsp;&nbsp;(1054) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;63210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(338) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;56940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(297) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;30060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;30060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.460% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp;21470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.700% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;26810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;26810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(2478) |
| Total Options Written **(Premiums Received $3,815)** | Total Options Written **(Premiums Received $3,815)** | Total Options Written **(Premiums Received $3,815)** | Total Options Written **(Premiums Received $3,815)** | Total Options Written **(Premiums Received $3,815)** | (4315) |

---

---

| |
|:---|
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| WFB—Wells Fargo Bank N.A. |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | 3136 | &nbsp;&nbsp;650549 | &nbsp;&nbsp;(3079) |
| 5-Year U.S. Treasury Note | June 2026 | 2250 | &nbsp;&nbsp;243404 | &nbsp;&nbsp;(1492) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;18012 | &nbsp;&nbsp;&nbsp;&nbsp;(254) |
| Euro-Bund | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;25943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Long U.S. Treasury Bond | June 2026 | 1118 | &nbsp;&nbsp;127312 | &nbsp;&nbsp;(3333) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;41963 | &nbsp;&nbsp;&nbsp;&nbsp;(488) |
|  |  |  |  | &nbsp;&nbsp;(8647) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | June 2026 | &nbsp;&nbsp;&nbsp;(256) | &nbsp;&nbsp;&nbsp;(22085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(79) | &nbsp;&nbsp;&nbsp;(64866) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |

---

------

Core Bond ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(357) | &nbsp;&nbsp;&nbsp;(39644) | &nbsp;&nbsp;&nbsp;&nbsp;(279) |
| Euro-BTP | June 2026 | &nbsp;&nbsp;&nbsp;(383) | &nbsp;&nbsp;&nbsp;(51476) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| Euro-Buxl | June 2026 | &nbsp;&nbsp;&nbsp;(336) | &nbsp;&nbsp;&nbsp;(42821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
| Euro-OAT | June 2026 | &nbsp;&nbsp;&nbsp;(335) | &nbsp;&nbsp;&nbsp;(45958) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| Euro-Schatz | June 2026 | &nbsp;&nbsp;&nbsp;(676) | &nbsp;&nbsp;&nbsp;(82628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Long Gilt | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(37) | &nbsp;&nbsp;&nbsp;&nbsp;(4299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Mini 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(49) | &nbsp;&nbsp;&nbsp;&nbsp;(4028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(967) | (109770) | &nbsp;&nbsp;&nbsp;1021 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;4312 |
|  |  |  |  | &nbsp;&nbsp;(4335) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;27871 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;13014 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;12318 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(29) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(103) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(115) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;93228 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;77462 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;65117 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;117375 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(216) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;113040 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;58030 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(112) |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;57919 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;36812 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;35889 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;4/2/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;1549465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core Bond ETF

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;(583) |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| EUR—euro. |
| GBP—British pound. |
| HUF—Hungarian forint. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| USD—U.S. dollar. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;42318 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| CDX-NA-IG-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;97172 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;85 |
| Republic of South Africa | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(309) | &nbsp;&nbsp;&nbsp;(24) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;69 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| United Mexican States | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;74 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| Republic of Turkiye/Ba3 | &nbsp;&nbsp;&nbsp;6/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;(36) | &nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;— |
| Stellantis NV/Baa3 | 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;(4) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Telefonica Europe BV | 12/20/2030 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;2000<sup>2</sup> | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(34) | &nbsp;&nbsp;&nbsp;(36) | &nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;(4) |

---

---

| |
|:---|
| 1 Periodic premium received/(paid) quarterly. |
| 2 Notional amount denominated in euro. |
| BANA—Bank of America, N.A. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At March 31, 2026, the counterparties had deposited in segregated accounts securities with a value of $2,764 in connection with open forward currency contracts and over-the-counter swap contracts.

------

Core Bond ETF

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.440<sup>2</sup> | &nbsp;&nbsp;&nbsp;(3.680)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(241) | &nbsp;&nbsp;&nbsp;&nbsp;(240) |
| 6/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;3933110<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.727<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| 2/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.680<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.280)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
| 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226300<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.157)<sup>2</sup> | &nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;1586 |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40151<sup>7</sup> | &nbsp;&nbsp;&nbsp;2.768<sup>8</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35250<sup>7</sup> | &nbsp;&nbsp;&nbsp;2.542<sup>8</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(222) | &nbsp;&nbsp;&nbsp;&nbsp;(243) |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.252)<sup>2</sup> | &nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;1249 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.309)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| 4/10/2031 | &nbsp;&nbsp;&nbsp;4/10/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.613)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17450<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.274<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(315) | &nbsp;&nbsp;&nbsp;&nbsp;(311) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.317<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(109) | &nbsp;&nbsp;&nbsp;&nbsp;(109) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.508<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| 4/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.650<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23100<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.572)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.682)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.892)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;1654925<sup>12</sup> | &nbsp;&nbsp;&nbsp;7.085<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| 4/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14930<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.855)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.924)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.144<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| 3/13/2038 | &nbsp;&nbsp;&nbsp;3/13/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390<sup>1</sup> | &nbsp;&nbsp;&nbsp;3.859<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) |
| 10/18/2040 | 10/18/2030<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.100)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| 1/22/2041 | &nbsp;&nbsp;&nbsp;1/22/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.517<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| 10/18/2045 | 10/18/2035<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.358<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(157) | &nbsp;&nbsp;&nbsp;&nbsp;(158) |
| 1/22/2046 | &nbsp;&nbsp;&nbsp;1/22/2036<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.781)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15) |
| 4/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18450<sup>1</sup> | &nbsp;&nbsp;&nbsp;4.147<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300<sup>1</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.111)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;2912 |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/(paid) annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 6 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 7 Notional amount denominated in Canadian dollar. |
| 8 Interest payment received/(paid) semi-annually. |
| 9 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 10 Notional amount denominated in euro. |
| 11 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 12 Notional amount denominated in Hungarian forint. |
| 13 Based on 6 Month Budapest Interbank Offered Rate (BUBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $6,371,095) | 6322048 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $117,529) | &nbsp;&nbsp;&nbsp;&nbsp;117529 |
| Total Investments in Securities | 6439577 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| Foreign Currency, at Value (Cost $1,753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
| Receivables for Investment Securities Sold | 1257596 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52435 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| **Total Assets** | **7761563** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | 1335684 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| Options Written, at Value (Premiums Received $3,815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **Total Liabilities** | **1341401** |
| **Net Assets** | **6420162** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 6444491 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(24329) |
| **Net Assets** | **6420162** |
| **Net Assets** |  |
| **Applicable to 83,095,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **6420162** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$77.26** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120340 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120340 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**117726** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16112 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5458) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2915) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19457** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103385) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3484) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(691) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(103684)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33499** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,379, ($5), and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;117726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111982 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10224) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(103684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40958 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142716 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(115525) | &nbsp;&nbsp;&nbsp;&nbsp;(102037) |
| **Capital Share Transactions** |  |  |
| Issued | 2388099 | &nbsp;&nbsp;&nbsp;2903654 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) from Capital Share Transactions | 2388099 | &nbsp;&nbsp;&nbsp;2903654 |
| Total Increase (Decrease) | 2306073 | &nbsp;&nbsp;&nbsp;2944333 |
| **Net Assets** |  |  |
| **Beginning of Period** | **4114089** | &nbsp;&nbsp;&nbsp;**1169756** |
| **End of Period** | **6420162** | &nbsp;&nbsp;&nbsp;**4114089** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond ETF

Financial Highlights

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 | &nbsp;&nbsp;&nbsp;December 12,<br> 2023<sup>1</sup> to<br> September 30,<br> 2024 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 | &nbsp;&nbsp;&nbsp;December 12,<br> 2023<sup>1</sup> to<br> September 30,<br> 2024 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$78.30** | &nbsp;&nbsp;&nbsp;**$79.04** | &nbsp;&nbsp;&nbsp;**$75.00** |
| **Investment Operations** |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.807 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.403 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.210 |
| **Distributions** |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.722) | &nbsp;&nbsp;&nbsp;&nbsp;(3.324) | &nbsp;&nbsp;&nbsp;&nbsp;(2.170) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.108) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.796) | &nbsp;&nbsp;&nbsp;&nbsp;(3.432) | &nbsp;&nbsp;&nbsp;&nbsp;(2.170) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$77.26** | &nbsp;&nbsp;&nbsp;**$78.30** | &nbsp;&nbsp;&nbsp;**$79.04** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**0.96%** | &nbsp;&nbsp;&nbsp;**3.58%** | &nbsp;&nbsp;&nbsp;**8.43%** |
| **Ratios/Supplemental Data** |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$6420 | &nbsp;&nbsp;&nbsp;$4114 | &nbsp;&nbsp;&nbsp;$1170 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.51% | &nbsp;&nbsp;&nbsp;4.67% | &nbsp;&nbsp;&nbsp;4.54%<sup>3</sup> |
| Portfolio Turnover Rate<sup>4,5</sup> | &nbsp;&nbsp;&nbsp;175% | &nbsp;&nbsp;&nbsp;426% | &nbsp;&nbsp;&nbsp;426% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Annualized. |
| 4 | Includes 25%, 57%, and 82%, respectively, attributable to mortgage-dollar-roll activity. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core Bond ETF

Notes to Financial Statements

Vanguard Core Bond ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At March 31, 2026, counterparties had deposited in segregated accounts securities with a value of $106,000 and cash of $430,000 in connection with TBA transactions.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

5. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

6. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in

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Core Bond ETF

such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

7. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded in the Statement of Assets and Liabilities as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded in the Statement of Assets and Liabilities as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of swaptions are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

8. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 16% and 6% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

9. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting

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Core Bond ETF

arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 9% of net assets, based on the average of the notional amounts at each quarter-end during the period.

10. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

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Core Bond ETF

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 1% and 2% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 11% of net assets, based on the average of notional amounts at each quarter-end during the period.

11. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

12. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

13. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

14. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $144,000, representing less than 0.01% of the fund's net assets and 0.06% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

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Core Bond ETF

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2926037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2926037 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;660916 | &nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;666226 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2032728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2032728 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;691666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;691666 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
| Temporary Cash Investments | 117529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;117529 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787 |
| Total | 117529 | &nbsp;&nbsp;&nbsp;6316738 | &nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;6439577 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10481 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4315) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8926) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(583) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(583) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1248) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(8926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6146) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15072) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Investments in Securities, at Value—Unaffiliated Issuers (Options Purchased) | &nbsp;&nbsp;&nbsp;&nbsp;2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2787 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4591 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;4230 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1640 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1640 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Total Assets | &nbsp;&nbsp;11509 | 1640 | &nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;13335 |
| Options Written, at Value | &nbsp;&nbsp;&nbsp;(4315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4315) |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(8926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8926) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(1219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;(1244) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(583) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(583) |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Total Liabilities | (14460) | &nbsp;&nbsp;&nbsp;(583) | (101) | &nbsp;&nbsp;(15144) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

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Core Bond ETF

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

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| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (5458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;(5458) |
| Options Purchased | (2915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;(2915) |
| Options Written | &nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;1971 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;(127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 9756 |  | &nbsp;&nbsp;&nbsp;9756 |
| Realized Net Gain (Loss) on Derivatives | (6529) | 9756 | 39 | &nbsp;&nbsp;&nbsp;3266 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (3484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;(3484) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| Options Written | &nbsp;&nbsp;&nbsp;(691) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;(691) |
| Swap Contracts | &nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 65 | &nbsp;&nbsp;&nbsp;3088 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;408 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(663) | &nbsp;&nbsp;&nbsp;&nbsp;408 | 65 | &nbsp;&nbsp;&nbsp;&nbsp;(190) |

---

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;6491129 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33441 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89589) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56148) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $299,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $2,224,399,000 of investment securities and sold $1,576,155,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $7,696,238,000 and $7,310,896,000, respectively. In addition, the fund purchased and sold investment securities of $1,242,712,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

H. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 30550 | &nbsp;&nbsp;&nbsp;37745 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) in Shares Outstanding | 30550 | &nbsp;&nbsp;&nbsp;37745 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

------

Core Bond ETF

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

At March 31, 2026, one shareholder was the record or beneficial owner of 52% of the fund's net assets. If this shareholder were to redeem its investment in the fund, the redemption might result in an increase in the fund's expense ratio, cause the fund to incur higher transaction costs, or lead to the realization of taxable capital gains.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0232 052026

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![](tm2611750d3coreplsbdetfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Core-Plus Bond ETF

------

Contents

Financial Statements 1 <br>

------

Core-Plus Bond ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (39.5%)** | **U.S. Government and Agency Obligations (39.5%)** | **U.S. Government and Agency Obligations (39.5%)** | **U.S. Government and Agency Obligations (39.5%)** | **U.S. Government and Agency Obligations (39.5%)** | **U.S. Government and Agency Obligations (39.5%)** |
| **U.S. Government Securities (14.5%)** | **U.S. Government Securities (14.5%)** | **U.S. Government Securities (14.5%)** | **U.S. Government Securities (14.5%)** | **U.S. Government Securities (14.5%)** | **U.S. Government Securities (14.5%)** |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;20256 | &nbsp;&nbsp;20240 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5975 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6007 | &nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4068 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4157 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1190 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9161 | &nbsp;&nbsp;&nbsp;&nbsp;9368 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;6144 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3801 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7174 | &nbsp;&nbsp;&nbsp;&nbsp;7203 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1739 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4221 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;3714 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8960 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3732 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2890 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2829 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;4112 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7709 | &nbsp;&nbsp;&nbsp;&nbsp;5621 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3401 | &nbsp;&nbsp;&nbsp;&nbsp;2711 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;2819 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1333 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;1207 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1488 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;1330 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;1501 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 |
|  |  |  |  |  | &nbsp;&nbsp;**196524** |
| **Conventional Mortgage-Backed Securities (20.6%)** | **Conventional Mortgage-Backed Securities (20.6%)** | **Conventional Mortgage-Backed Securities (20.6%)** | **Conventional Mortgage-Backed Securities (20.6%)** | **Conventional Mortgage-Backed Securities (20.6%)** |  |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>4,5</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–2/20/2052 | &nbsp;&nbsp;10319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/20/2050–4/20/2052 | &nbsp;&nbsp;11995 | &nbsp;&nbsp;&nbsp;&nbsp;10308 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/20/2046–4/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7090 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/20/2047–6/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/20/2047–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;6434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2052–4/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7138 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;16433 | &nbsp;&nbsp;&nbsp;&nbsp;16588 |
| <sup>4,6</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/20/2052–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/20/2053–1/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| <sup>4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–3/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/1/2036–4/25/2056 | &nbsp;&nbsp;63098 | &nbsp;&nbsp;&nbsp;&nbsp;52367 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/1/2036–4/25/2056 | &nbsp;&nbsp;36724 | &nbsp;&nbsp;&nbsp;&nbsp;31720 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2037–4/25/2056 | &nbsp;&nbsp;22723 | &nbsp;&nbsp;&nbsp;&nbsp;20350 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2038–5/25/2056 | &nbsp;&nbsp;14466 | &nbsp;&nbsp;&nbsp;&nbsp;13391 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2039–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;8912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2040–4/25/2056 | &nbsp;&nbsp;10204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2040–2/1/2056 | &nbsp;&nbsp;16235 | &nbsp;&nbsp;&nbsp;&nbsp;16110 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2040–4/25/2056 | &nbsp;&nbsp;20402 | &nbsp;&nbsp;&nbsp;&nbsp;20654 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/2052–5/25/2056 | &nbsp;&nbsp;19716 | &nbsp;&nbsp;&nbsp;&nbsp;20280 |
| <sup>4,5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2053–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6193 |
| <sup>4,5</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/1/2055–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  |  |  |  |  | &nbsp;&nbsp;**278712** |
| **Nonconventional Mortgage-Backed Securities (4.4%)** | **Nonconventional Mortgage-Backed Securities (4.4%)** | **Nonconventional Mortgage-Backed Securities (4.4%)** | **Nonconventional Mortgage-Backed Securities (4.4%)** | **Nonconventional Mortgage-Backed Securities (4.4%)** |  |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.773% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.592% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.617% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.633% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.713% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.058% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,5</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/25/2049 | &nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2049 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2043–10/25/2049 | &nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2042–5/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>4,5</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2043–2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.089% | &nbsp;&nbsp;4.624% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.125% | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;2454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.143% | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.148% | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.181% | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.212% | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.245% | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.246% | &nbsp;&nbsp;4.561% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>4,5,7</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.350% | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050–9/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050–9/25/2050 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2040–12/25/2048 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2044–4/15/2046 | &nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2042–3/15/2047 | &nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2047–6/25/2052 | &nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>4,5</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>4,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
| <sup>4,7</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2055–2/20/2056 | &nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/20/2050–2/20/2051 | &nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;1974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043–11/20/2049 | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/20/2047–5/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 |
| <sup>4</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/20/2055 | &nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
| <sup>4,7</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4,7</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**58775** |
| **Total U.S. Government and Agency Obligations (Cost $535,808)** | **Total U.S. Government and Agency Obligations (Cost $535,808)** | **Total U.S. Government and Agency Obligations (Cost $535,808)** | **Total U.S. Government and Agency Obligations (Cost $535,808)** | **Total U.S. Government and Agency Obligations (Cost $535,808)** | **534011** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.8%)** |
| <sup>4,8</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4,8</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4,8</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4,8</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,8</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;140 | &nbsp;&nbsp;133 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;180 | &nbsp;&nbsp;176 |
| <sup>4,8</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;140 | &nbsp;&nbsp;135 |
| <sup>4</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;103 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4,8</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;260 | &nbsp;&nbsp;258 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;175 | &nbsp;&nbsp;181 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;340 | &nbsp;&nbsp;342 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;190 | &nbsp;&nbsp;188 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;190 | &nbsp;&nbsp;188 |
| <sup>4,8</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;118 |
| <sup>4,7,8</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;210 | &nbsp;&nbsp;209 |
| <sup>4,7,8</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;230 | &nbsp;&nbsp;230 |
| <sup>4</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>4</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>4</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;130 | &nbsp;&nbsp;123 |
| <sup>4</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;600 | &nbsp;&nbsp;557 |
| <sup>4</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>4</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4</sup> | BANK Series 2024-5YR7 | &nbsp;&nbsp;5.769% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;290 | &nbsp;&nbsp;299 |
| <sup>4</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;450 | &nbsp;&nbsp;451 |
| <sup>4</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.355% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;150 | &nbsp;&nbsp;154 |
| <sup>4</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>4</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;120 | &nbsp;&nbsp;116 |
| <sup>4</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>4,8</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>4,8</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;380 | &nbsp;&nbsp;380 |
| <sup>4,7,8</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;130 | &nbsp;&nbsp;130 |
| <sup>4,7,8</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;180 | &nbsp;&nbsp;180 |
| <sup>4,8</sup> | Bayview Opportunity Master Fund VI Trust Series 2021-6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;147 | &nbsp;&nbsp;123 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/2051 | &nbsp;&nbsp;160 | &nbsp;&nbsp;158 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;400 | &nbsp;&nbsp;413 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;225 | &nbsp;&nbsp;233 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;360 | &nbsp;&nbsp;366 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;150 | &nbsp;&nbsp;158 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;270 | &nbsp;&nbsp;279 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;160 | &nbsp;&nbsp;166 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;310 | &nbsp;&nbsp;324 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;130 | &nbsp;&nbsp;135 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;210 | &nbsp;&nbsp;214 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;235 | &nbsp;&nbsp;232 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;225 | &nbsp;&nbsp;218 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>4,7,8</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;180 | &nbsp;&nbsp;180 |
| <sup>4,7,8</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;210 | &nbsp;&nbsp;210 |
| <sup>4,8</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;390 | &nbsp;&nbsp;387 |
| <sup>4</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;105 | &nbsp;&nbsp;111 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;110 | &nbsp;&nbsp;113 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;140 | &nbsp;&nbsp;145 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.729% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;210 | &nbsp;&nbsp;219 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>4</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;380 | &nbsp;&nbsp;387 |
| <sup>4</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;650 | &nbsp;&nbsp;658 |
| <sup>4</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.522% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;300 | &nbsp;&nbsp;298 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;240 | &nbsp;&nbsp;238 |
| <sup>4,8</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;450 | &nbsp;&nbsp;425 |
| <sup>4,8</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;610 | &nbsp;&nbsp;613 |
| <sup>4,7,8</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.022% | &nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>4,7,8</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;240 | &nbsp;&nbsp;240 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;170 | &nbsp;&nbsp;171 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;110 | &nbsp;&nbsp;109 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>4</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>4,8</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;290 | &nbsp;&nbsp;292 |
| <sup>4,8</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;189 | &nbsp;&nbsp;189 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;6/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,8</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;250 | &nbsp;&nbsp;248 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;400 | &nbsp;&nbsp;400 |
| <sup>4,8</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;390 | &nbsp;&nbsp;369 |
| <sup>4,8</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;513 | &nbsp;&nbsp;522 |
| <sup>4,8</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;115 | &nbsp;&nbsp;116 |
| <sup>4,8</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>4</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>4,8</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;400 | &nbsp;&nbsp;394 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;310 | &nbsp;&nbsp;307 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;440 | &nbsp;&nbsp;436 |
| <sup>4,8</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;260 | &nbsp;&nbsp;255 |
| <sup>4,8</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;360 | &nbsp;&nbsp;361 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;72 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,7,8</sup> | Connecticut Avenue Securities Trust Series 2026-R02, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>4,8</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,8</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>4</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>4,8</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>4,7,8</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,7,8</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,7,8</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4,8</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4,7,8</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4,7,8</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.550% | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,8</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>4,8</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>4</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,6,8</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>4,6,8</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;623 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-7 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-11IN | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>4,8</sup> | Flagstar Mortgage Trust Series 2021-12 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4,8</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4,8</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-C | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;1538 |
| <sup>4,8</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>4,8</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,8</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;4.712% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>4,5,7,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,8</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;885 |
| <sup>4,8</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>4,8</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4,8</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;2030 | &nbsp;&nbsp;2052 |
| <sup>4,8</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>4,8</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4,8</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8,9</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4,8,9</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;5.067% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4,6,8</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>4,6,8</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
| <sup>4</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4,8</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | Hundred Acre Wood Trust Series 2021-INV3 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>4,8</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>4,8</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>4,8</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>4,8</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4,8</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;456 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>4,8</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4,8</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>4,8</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>4,8</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>4,8</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>4,8</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>4,8</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,8</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>4,8</sup> | Mello Mortgage Capital Acceptance Series 2022-INV1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>4</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>4,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/25/2054 | &nbsp;&nbsp;2577 | &nbsp;&nbsp;2605 |
| <sup>4,7,8</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/25/2061 | &nbsp;&nbsp;2697 | &nbsp;&nbsp;2697 |
| <sup>4,8</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>4,8</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4,8</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>4,8</sup> | Nelnet Student Loan Trust Series 2026-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>4,7,8</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | OBX Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,8</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>4,8</sup> | OBX Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;4205 | &nbsp;&nbsp;4211 |
| <sup>4,8</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>4,8</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4,8</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4,8</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,7,8</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,7,8</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4,8</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>4,8</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,8</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>4,8</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;3130 | &nbsp;&nbsp;3115 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;1318 | &nbsp;&nbsp;1318 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;1559 | &nbsp;&nbsp;1560 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>4,8</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;1151 | &nbsp;&nbsp;1153 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;4410 | &nbsp;&nbsp;4429 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;2395 | &nbsp;&nbsp;2405 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;2139 | &nbsp;&nbsp;2146 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;3931 | &nbsp;&nbsp;3848 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1965 | &nbsp;&nbsp;1962 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;1665 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;1669 |
| <sup>4,8</sup> | PMT Loan Trust Series 2026-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;2773 | &nbsp;&nbsp;2766 |
| <sup>4,6,8</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;2440 |
| <sup>4,6,8</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;2295 |
| <sup>4,7,8</sup> | PMT Loan Trust Series 2026-J1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>4,8</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4,8</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4,8</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;1222 |
| <sup>4,8</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>4,8</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>4,8</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,7,8</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>4,8</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,6,8,9</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>4,6,8,9</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>4,8</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,8</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4,8</sup> | Sabey Data Center Issuer LLC Series 2026-1 | &nbsp;&nbsp;5.482% | &nbsp;&nbsp;1/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>4,8</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4,8</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;905 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;463 |
| <sup>4,8</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,8</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4,8</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.431% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>4,8</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,8</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;4259 | &nbsp;&nbsp;3949 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>4,8</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| <sup>4,8</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>4,8</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| <sup>4,8</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,8</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,8</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,8</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4,8</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.268% | &nbsp;&nbsp;7/30/2054 | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,8</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>4,8</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>4,8</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,8</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>4,8</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4,8</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>4</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,8</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4,8</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>4,8</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>4,8</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4,8</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>4,8</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,8</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>4,8</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>4,8</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| <sup>4,8</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>4,8</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
| <sup>4,8</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>4,8</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
| <sup>4,8</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4,8</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>4,8</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4,8</sup> | Verizon Master Trust Series 2024-7 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,8</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,7,8</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4,7,8</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>4</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4,8</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>4,6</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-C66 | &nbsp;&nbsp;5.649% | &nbsp;&nbsp;4/15/2059 | &nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>4,8</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2022-2 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>4,8</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>4,8</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4,8</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
| <sup>4,8</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>4,8</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $133,203)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $133,203)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $133,203)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $133,203)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $133,203)** | **133009** |
| **Corporate Bonds (32.7%)** | **Corporate Bonds (32.7%)** | **Corporate Bonds (32.7%)** | **Corporate Bonds (32.7%)** | **Corporate Bonds (32.7%)** | **Corporate Bonds (32.7%)** |
| **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>10</sup> | Alphabet Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/6/2054 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Alphabet Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2075 | &nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>11</sup> | Alphabet Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/13/2126 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>8</sup> | Altice France SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>8</sup> | Altice France SA | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>8</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | AT&T Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | AT&T Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | AT&T Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | AT&T Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;681 |
|  | AT&T Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/30/2046 | &nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | AT&T Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;524 |
|  | AT&T Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>8</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>8</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;812 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>8</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Comcast Corp. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;11/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>8</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>8</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>8</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>8</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>8</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | EW Scripps Co. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>8</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>8</sup> | Gray Media Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>8</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>8</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>8</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>6,8</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>6,8</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>6,8</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>8</sup> | Orange SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1033 |
| <sup>8</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>8</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>8</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>8</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>11</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Time Warner Cable LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>8</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2037 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.987% | &nbsp;&nbsp;10/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>8</sup> | Virgin Media Finance plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>8</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Vodafone Group plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/28/2054 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>8</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Walt Disney Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>8</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  |  |  |  |  | &nbsp;&nbsp;**30346** |
| **Consumer Discretionary (2.0%)** | **Consumer Discretionary (2.0%)** | **Consumer Discretionary (2.0%)** | **Consumer Discretionary (2.0%)** | **Consumer Discretionary (2.0%)** | **Consumer Discretionary (2.0%)** |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>8</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>8</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>8</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>8</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;1035 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/13/2046 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;8/22/2047 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | Amazon.com Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;11/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>4</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>8</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>8</sup> | Bath & Body Works Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>8,12</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>8</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8,10</sup> | Betclic Everest Group SAS | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>8</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>8</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>8</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>8</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>8</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>8</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | Ford Motor Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>8</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>8</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>8</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;1012 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;782 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;1217 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;419 |
| <sup>8</sup> | Gildan Activewear Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;10/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>8</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Hilton Worldwide Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>8</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;1795 | &nbsp;&nbsp;1765 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;774 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>8</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>8</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>8</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>8</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | NCL Finance Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>8</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>8</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>8</sup> | QXO Building Products Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,10</sup> | Renault SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>8</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Service Corp. International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Six Flags Entertainment Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>8</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Starbucks Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>8</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>4,10</sup> | Stellantis NV | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>8</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>4</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| <sup>8</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>8</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>8</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>10</sup> | Volkswagen International Finance NV | &nbsp;&nbsp;3.748% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>8</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>8</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>8</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>8</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>8</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  |  |  |  |  | &nbsp;&nbsp;**27215** |
| **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** | **Consumer Staples (1.3%)** |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>8</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/14/2039 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/2044 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Altria Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;2/4/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.758% | &nbsp;&nbsp;9/6/2049 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/16/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | BAT Capital Corp. | &nbsp;&nbsp;7.081% | &nbsp;&nbsp;8/2/2053 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>4,10</sup> | BAT International Finance plc | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>4,10</sup> | British American Tobacco plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>8</sup> | Darling Ingredients Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>8</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>8</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>8</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>8</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | JBS NV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | JBS NV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | JBS NV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | JBS NV | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | JBS NV | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| <sup>8</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | Kroger Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Kroger Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| <sup>8</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| <sup>8</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>8</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>8</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>8</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  |  |  |  |  | &nbsp;&nbsp;**17591** |
| **Energy (2.7%)** | **Energy (2.7%)** | **Energy (2.7%)** | **Energy (2.7%)** | **Energy (2.7%)** | **Energy (2.7%)** |
| <sup>8</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>8</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>8</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>8</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>8</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Boardwalk Pipelines LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.699% | &nbsp;&nbsp;4/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;2228 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.772% | &nbsp;&nbsp;11/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>8</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>8</sup> | Cheniere Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/30/2056 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>8</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>8</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>8</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Continental Resources Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Devon Energy Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>8</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;4/18/2064 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | Enbridge Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Enbridge Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Enbridge Inc. | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/5/2054 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;12/1/2054 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;1305 |
|  | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;1519 | &nbsp;&nbsp;1345 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Halliburton Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>8</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>8</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4</sup> | KazMunayGas National Co. JSC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>8</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>8</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | MPLX LP | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;658 |
| <sup>4</sup> | OQ SAOC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/10/2030 | &nbsp;&nbsp;1662 | &nbsp;&nbsp;1627 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>4</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | Phillips 66 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>8</sup> | Range Resources Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;5005 | &nbsp;&nbsp;4972 |
| <sup>4</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>8</sup> | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>8</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;710 |
| <sup>4,10</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>4,10</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>8</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>8</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;110 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>8</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>8</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Western Midstream Operating LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
|  |  |  |  |  | &nbsp;&nbsp;**36338** |
| **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** | **Financials (11.5%)** |
| <sup>8</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;10/29/2028 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;10/29/2033 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| <sup>8</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>8</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | American Express Co. | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | American Express Co. | &nbsp;&nbsp;4.989% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | American Express Co. | &nbsp;&nbsp;5.915% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | American Express Co. | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | American Express Co. | &nbsp;&nbsp;4.804% | &nbsp;&nbsp;10/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | American International Group Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | American International Group Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | American International Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | American International Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>8</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>8</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>8</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>10</sup> | Artea Bankas AB | &nbsp;&nbsp;3.739% | &nbsp;&nbsp;10/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>8</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>8</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>10</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/2028 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1203 |
| <sup>10</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>8</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Banco Santander SA | &nbsp;&nbsp;5.439% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.496% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/7/2042 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;1/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4,10</sup> | Bank of Cyprus Holdings plc | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;1640 | &nbsp;&nbsp;1625 |
|  | Barclays plc | &nbsp;&nbsp;6.496% | &nbsp;&nbsp;9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;827 |
|  | Barclays plc | &nbsp;&nbsp;4.337% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>4</sup> | Barclays plc | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | Barclays plc | &nbsp;&nbsp;2.894% | &nbsp;&nbsp;11/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>4,10</sup> | Barclays plc | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;5/31/2036 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>4,10</sup> | Barclays plc | &nbsp;&nbsp;4.616% | &nbsp;&nbsp;3/26/2037 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Barclays plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/10/2047 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>4,10</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>8</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>8</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;5.176% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;5.497% | &nbsp;&nbsp;5/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;5.283% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;1285 | &nbsp;&nbsp;1257 |
| <sup>8</sup> | BNP Paribas SA | &nbsp;&nbsp;5.894% | &nbsp;&nbsp;12/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>11</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>8</sup> | BPCE SA | &nbsp;&nbsp;6.508% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>8</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>8</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;6.092% | &nbsp;&nbsp;10/3/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>4</sup> | Capital One Financial Corp. | &nbsp;&nbsp;7.624% | &nbsp;&nbsp;10/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.268% | &nbsp;&nbsp;5/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;417 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.399% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;2780 | &nbsp;&nbsp;2728 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;2215 | &nbsp;&nbsp;2218 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;5/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;2/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Citigroup Inc. | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;1/24/2036 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Citizens Bank NA | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;1/29/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>4,11</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>11</sup> | Close Brothers Group plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;6/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>8</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;3.649% | &nbsp;&nbsp;4/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>8</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.447% | &nbsp;&nbsp;3/5/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>4</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/24/2041 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;1478 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/4/2045 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1522 |
| <sup>8</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>8</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>8</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>8</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;1163 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.552% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>4</sup> | Deutsche Bank AG | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>4</sup> | Deutsche Bank AG | &nbsp;&nbsp;3.547% | &nbsp;&nbsp;9/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.469% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.079% | &nbsp;&nbsp;2/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>4,10</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>4,10</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;1393 | &nbsp;&nbsp;1444 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>8</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Freedom Mortgage Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>4,10</sup> | GA Global Funding Trust | &nbsp;&nbsp;4.133% | &nbsp;&nbsp;9/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>8</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>8</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>8</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.814% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.516% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.992% | &nbsp;&nbsp;1/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.383% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.851% | &nbsp;&nbsp;4/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;610 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/2042 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>4,10</sup> | Gothaer Allgemeine Versicherung AG | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>10</sup> | Grand City Properties Finance Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>10</sup> | Helvetia Europe SA | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;9/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>8</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>8</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>8</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;434 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;1351 | &nbsp;&nbsp;1333 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/14/2042 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | Huntington National Bank | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4,10</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>10</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;229 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>10</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;621 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;3570 | &nbsp;&nbsp;3505 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/6/2042 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;452 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | KeyCorp | &nbsp;&nbsp;6.401% | &nbsp;&nbsp;3/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | KKR & Co. Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4,10</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;595 |
| <sup>4,10</sup> | Kommunalkredit Austria AG | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.976% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.943% | &nbsp;&nbsp;11/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>4</sup> | M&T Bank Corp. | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;331 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.426% | &nbsp;&nbsp;4/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.057% | &nbsp;&nbsp;1/14/2037 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;1169 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;2762 | &nbsp;&nbsp;2708 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/2035 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;1048 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | Morgan Stanley | &nbsp;&nbsp;2.484% | &nbsp;&nbsp;9/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.457% | &nbsp;&nbsp;4/22/2039 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Morgan Stanley | &nbsp;&nbsp;3.217% | &nbsp;&nbsp;4/22/2042 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>4</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;3100 | &nbsp;&nbsp;3068 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>8</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | NatWest Group plc | &nbsp;&nbsp;6.475% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Navient Corp. | &nbsp;&nbsp;11.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>6,8</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;4/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>10</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;1/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.842% | &nbsp;&nbsp;1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;2.999% | &nbsp;&nbsp;1/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;894 |
| <sup>4,10</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>8</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>8</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>8</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>8</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>4</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;620 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.939% | &nbsp;&nbsp;8/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;7/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;1133 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/14/2036 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
| <sup>4</sup> | Prudential Financial Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;3.935% | &nbsp;&nbsp;12/7/2049 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4,10</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>4,10</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>10</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/2032 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1136 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>8</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>8</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>8</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>8</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;1046 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.696% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.305% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>8</sup> | Ryan Specialty LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;1687 | &nbsp;&nbsp;1671 |
| <sup>11</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>8</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | State Street Corp. | &nbsp;&nbsp;4.834% | &nbsp;&nbsp;4/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | State Street Corp. | &nbsp;&nbsp;5.146% | &nbsp;&nbsp;2/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;1067 | &nbsp;&nbsp;1036 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;1915 | &nbsp;&nbsp;1906 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;1/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;2510 | &nbsp;&nbsp;2493 |
| <sup>8</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;3840 | &nbsp;&nbsp;3794 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.298% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1028 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.928% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>10</sup> | Triodos Bank NV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>4,10</sup> | Triodos Bank NV | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;4.144% | &nbsp;&nbsp;1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;4.136% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>4</sup> | Truist Bank | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;473 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>8</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522 |
| <sup>8</sup> | United Wholesale Mortgage LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>4</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| <sup>8</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>10</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>10</sup> | Volksbank Wien AG | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/4/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.499% | &nbsp;&nbsp;1/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;4/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.068% | &nbsp;&nbsp;4/30/2041 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>4</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/14/2046 | &nbsp;&nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.433% | &nbsp;&nbsp;1/23/2047 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
| <sup>8</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>10</sup> | Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;9/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  |  |  |  |  | &nbsp;&nbsp;**155883** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
| <sup>8</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | Abbott Laboratories | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  | Amgen Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;2/21/2040 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Amgen Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | Amgen Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/2/2043 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Amgen Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/2/2053 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | Amgen Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/19/2056 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Amgen Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/2/2063 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
| <sup>8</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | Baxter International Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4,10</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/2083 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>8</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Boston Scientific Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/26/2049 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | Cencora Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Cigna Group | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | Cigna Group | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>8</sup> | Community Health Systems Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>8</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>8</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Elevance Health Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;3/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/12/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>8</sup> | Fortrea Holdings Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
| <sup>8</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/18/2043 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | HCA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>8</sup> | IQVIA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>8</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;1223 |
| <sup>8</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;1279 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;1435 | &nbsp;&nbsp;1429 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>8</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Pfizer Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;11/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/19/2053 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>8</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>8</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/9/2060 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;751 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1382 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;436 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Zoetis Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  |  |  |  |  | &nbsp;&nbsp;**38081** |
| **Industrials (2.5%)** | **Industrials (2.5%)** | **Industrials (2.5%)** | **Industrials (2.5%)** | **Industrials (2.5%)** | **Industrials (2.5%)** |
| <sup>8</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 |
| <sup>8</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>8</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>8</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>8</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>8</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Amphenol Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | Boeing Co. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;1229 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;1782 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | Boeing Co. | &nbsp;&nbsp;5.705% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Boeing Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | Boeing Co. | &nbsp;&nbsp;5.805% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>8</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>8</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>8</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | Carrier Global Corp. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>8</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>8</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | CSX Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Eaton Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Eaton Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/6/2056 | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>8</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>8</sup> | Entegris Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>8</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>8</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>8</sup> | First Student Bidco Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>8</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
|  | GE Vernova Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2056 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>8</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>8</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;3/16/2046 | &nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;1286 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.732% | &nbsp;&nbsp;3/16/2056 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;1010 |
| <sup>8</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;5.852% | &nbsp;&nbsp;3/16/2066 | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
|  | Howmet Aerospace Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>8</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/15/2062 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>8</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | RTX Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>8</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/2065 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>8</sup> | TK Elevator US Newco Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>8</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | United Airlines Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>8</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  |  |  |  |  | &nbsp;&nbsp;**33160** |
| **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** |
| <sup>8</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>8</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>8</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>10</sup> | Amcor UK Finance plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Amrize Finance US LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>8</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>8</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>8,10</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>8</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>8</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>8</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>8</sup> | Chemours Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>8</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>8</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>8</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>8</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>8</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>8</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>8</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>6,8</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>8</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>8</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>10</sup> | Linde plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/4/2044 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | LYB International Finance III LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>8</sup> | Magnera Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>8</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>8</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>8</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>8</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>8</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>8</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>8</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>8</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>8</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>8</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>8</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>8</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>4</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>8</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>8</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
|  | Suzano Netherlands BV | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
|  |  |  |  |  | &nbsp;&nbsp;**12875** |
| **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
| <sup>10</sup> | Deutsche EuroShop AG | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>4,10</sup> | Deutsche Wohnen SE | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;4/7/2041 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Equinix Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/2051 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Equinix Inc. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | ERP Operating LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8,10</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Realty Income Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | Regency Centers LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>8</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>8</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Service Properties Trust | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>10</sup> | WP Carey Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/10/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>8</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>8</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  |  |  |  |  | &nbsp;&nbsp;**8817** |
| **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** | **Technology (3.4%)** |
| <sup>4</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1501 | &nbsp;&nbsp;1508 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;1005 |
|  | Broadcom Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>8</sup> | Broadcom Inc. | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | CDW LLC | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>8</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>8</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>8</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;1277 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>8</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>8</sup> | Esab Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>8</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>8</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | Fiserv Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;1360 | &nbsp;&nbsp;1421 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;4364 | &nbsp;&nbsp;4492 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/2036 | &nbsp;&nbsp;1975 | &nbsp;&nbsp;2037 |
| <sup>8</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;1/25/2037 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;1324 |
| <sup>8</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>8</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;554 |
|  | Intel Corp. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | Intel Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | Intel Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Intel Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Intel Corp. | &nbsp;&nbsp;3.734% | &nbsp;&nbsp;12/8/2047 | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;274 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Intel Corp. | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;8/12/2051 | &nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;263 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/2053 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | Intel Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;2/21/2054 | &nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | Intel Corp. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/2062 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | International Business Machines Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | International Business Machines Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/3/2056 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Jabil Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>8</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>8</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Lam Research Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>8</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;3408 | &nbsp;&nbsp;&nbsp;&nbsp;3316 |
|  | Oracle Corp. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;4/1/2040 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
|  | Oracle Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/26/2045 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | Oracle Corp. | &nbsp;&nbsp;6.550% | &nbsp;&nbsp;2/4/2046 | &nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Oracle Corp. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/27/2064 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>8</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | Salesforce Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>8</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>8</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | Verisk Analytics Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Workday Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  |  |  |  |  | &nbsp;&nbsp;**46375** |
| **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** | **Utilities (2.6%)** |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>4</sup> | AEP Texas Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>6</sup> | American Water Capital Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;1621 |
| <sup>4</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>8</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>4</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>8</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>8</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4</sup> | Colbun SA | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/11/2035 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>4</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2066 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4</sup> | DTE Electric Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| <sup>4</sup> | DTE Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Duke Energy Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Duke Energy Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>8</sup> | ENEL Finance International NV | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>4</sup> | Energuate Trust 2 0 | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>4,11</sup> | Engie SA | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/3/2053 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;6/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
|  | Entergy Mississippi LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Entergy Texas Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | Exelon Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
|  | Exelon Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Exelon Corp. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Exelon Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>4</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>8</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;328 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | Georgia Power Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>8</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4</sup> | Indiana Michigan Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | National Grid plc | &nbsp;&nbsp;5.809% | &nbsp;&nbsp;6/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | National Grid plc | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | NiSource Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | NiSource Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>8</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;1345 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>8</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>8</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Public Service Co. of Oklahoma | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;933 |
| <sup>4</sup> | Southern California Gas Co. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Southern Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>4</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | Southern Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1426 |
|  | Southern Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>4</sup> | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>4</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1041 |
|  | Southwestern Electric Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>4,11</sup> | SW Finance I plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>11</sup> | SW Finance I plc | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>4,11</sup> | SW Finance I plc | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>8</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;104 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>8</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>8</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>4,11</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;10/6/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>4,11</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/2046 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>10</sup> | Veolia Environnement SA | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>4</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>8</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>8</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>8</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>8</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>4,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**35109** |
| **Total Corporate Bonds (Cost $447,136)** | **Total Corporate Bonds (Cost $447,136)** | **Total Corporate Bonds (Cost $447,136)** | **Total Corporate Bonds (Cost $447,136)** | **Total Corporate Bonds (Cost $447,136)** | **441790** |
| **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** |
| <sup>7</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>7</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>7</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>7</sup> | AthenaHealth Group Inc. First Lien Initial Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>7</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>7</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>7</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>7</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>7</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>7</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>7</sup> | Endo Finance Holdings LP First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>7</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>7</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>7</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>7</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>7</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>7</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>7</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>7,10</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>7</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>7</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>7</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>7</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>7</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>7</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>7</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>7</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>7</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>7</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| **Total Floating Rate Loan Interests (Cost $3,434)** | **Total Floating Rate Loan Interests (Cost $3,434)** | **Total Floating Rate Loan Interests (Cost $3,434)** | **Total Floating Rate Loan Interests (Cost $3,434)** | **Total Floating Rate Loan Interests (Cost $3,434)** | &nbsp;&nbsp;&nbsp;&nbsp;**3379** |
| **Sovereign Bonds (17.3%)** | **Sovereign Bonds (17.3%)** | **Sovereign Bonds (17.3%)** | **Sovereign Bonds (17.3%)** | **Sovereign Bonds (17.3%)** | **Sovereign Bonds (17.3%)** |
| <sup>10</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>10</sup> | Adif Alta Velocidad | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
| <sup>4</sup> | Agence Francaise de Developpement | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,10</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;1704 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;9.450% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;315 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.903% | &nbsp;&nbsp;2/21/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;1794 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/9/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4</sup> | Baiterek National Investment Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>4,8</sup> | Benin Government Bond | &nbsp;&nbsp;7.960% | &nbsp;&nbsp;2/13/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>4</sup> | Benin Government Bond | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;536 |
| <sup>4,8</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 | &nbsp;&nbsp;2753 |
| <sup>4</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;621 |
| <sup>4,8</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;4169 |
| <sup>4</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;4680 |
| <sup>4,8</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 | &nbsp;&nbsp;4200 |
| <sup>10</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;2572 |
| <sup>4</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;269 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;4822 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;1691 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;1996 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;1027 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;946 |
| <sup>4</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;1186 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;6202 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;1410 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;2087 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;1476 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;3363 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>4</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;1550 |
|  | Ecopetrol SA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>13</sup> | Eskom Holdings | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;7340 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;1051 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>4,10</sup> | European Union | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;7/6/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 | &nbsp;&nbsp;1234 |
| <sup>4</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;7.143% | &nbsp;&nbsp;2/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>4,8</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.631% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;5237 |
| <sup>4</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>4</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;6/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 | &nbsp;&nbsp;2265 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/18/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>10</sup> | Hellenic Republic | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>8,10</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>4</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;8.075% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;774 |
| <sup>4,14</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/2050 | &nbsp;&nbsp;555450 | &nbsp;&nbsp;1738 |
| <sup>4,10</sup> | Junta de Andalucia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;2708 |
| <sup>4,8</sup> | Kingdom of Bahrain | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;2/3/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>4</sup> | Kingdom of Belgium | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/10/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;3823 |
| <sup>4,8</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/12/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;3157 |
| <sup>4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/2/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>8,10</sup> | Kingdom of Spain | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>4</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>4,15</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;2549 |
| <sup>4,10,15</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>4</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 | &nbsp;&nbsp;4268 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;3912 |
| <sup>4</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;1287 |
| <sup>4</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;2493 |
| <sup>4</sup> | Paraguay Government Bond | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;1/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;2019 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;2234 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;4421 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/12/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4</sup> | Petroliam Nasional Bhd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>4,8,10</sup> | Portuguese Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;1234 |
| <sup>10</sup> | Province of Manitoba | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;1675 |
| <sup>10</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;1341 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;2367 |
| <sup>4</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;1960 |
| <sup>4,10</sup> | Republic of Chile | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;1009 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;1329 |
|  | Republic of Costa Rica | &nbsp;&nbsp;7.158% | &nbsp;&nbsp;3/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Republic of Costa Rica | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;11/13/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>4,10</sup> | Republic of Cyprus | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp;4820 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;2166 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;1071 |
| <sup>8</sup> | Republic of Ecuador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;1/29/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;627 |
| <sup>4</sup> | Republic of El Salvador | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Republic of El Salvador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>4</sup> | Republic of Ghana | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>4</sup> | Republic of Ghana | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;1288 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3852 | &nbsp;&nbsp;3789 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;1472 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>10</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;535 |
| <sup>4,8</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;1997 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;2029 |
| <sup>10</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;1619 |
| <sup>4</sup> | Republic of Indonesia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;1012 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;3140 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
| <sup>4,8</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;879 |
| <sup>4</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4,8</sup> | Republic of Kenya | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;2/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>4</sup> | Republic of Latvia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;1505 |
| <sup>4,10</sup> | Republic of Lithuania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/10/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>4</sup> | Republic of Paraguay | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>4</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;1291 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>4,10</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4,8</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;1098 |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;689 |
| <sup>4,16</sup> | Republic of South Africa | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/31/2036 | &nbsp;&nbsp;36360 | &nbsp;&nbsp;1729 |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;11/19/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>8</sup> | Republic of Sri Lanka | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4,8</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Republic of the Philippines | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>4,8</sup> | Republic of Trinidad & Tobago | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Republic of Turkiye | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>4,8,10</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 |
| <sup>4,10</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>4</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
| <sup>4,8</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 |
| <sup>4,10</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
| <sup>4,8</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;2.942% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
| <sup>10</sup> | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>10</sup> | Slovakia Government Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/19/2046 | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 |
| <sup>4,10</sup> | State of Israel | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008 |
| <sup>4</sup> | State of Israel | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/12/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>10</sup> | Treasury Corp. of Victoria | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/29/2040 | &nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112 |
| <sup>8</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,8</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>8</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>8</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>4,8</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | United Mexican States | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>10</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 |
| <sup>4,8</sup> | Uzbekneftegaz JSC | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
| **Total Sovereign Bonds (Cost $237,398)** | **Total Sovereign Bonds (Cost $237,398)** | **Total Sovereign Bonds (Cost $237,398)** | **Total Sovereign Bonds (Cost $237,398)** | **Total Sovereign Bonds (Cost $237,398)** | **234147** |
| **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** |
|  | Los Angeles CA Department of Water & Power Revenue **(Cost $426)** | &nbsp;&nbsp;6.574% | &nbsp;&nbsp;7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**439** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>17</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;57502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** |
|  | United States Treasury Bill | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518 |
| **Total Temporary Cash Investments (Cost $12,263)** | **Total Temporary Cash Investments (Cost $12,263)** | **Total Temporary Cash Investments (Cost $12,263)** | **Total Temporary Cash Investments (Cost $12,263)** | **Total Temporary Cash Investments (Cost $12,263)** | &nbsp;&nbsp;**12268** |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** |
| **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 2.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11120 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.050% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;35630 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.091% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.270% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.270% | &nbsp;&nbsp;11960 | &nbsp;&nbsp;&nbsp;&nbsp;31 |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.391% Annually | &nbsp;&nbsp;MSBNA | &nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;3.391% | &nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually | &nbsp;&nbsp;NGFP | &nbsp;&nbsp;10/16/2030 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;125 |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.690% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  |  |  |  |  | &nbsp;&nbsp;**250** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;47 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.850% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;35630 | &nbsp;&nbsp;&nbsp;&nbsp;68 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;53 |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.690% Annually | &nbsp;&nbsp;BNPSW | &nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.144% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core-Plus Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**338** |
| **Total Options Purchased (Cost $609)** | **Total Options Purchased (Cost $609)** | **Total Options Purchased (Cost $609)** | **Total Options Purchased (Cost $609)** | **Total Options Purchased (Cost $609)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**588** |
| **Total Investments (100.6%) (Cost $1,370,277)** | **Total Investments (100.6%) (Cost $1,370,277)** | **Total Investments (100.6%) (Cost $1,370,277)** | **Total Investments (100.6%) (Cost $1,370,277)** |  | &nbsp;&nbsp;**1359631** |
| **Other Assets and Liabilities—Net (-0.6%)** | **Other Assets and Liabilities—Net (-0.6%)** | **Other Assets and Liabilities—Net (-0.6%)** | **Other Assets and Liabilities—Net (-0.6%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(8317)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**1351314** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $3,575 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $103 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | Securities with a value of $3,783 have been segregated as initial margin for open futures contracts. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $227,776, representing 16.9% of net assets. |
| 9 | Security value determined using significant unobservable inputs. |
| 10 | Face amount denominated in euro. |
| 11 | Face amount denominated in British pounds. |
| 12 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 13 | Guaranteed by the Republic of South Africa. |
| 14 | Face amount denominated in Japanese yen. |
| 15 | Guaranteed by the Republic of Hungary. |
| 16 | Face amount denominated in South African rand. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| WFB—Wells Fargo Bank N.A. |

---

------

Core-Plus Bond ETF

------

#### Derivative Financial Instruments Outstanding as of Period End

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 1.500% Annually | &nbsp;&nbsp;&nbsp;&nbsp;BANA | &nbsp;&nbsp;&nbsp;&nbsp;3/10/2028 | &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;17792 | &nbsp;&nbsp;&nbsp;&nbsp;(19) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.870% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;11960 | &nbsp;&nbsp;&nbsp;&nbsp;(14) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.241% Annually | MSBNA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/6/2026 | &nbsp;&nbsp;&nbsp;3.241% | &nbsp;&nbsp;&nbsp;28040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;35630 | &nbsp;&nbsp;&nbsp;&nbsp;(95) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.144% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/2/2028 | &nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;(45) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually | &nbsp;&nbsp;&nbsp;&nbsp;NGFP | &nbsp;&nbsp;&nbsp;10/16/2035 | &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;(183) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.090% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;7/16/2026 | &nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;(33) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(390) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.400% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;&nbsp;6/17/2026 | &nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;35630 | &nbsp;&nbsp;&nbsp;(224) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2/5/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;12760 | &nbsp;&nbsp;&nbsp;&nbsp;(68) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;&nbsp;1/21/2027 | &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;(65) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;(49) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;(38) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.460% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4/8/2026 | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;(38) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.700% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;(26) |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually | BNPSW | &nbsp;&nbsp;&nbsp;&nbsp;5/13/2026 | &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;(18) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | &nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;&nbsp;4/10/2026 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(526) |
| Total Options Written **(Premiums Received $810)** | Total Options Written **(Premiums Received $810)** | Total Options Written **(Premiums Received $810)** | Total Options Written **(Premiums Received $810)** | Total Options Written **(Premiums Received $810)** | (916) |

---

---

| |
|:---|
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |
| NGFP—Normura Global Financial Products Inc. |
| WFB—Wells Fargo Bank N.A. |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;581 | 120526 | &nbsp;&nbsp;&nbsp;&nbsp;(590) |
| 5-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;47707 | &nbsp;&nbsp;&nbsp;&nbsp;(375) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) |
| Euro-Bund | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;4058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;30519 | &nbsp;&nbsp;&nbsp;&nbsp;(794) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;11773 | &nbsp;&nbsp;&nbsp;&nbsp;(157) |
|  |  |  |  | &nbsp;&nbsp;(1979) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | June 2026 | &nbsp;&nbsp;&nbsp;(55) | &nbsp;&nbsp;&nbsp;&nbsp;(4745) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;(12316) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |

---

------

Core-Plus Bond ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) | Futures Contracts (continued) |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(69) | &nbsp;&nbsp;&nbsp;&nbsp;(7662) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) |
| Euro-BTP | June 2026 | &nbsp;&nbsp;&nbsp;(82) | &nbsp;&nbsp;(11021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| Euro-Buxl | June 2026 | &nbsp;&nbsp;&nbsp;(76) | &nbsp;&nbsp;&nbsp;&nbsp;(9686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| Euro-OAT | June 2026 | &nbsp;&nbsp;&nbsp;(70) | &nbsp;&nbsp;&nbsp;&nbsp;(9603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Euro-Schatz | June 2026 | (120) | &nbsp;&nbsp;(14668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Long Gilt | June 2026 | &nbsp;&nbsp;&nbsp;(11) | &nbsp;&nbsp;&nbsp;&nbsp;(1278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| Mini 10-Year Japanese Government Bond | June 2026 | &nbsp;&nbsp;&nbsp;(20) | &nbsp;&nbsp;&nbsp;&nbsp;(1644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(84) | &nbsp;&nbsp;&nbsp;&nbsp;(9536) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
|  |  |  |  | &nbsp;&nbsp;(1263) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;3037 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;4/2/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(24) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Royal Bank of Canada | 6/17/2026 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;19126 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;15522 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;1507 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;83844 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;72147 | &nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 | &nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;286395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

Core-Plus Bond ETF

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;28873 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;33381 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;(60) |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CZK—Czech koruna. |
| EUR—euro. |
| GBP—British pound. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| PLN—Polish zloty. |
| USD—U.S. dollar. |
| ZAR—South African rand. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-IG-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;7147 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| CDX-NA-IG-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;16410 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(293) | &nbsp;&nbsp;&nbsp;(23) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| United Mexican States | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

------

Core-Plus Bond ETF

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000)<sup>1</sup> | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>2</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| Stellantis NV/Baa3 | 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| Telefonica Europe BV | 12/20/2030 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |

---

---

| |
|:---|
| 1 Notional amount denominated in euro. |
| 2 Periodic premium received/(paid) quarterly. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSBNA—Morgan Stanley Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At March 31, 2026, the counterparties had deposited in segregated accounts securities with a value of $934 in connection with open forward currency contracts and over-the-counter swap contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.440<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.680)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;(48) |
| 6/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847580<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.727<sup>5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.906)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| 2/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.680<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.280)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45800<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.157)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| 1/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13281<sup>7</sup> | &nbsp;&nbsp;&nbsp;12.804<sup>8</sup> | &nbsp;&nbsp;&nbsp;(14.750)<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(71) | &nbsp;&nbsp;&nbsp;&nbsp;(71) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.768<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;&nbsp;&nbsp;(16) |
| 6/20/2029 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595<sup>10</sup> | &nbsp;&nbsp;&nbsp;2.542<sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(41) | &nbsp;&nbsp;&nbsp;&nbsp;(45) |
| 1/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6993<sup>7</sup> | &nbsp;&nbsp;&nbsp;14.750<sup>9</sup> | &nbsp;&nbsp;&nbsp;(13.695)<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;4600000<sup>13</sup> | &nbsp;&nbsp;&nbsp;2.482<sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2.830)<sup>15</sup> | &nbsp;&nbsp;&nbsp;(148) | &nbsp;&nbsp;&nbsp;(148) |
| 6/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;3000000<sup>13</sup> | &nbsp;&nbsp;&nbsp;2.382<sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2.830)<sup>15</sup> | &nbsp;&nbsp;&nbsp;(105) | &nbsp;&nbsp;&nbsp;(105) |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.252)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7/6/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.309)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| 9/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84185<sup>16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.589<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.590)<sup>17</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(53) | &nbsp;&nbsp;&nbsp;&nbsp;(52) |
| 4/10/2031 | &nbsp;&nbsp;&nbsp;4/10/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.613)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.274<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(61) | &nbsp;&nbsp;&nbsp;&nbsp;(60) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.317<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(30) | &nbsp;&nbsp;&nbsp;&nbsp;(30) |
| 6/18/2031 | &nbsp;&nbsp;&nbsp;6/17/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000<sup>18</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.508<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>19</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| 4/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.650<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 6/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000<sup>20</sup> | &nbsp;&nbsp;&nbsp;3.930<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.415)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| 9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350<sup>20</sup> | &nbsp;&nbsp;&nbsp;3.820<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.400)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.572)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.682)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| 11/15/2035 | &nbsp;&nbsp;&nbsp;6/30/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.892)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;1792482<sup>22</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7.085<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>23</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 3/19/2036 | &nbsp;&nbsp;&nbsp;3/19/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306923<sup>22</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7.050<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>23</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000<sup>20</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.765<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.900)<sup>21</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;(10) |
| 4/2/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.855)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2037 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2027<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3.924)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2/4/2038 | &nbsp;&nbsp;&nbsp;&nbsp;2/4/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.144<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| 3/13/2038 | &nbsp;&nbsp;&nbsp;3/13/2028<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.859<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |

---

------

Core-Plus Bond ETF

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 10/18/2040 | 10/18/2030<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.100)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| 1/22/2041 | &nbsp;&nbsp;&nbsp;1/22/2031<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.517<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| 10/18/2045 | 10/18/2035<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.358<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(34) | &nbsp;&nbsp;&nbsp;&nbsp;(34) |
| 1/22/2046 | &nbsp;&nbsp;&nbsp;1/22/2036<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.781)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| 4/2/2046 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.147<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(0.000)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 4/2/2056 | &nbsp;&nbsp;&nbsp;&nbsp;4/2/2026<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4.111)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;233 |

---

---

| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Interest payment received/(paid) annually. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Notional amount denominated in Japanese yen. |
| 5 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 6 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 7 Notional amount denominated in Brazilian real. |
| 8 Interest payment received/(paid) at maturity. |
| 9 Based on Overnight Brazil CETIP Interbank Deposit Rate as of the most recent reset date. Interest payment received/(paid) at maturity. |
| 10 Notional amount denominated in Canadian dollar. |
| 11 Interest payment received/(paid) semi-annually. |
| 12 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 13 Notional amount denominated in Korean won. |
| 14 Interest payment received/(paid) quarterly. |
| 15 Based on 3-month Korean won (KRW) Certificate of Deposit Rate as of the most recent reset date. Interest payment received/(paid) quarterly. |
| 16 Notional amount denominated in Czech koruna. |
| 17 Based on 6-month Prague Interbank Offered Rate (PRIBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 18 Notional amount denominated in euro. |
| 19 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 20 Notional amount denominated in Polish zloty. |
| 21 Based on 6-month Warsaw Interbank Offered Rate (WIBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |
| 22 Notional amount denominated in Hungarian forint. |
| 23 Based on 6 Month Budapest Interbank Offered Rate (BUBOR) as of the most recent reset date. Interest payment received/(paid) semi-annually. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $1,364,527) | 1353881 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $5,750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
| Total Investments in Securities | 1359631 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| Foreign Currency, at Value (Cost $766) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;265722 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total Assets** | **1638295** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;285814 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Options Written, at Value (Premiums Received $810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**286981** |
| **Net Assets** | **1351314** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 1356369 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5055) |
| **Net Assets** | **1351314** |
| **Net Assets** |  |
| **Applicable to 17,465,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1351314** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$77.37** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26109 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26109 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25010** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1350) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(626) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4114** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22483) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(962) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(22869)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6255** |

---

---

| | |
|:---|:---|
| 1 | Interest is net of foreign withholding taxes of $2. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $240, ($2), and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25010 | &nbsp;&nbsp;&nbsp;&nbsp;23162 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(22869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;28797 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(25525) | &nbsp;&nbsp;&nbsp;&nbsp;(21137) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;529359 | &nbsp;&nbsp;&nbsp;584711 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;529359 | &nbsp;&nbsp;&nbsp;584711 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;510089 | &nbsp;&nbsp;&nbsp;592371 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**841225** | &nbsp;&nbsp;&nbsp;**248854** |
| **End of Period** | **1351314** | &nbsp;&nbsp;&nbsp;**841225** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond ETF

Financial Highlights

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 | &nbsp;&nbsp;&nbsp;December 6,<br> 2023<sup>1</sup> to<br> September 30,<br> 2024 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 | &nbsp;&nbsp;&nbsp;December 6,<br> 2023<sup>1</sup> to<br> September 30,<br> 2024 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$78.47** | &nbsp;&nbsp;&nbsp;**$79.00** | &nbsp;&nbsp;&nbsp;**$75.00** |
| **Investment Operations** |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.988 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.408 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.396 |
| **Distributions** |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.735) | &nbsp;&nbsp;&nbsp;&nbsp;(3.519) | &nbsp;&nbsp;&nbsp;&nbsp;(2.396) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.170) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.036) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.905) | &nbsp;&nbsp;&nbsp;&nbsp;(3.555) | &nbsp;&nbsp;&nbsp;&nbsp;(2.396) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$77.37** | &nbsp;&nbsp;&nbsp;**$78.47** | &nbsp;&nbsp;&nbsp;**$79.00** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**1.02%** | &nbsp;&nbsp;&nbsp;**4.02%** | &nbsp;&nbsp;&nbsp;**8.69%** |
| **Ratios/Supplemental Data** |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1351 | &nbsp;&nbsp;&nbsp;$841 | &nbsp;&nbsp;&nbsp;$249 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20%<sup>3,4</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.56% | &nbsp;&nbsp;&nbsp;4.84% | &nbsp;&nbsp;&nbsp;4.77%<sup>4</sup> |
| Portfolio Turnover Rate<sup>5,6</sup> | &nbsp;&nbsp;&nbsp;185% | &nbsp;&nbsp;&nbsp;392% | &nbsp;&nbsp;&nbsp;472% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.20%. |
| 4 | Annualized. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |
| 6 | Includes 24%, 57%, and 107%, respectively, attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Core-Plus Bond ETF

Notes to Financial Statements

Vanguard Core-Plus Bond ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

5. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

6. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is

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Core-Plus Bond ETF

mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

The fund invests in options on foreign currency, which are transacted over-the-counter (OTC) and not on an exchange. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into options with a diverse group of prequalified counterparties and monitoring their financial strength. The primary risk associated with purchasing options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.

Options contracts on futures and foreign currency are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period. The fund had no open options contracts on futures and foreign currency at March 31, 2026.

7. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded in the Statement of Assets and Liabilities as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded in the Statement of Assets and Liabilities as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of swaptions are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

8. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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Core-Plus Bond ETF

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 15% and 6% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

9. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 9% of net assets, based on the average of the notional amounts at each quarter-end during the period.

10. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net

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Core-Plus Bond ETF

liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 1% and 2% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 13% of net assets, based on the average of notional amounts at each quarter-end during the period.

11. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

12. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

13. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

14. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $31,000, representing less than 0.01% of the fund's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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.).

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Core-Plus Bond ETF

**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;534011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;534011 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;131819 | &nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;133009 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;441790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;441790 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;234147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;234147 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12268 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| Total | &nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;1352691 | &nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;1359631 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(916) |
| Futures Contracts<sup>1</sup> | (2042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2042) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663) |
| Total | (2042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3681) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Investments in Securities, at Value—Unaffiliated Issuers (Options Purchased) | &nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 452 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Assets | &nbsp;&nbsp;2239 | 452 | &nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;2731 |
| Options Written, at Value | &nbsp;&nbsp;&nbsp;(916) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(916) |
| Swap Premiums Received | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (2042) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;(2042) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(639) | &nbsp;&nbsp;&nbsp;&nbsp;— | (23) | &nbsp;&nbsp;&nbsp;&nbsp;(662) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(60) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60) |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Total Liabilities | (3597) | &nbsp;&nbsp;(60) | (31) | &nbsp;&nbsp;(3688) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

------

Core-Plus Bond ETF

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (1350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(1350) |
| Options Purchased | &nbsp;&nbsp;&nbsp;(579) | &nbsp;&nbsp;&nbsp;&nbsp;(47) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(626) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1843 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1843 |
| Realized Net Gain (Loss) on Derivatives | (1513) | 1811 | 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(962) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(962) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| Options Written | &nbsp;&nbsp;&nbsp;(144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(152) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(670) | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;(375) |

---

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1370517 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7946 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20377) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12431) |

---

G. During the six months ended March 31, 2026, the fund purchased $530,019,000 of investment securities and sold $352,382,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $1,673,502,000 and $1,619,007,000, respectively. In addition, the fund purchased and sold investment securities of $283,318,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

H. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 6745 | &nbsp;&nbsp;&nbsp;7570 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) in Shares Outstanding | 6745 | &nbsp;&nbsp;&nbsp;7570 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

------

Core-Plus Bond ETF

At March 31, 2026, one shareholder was the record or beneficial owner of 36% of the fund's net assets. If this shareholder were to redeem its investment in the fund, the redemption might result in an increase in the fund's expense ratio, cause the fund to incur higher transaction costs, or lead to the realization of taxable capital gains.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0222 052026

------

![](tm2611750d3mulsecincbdfui001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Multi-Sector Income Bond Fund

------

Contents

Financial Statements 1 <br>

------

Multi-Sector Income Bond Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (5.5%)** | **U.S. Government and Agency Obligations (5.5%)** | **U.S. Government and Agency Obligations (5.5%)** | **U.S. Government and Agency Obligations (5.5%)** | **U.S. Government and Agency Obligations (5.5%)** | **U.S. Government and Agency Obligations (5.5%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049–5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3303 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;17758 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;3906 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
| **Total U.S. Government and Agency Obligations (Cost $27,367)** | **Total U.S. Government and Agency Obligations (Cost $27,367)** | **Total U.S. Government and Agency Obligations (Cost $27,367)** | **Total U.S. Government and Agency Obligations (Cost $27,367)** | **Total U.S. Government and Agency Obligations (Cost $27,367)** | **27190** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (10.0%)** |
| **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** | **Bermuda (0.1%)** |
| <sup>3,4</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** |
| <sup>3,4</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>3,4</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**501** |
| **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** |
| <sup>3,4,5</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3,4</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3,4</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.600% | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.450% | &nbsp;&nbsp;5.122% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,6,7</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3,4,6,7</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>3,4</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;5.072% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1868** |
| **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** |
| <sup>3,4</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** |
| <sup>3,4,5</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.550% | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**699** |
| **United States (9.3%)** | **United States (9.3%)** | **United States (9.3%)** | **United States (9.3%)** | **United States (9.3%)** | **United States (9.3%)** |
| <sup>3,4</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>3,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>3,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>3,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;370 | &nbsp;&nbsp;368 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;185 | &nbsp;&nbsp;185 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;185 | &nbsp;&nbsp;185 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.991% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;185 | &nbsp;&nbsp;185 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;208 | &nbsp;&nbsp;208 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;208 | &nbsp;&nbsp;208 |
| <sup>4</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,4</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;170 | &nbsp;&nbsp;162 |
| <sup>3,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;160 | &nbsp;&nbsp;156 |
| <sup>3,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;120 | &nbsp;&nbsp;116 |
| <sup>4</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3,4</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;140 | &nbsp;&nbsp;139 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;280 | &nbsp;&nbsp;278 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;104 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;130 | &nbsp;&nbsp;131 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;850 | &nbsp;&nbsp;856 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>4</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>3,4</sup> | Bank of America Auto Trust Series 2025-1A | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>3,4</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;110 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;250 | &nbsp;&nbsp;248 |
| <sup>3,4</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;120 | &nbsp;&nbsp;113 |
| <sup>3,4</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;200 | &nbsp;&nbsp;201 |
| <sup>3,4,5</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;230 | &nbsp;&nbsp;230 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;110 | &nbsp;&nbsp;109 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3,4</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;189 | &nbsp;&nbsp;189 |
| <sup>3,4</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;189 | &nbsp;&nbsp;189 |
| <sup>3,4</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,4</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;250 | &nbsp;&nbsp;251 |
| <sup>3,4</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;250 | &nbsp;&nbsp;248 |
| <sup>3,4</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;360 | &nbsp;&nbsp;354 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;350 | &nbsp;&nbsp;347 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;360 | &nbsp;&nbsp;357 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;210 | &nbsp;&nbsp;206 |
| <sup>3,4</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;340 | &nbsp;&nbsp;341 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;149 | &nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;101 | &nbsp;&nbsp;101 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;115 | &nbsp;&nbsp;115 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.562% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;234 | &nbsp;&nbsp;233 |
| <sup>3,4</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;229 | &nbsp;&nbsp;227 |
| <sup>3,4</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;150 | &nbsp;&nbsp;151 |
| <sup>3,4</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>3,4</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;390 | &nbsp;&nbsp;388 |
| <sup>3,4</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;240 | &nbsp;&nbsp;239 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;430 | &nbsp;&nbsp;432 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;500 | &nbsp;&nbsp;498 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;200 | &nbsp;&nbsp;201 |
| <sup>3,4</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;210 | &nbsp;&nbsp;211 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;490 | &nbsp;&nbsp;486 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;220 | &nbsp;&nbsp;217 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;520 | &nbsp;&nbsp;515 |
| <sup>4</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>3,4</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3,4</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.993% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>3,4</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;270 | &nbsp;&nbsp;271 |
| <sup>4</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;240 | &nbsp;&nbsp;243 |
| <sup>4</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,4,5,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>3,4,5,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;883 | &nbsp;&nbsp;882 |
| <sup>3,4,5,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3,4</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;250 | &nbsp;&nbsp;250 |
| <sup>3,4</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;300 | &nbsp;&nbsp;296 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;120 | &nbsp;&nbsp;120 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3,4</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;170 | &nbsp;&nbsp;171 |
| <sup>3,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;300 | &nbsp;&nbsp;301 |
| <sup>3,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;210 | &nbsp;&nbsp;211 |
| <sup>3,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;350 | &nbsp;&nbsp;352 |
| <sup>3,4</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;240 | &nbsp;&nbsp;241 |
| <sup>3,4,6</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;160 | &nbsp;&nbsp;160 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;180 | &nbsp;&nbsp;180 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>3,4</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;121 | &nbsp;&nbsp;122 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;163 | &nbsp;&nbsp;163 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;416 | &nbsp;&nbsp;417 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;340 | &nbsp;&nbsp;339 |
| <sup>3,4</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;170 | &nbsp;&nbsp;171 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;130 | &nbsp;&nbsp;129 |
| <sup>3,4</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;497 | &nbsp;&nbsp;505 |
| <sup>3,4</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;247 | &nbsp;&nbsp;250 |
| <sup>3,4</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;320 | &nbsp;&nbsp;316 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;205 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;250 | &nbsp;&nbsp;253 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;122 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,4</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;120 | &nbsp;&nbsp;118 |
| <sup>3,4</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;140 | &nbsp;&nbsp;140 |
| <sup>3,4</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;232 | &nbsp;&nbsp;233 |
| <sup>3,4</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;345 | &nbsp;&nbsp;341 |
| <sup>3,4</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>3,4</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;500 | &nbsp;&nbsp;515 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>3,4</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>3,4</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3,4</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3,4</sup> | Nelnet Student Loan Trust Series 2026-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;672 |
| <sup>3,4,5</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>4</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>3,4</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>3,4</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>3,4</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>3,4</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1124 |
| <sup>3,4</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>3,4</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>3,4</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Sabey Data Center Issuer LLC Series 2026-1 | &nbsp;&nbsp;5.482% | &nbsp;&nbsp;1/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>3,4</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3,4</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;1540 | &nbsp;&nbsp;1558 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>3,4</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3,4</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3,4</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>3,4</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>3,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>3,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>3,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>3,4</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>3,4</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>3,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>3,4</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,4</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>3,4</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>3,4</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>3,4</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>3,4</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;660 |
| <sup>3,4</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>3,4</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>3,4</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>3,4</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>3,4</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>3,4</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  |  |  |  |  | &nbsp;&nbsp;**45914** |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,474)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,474)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,474)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,474)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,474)** | **49400** |
| **Corporate Bonds (66.9%)** | **Corporate Bonds (66.9%)** | **Corporate Bonds (66.9%)** | **Corporate Bonds (66.9%)** | **Corporate Bonds (66.9%)** | **Corporate Bonds (66.9%)** |
| **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** |
| <sup>3,7</sup> | Glencore Funding LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>3</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**481** |
| **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** |
| <sup>4</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** | **Canada (2.4%)** |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>3</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>3</sup> | Gildan Activewear Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>3</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>3</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>3</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| <sup>3</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>4</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1133 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  |  |  |  |  | &nbsp;&nbsp;**11835** |
| **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** |
| <sup>3</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 |
| <sup>3</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1306** |
| **France (0.7%)** | **France (0.7%)** | **France (0.7%)** | **France (0.7%)** | **France (0.7%)** | **France (0.7%)** |
| <sup>3</sup> | Altice France SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
| <sup>3,9</sup> | Betclic Everest Group SAS | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>3</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>3</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>3</sup> | Orange SA | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>3</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>3</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3244** |
| **Germany (0.6%)** | **Germany (0.6%)** | **Germany (0.6%)** | **Germany (0.6%)** | **Germany (0.6%)** | **Germany (0.6%)** |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;323 |
| <sup>3</sup> | TK Elevator US Newco Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>3</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;1432 |
| <sup>3</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  |  |  |  |  | &nbsp;&nbsp;**2865** |
| **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** |
| <sup>4</sup> | Energuate Trust 2 0 | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;639 |
| **Hong Kong (0.2%)** | **Hong Kong (0.2%)** | **Hong Kong (0.2%)** | **Hong Kong (0.2%)** | **Hong Kong (0.2%)** | **Hong Kong (0.2%)** |
| <sup>3</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;826 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**889** |
| **Ireland (0.6%)** | **Ireland (0.6%)** | **Ireland (0.6%)** | **Ireland (0.6%)** | **Ireland (0.6%)** | **Ireland (0.6%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>3</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>3</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>3</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>3</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;266 |
|  |  |  |  |  | &nbsp;&nbsp;**3127** |
| **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
|  |  |  |  |  | &nbsp;&nbsp;**1262** |
| **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** |
| <sup>3</sup> | ENEL Finance International NV | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;1398 |
| **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** | **Japan (0.7%)** |
| <sup>3</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>3</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>4</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,7</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.748% | &nbsp;&nbsp;4/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
|  |  |  |  |  | &nbsp;&nbsp;**3487** |
| **Macao (0.6%)** | **Macao (0.6%)** | **Macao (0.6%)** | **Macao (0.6%)** | **Macao (0.6%)** | **Macao (0.6%)** |
| <sup>3</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>3</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1030 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;715 |
|  |  |  |  |  | &nbsp;&nbsp;**2951** |
| **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** |
|  | NXP BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>3</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>3</sup> | Ziggo BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;284 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**662** |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>3</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;485 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** |
| <sup>4</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**159** |
| **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** |
|  | UBS Americas Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1815** |
| **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** |
| <sup>4</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| **United Kingdom (2.3%)** | **United Kingdom (2.3%)** | **United Kingdom (2.3%)** | **United Kingdom (2.3%)** | **United Kingdom (2.3%)** | **United Kingdom (2.3%)** |
| <sup>3</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1988 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>3</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>3</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>3</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>3,9</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>3</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>3</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>3</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>4,9</sup> | RAY Financing LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>3</sup> | Virgin Media Finance plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>3</sup> | Virgin Media Secured Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>3</sup> | Virgin Media Secured Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
|  |  |  |  |  | &nbsp;&nbsp;**11541** |
| **United States (56.9%)** | **United States (56.9%)** | **United States (56.9%)** | **United States (56.9%)** | **United States (56.9%)** | **United States (56.9%)** |
| <sup>3</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>3</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>3</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>3</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>3</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>3</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>3</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>3</sup> | Alliant Energy Finance LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>3</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>3</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;507 |
| <sup>3</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;3835 | &nbsp;&nbsp;3806 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;316 |
| <sup>3</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;1359 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;587 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>3</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>3</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>3</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>3</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>3,9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
| <sup>3</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>3</sup> | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>3</sup> | Asbury Automotive Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1219 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>3</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>3</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | AT&T Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>3</sup> | AthenaHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>3</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3</sup> | Axalta Coating Systems LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;1960 | &nbsp;&nbsp;1935 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;711 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;3250 | &nbsp;&nbsp;3208 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>3</sup> | Bath & Body Works Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>3</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3,10</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>3</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
| <sup>3</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Block Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>3</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;516 |
| <sup>3</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;428 |
| <sup>3</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1597 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>3</sup> | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;536 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>3</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>3</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>3</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>3</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>3</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>3</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;3170 | &nbsp;&nbsp;3122 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;322 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1285 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1433 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1136 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
| <sup>3</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>3</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>3</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>3</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>3</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;688 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;744 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>3</sup> | Chemours Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>3</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>3</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>3</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>3</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;1037 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>3,9</sup> | Clarios Global LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>3</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>3</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;1110 | &nbsp;&nbsp;1060 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;825 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>3</sup> | Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Commercial Metals Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>3</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>3</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>3</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Constellation Energy Generation LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;665 |
| <sup>3</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>3</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;897 |
| <sup>3</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;1181 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>3</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>3</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;680 |
| <sup>3</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>3</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>3</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>3</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>3</sup> | Endo Finance Holdings LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;743 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>4</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>3</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | Entegris Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>3</sup> | Entegris Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>3</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Equinix Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>3</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>3</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>3</sup> | Fair Isaac Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;631 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>3</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>3</sup> | First Student Bidco Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>3</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | FMC Corp. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>3</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3</sup> | Fortrea Holdings Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;2248 |
| <sup>3</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>3</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;1234 |
| <sup>3</sup> | Freedom Mortgage Corp. | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.125% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>3</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>3</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;876 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>3</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1412 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1029 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Genesis Energy LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>3</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>3</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;2051 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1001 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;138 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>3</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>3</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>3</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;1602 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | HCA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>3</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;488 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;328 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>3</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>3</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>3</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>3</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>3</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.749% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>3</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;1295 | &nbsp;&nbsp;1260 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;4052 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | Intel Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3</sup> | IQVIA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>3</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>3</sup> | Jazz Securities DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;1052 | &nbsp;&nbsp;1155 |
| <sup>3</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1599 | &nbsp;&nbsp;1591 |
| <sup>3</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;964 |
| <sup>3</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>3</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1712 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;274 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;1420 | &nbsp;&nbsp;1394 |
| <sup>3</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;142 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | Keybank National Association | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Lamar Media Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Lamar Media Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>3</sup> | Lamar Media Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;1068 | &nbsp;&nbsp;1021 |
|  | Leidos Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;1523 | &nbsp;&nbsp;1507 |
| <sup>3</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>3</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3</sup> | LifePoint Health Inc. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>3</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>3</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;274 |
| <sup>3</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3</sup> | Lithia Motors Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>3</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>3</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>3</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;567 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>3</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>3</sup> | Matador Resources Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>3</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>3</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>3</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>3</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>3</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>3</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>3</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>3</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;358 |
| <sup>3</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;1105 |
| <sup>3</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;1021 | &nbsp;&nbsp;1001 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;827 |
| <sup>4</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;4880 | &nbsp;&nbsp;4829 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>3,9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>3</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>3</sup> | Mueller Water Products Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Navient Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | Navient Corp. | &nbsp;&nbsp;11.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;705 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3</sup> | NCL Finance Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>3</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>3,7</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;1014 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>3,7,9</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>3,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>3,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;719 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;1460 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;614 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1703 |
| <sup>3</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;321 |
| <sup>3</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;817 |
| <sup>3</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>3</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>3</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;1459 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>3</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>3</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;631 |
| <sup>3</sup> | Penn Entertainment Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1154 |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Pinnacle Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | Pinnacle Financial Partners Inc. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3</sup> | PSEG Power LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>3</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>3</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>3</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>3</sup> | QXO Building Products Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>3</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>3</sup> | Range Resources Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>3</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>3</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>3</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;717 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>3</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>3</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>3</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>3</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>3</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>3</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1063 |
| <sup>3</sup> | Ryan Specialty LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>3</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1703 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;1079 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>3</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>3</sup> | Sealed Air Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>3</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>3</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Service Corp. International | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;767 |
|  | Service Corp. International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;640 |
| <sup>4,9</sup> | Shift4 Payments LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>3</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>3</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;280 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1173 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;330 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | Southern Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>4</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>3</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1026 |
| <sup>3</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>3</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>3</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Standard Industries Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>3</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>3</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>3</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Sysco Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Sysco Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;1870 | &nbsp;&nbsp;1857 |
| <sup>3</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;1749 |
| <sup>3</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>3</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1244 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;524 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>3</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>3</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1042 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;409 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>3</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | United Rentals North America Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>3</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| <sup>3</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>3</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>3</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>3</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>3</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>3</sup> | Wayfair LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>3</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>3</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>3</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>3</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>3</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  |  |  |  |  | &nbsp;&nbsp;**281360** |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**699** |
| **Total Corporate Bonds (Cost $332,385)** | **Total Corporate Bonds (Cost $332,385)** | **Total Corporate Bonds (Cost $332,385)** | **Total Corporate Bonds (Cost $332,385)** | **Total Corporate Bonds (Cost $332,385)** | **330850** |
| **Floating Rate Loan Interests (2.7%)** | **Floating Rate Loan Interests (2.7%)** | **Floating Rate Loan Interests (2.7%)** | **Floating Rate Loan Interests (2.7%)** | **Floating Rate Loan Interests (2.7%)** | **Floating Rate Loan Interests (2.7%)** |
| **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** |
| <sup>5</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** |
| <sup>5</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.377% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** |
| <sup>5</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| **United States (2.6%)** | **United States (2.6%)** | **United States (2.6%)** | **United States (2.6%)** | **United States (2.6%)** | **United States (2.6%)** |
| <sup>5</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>5</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>5</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>5</sup> | Asurion LLC First Lien Term Loan B-14, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;2/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>5</sup> | AthenaHealth Group Inc. First Lien Initial Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>5</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>5</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5</sup> | Belron Finance 2019 LLC First Lien Term Loan B, TSFR3M + 2.000% | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>5</sup> | Central Parent LLC First Lien Refinancing Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>5</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>5</sup> | Cloud Software Group Inc. First Lien Incremental Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>5</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>5</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>5</sup> | Endo Finance Holdings LP First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
| <sup>5</sup> | First Student Bidco Inc. First Lien Initial Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>5</sup> | First Student Bidco Inc. First Lien Initial Term Loan C, TSFR3M + 2.250% | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| <sup>5</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>5</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 |
| <sup>5</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>5</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>5</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>5</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>5,9</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>5</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>5</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>5</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| <sup>5</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
| <sup>5</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>5</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | TransDigm Inc. First Lien Term Loan L, TSFR1M + 2.500% | &nbsp;&nbsp;6.173% | &nbsp;&nbsp;1/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>5</sup> | TransDigm Inc. First Lien Term Loan M, TSFR1M + 2.500% | &nbsp;&nbsp;6.173% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>5</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>5</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**12894** |
| **Total Floating Rate Loan Interests (Cost $13,538)** | **Total Floating Rate Loan Interests (Cost $13,538)** | **Total Floating Rate Loan Interests (Cost $13,538)** | **Total Floating Rate Loan Interests (Cost $13,538)** | **Total Floating Rate Loan Interests (Cost $13,538)** | &nbsp;&nbsp;**13308** |
| **Sovereign Bonds (13.4%)** | **Sovereign Bonds (13.4%)** | **Sovereign Bonds (13.4%)** | **Sovereign Bonds (13.4%)** | **Sovereign Bonds (13.4%)** | **Sovereign Bonds (13.4%)** |
| **Argentina (0.8%)** | **Argentina (0.8%)** | **Argentina (0.8%)** | **Argentina (0.8%)** | **Argentina (0.8%)** | **Argentina (0.8%)** |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/2030 | &nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/9/2046 | &nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
|  |  |  |  |  | &nbsp;&nbsp;**3703** |
| **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** |
| <sup>3,4</sup> | Kingdom of Bahrain | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;2/3/2038 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** |
| <sup>3,4</sup> | Benin Government Bond | &nbsp;&nbsp;7.960% | &nbsp;&nbsp;2/13/2038 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | Benin Government Bond | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;495 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**691** |
| **Brazil (0.5%)** | **Brazil (0.5%)** | **Brazil (0.5%)** | **Brazil (0.5%)** | **Brazil (0.5%)** | **Brazil (0.5%)** |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;2309 | &nbsp;&nbsp;2266 |
| **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** |
| <sup>4</sup> | Republic of Bulgaria | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>4</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/2029 | &nbsp;&nbsp;1348 | &nbsp;&nbsp;1350 |
|  |  |  |  |  | &nbsp;&nbsp;**2039** |
| **Colombia (0.2%)** | **Colombia (0.2%)** | **Colombia (0.2%)** | **Colombia (0.2%)** | **Colombia (0.2%)** | **Colombia (0.2%)** |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
|  |  |  |  |  | &nbsp;&nbsp;**1184** |
| **Costa Rica (0.0%)** | **Costa Rica (0.0%)** | **Costa Rica (0.0%)** | **Costa Rica (0.0%)** | **Costa Rica (0.0%)** | **Costa Rica (0.0%)** |
|  | Republic of Costa Rica | &nbsp;&nbsp;7.158% | &nbsp;&nbsp;3/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| **Dominican Republic (0.6%)** | **Dominican Republic (0.6%)** | **Dominican Republic (0.6%)** | **Dominican Republic (0.6%)** | **Dominican Republic (0.6%)** | **Dominican Republic (0.6%)** |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;1720 | &nbsp;&nbsp;1635 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;1019 |
|  |  |  |  |  | &nbsp;&nbsp;**3107** |
| **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;849 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;7/31/2035 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
|  |  |  |  |  | &nbsp;&nbsp;**1663** |
| **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** |
| <sup>4,9</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/29/2032 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/31/2047 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;346 |
|  |  |  |  |  | &nbsp;&nbsp;**1814** |
| **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** |
| <sup>4</sup> | Republic of El Salvador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>4</sup> | Republic of El Salvador | &nbsp;&nbsp;9.650% | &nbsp;&nbsp;11/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**416** |
| **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** |
| <sup>9</sup> | Federal Republic of Germany | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** |
| <sup>4</sup> | Republic of Ghana | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4</sup> | Republic of Ghana | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**286** |
| **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;907 |
|  |  |  |  |  | &nbsp;&nbsp;**1308** |
| **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** |
| <sup>4,11</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>9</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| <sup>3,4</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;1064 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3550** |
| **Indonesia (0.7%)** | **Indonesia (0.7%)** | **Indonesia (0.7%)** | **Indonesia (0.7%)** | **Indonesia (0.7%)** | **Indonesia (0.7%)** |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1994 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;1121 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3672** |
| **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** |
| <sup>4</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;8.075% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** |
| <sup>4</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**615** |
| **Kazakhstan (0.5%)** | **Kazakhstan (0.5%)** | **Kazakhstan (0.5%)** | **Kazakhstan (0.5%)** | **Kazakhstan (0.5%)** | **Kazakhstan (0.5%)** |
| <sup>4</sup> | Baiterek National Investment Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3,4</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| <sup>4</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;1429 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2248** |
| **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** |
| <sup>3,4</sup> | Republic of Kenya | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;2/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| **Mexico (2.6%)** | **Mexico (2.6%)** | **Mexico (2.6%)** | **Mexico (2.6%)** | **Mexico (2.6%)** | **Mexico (2.6%)** |
| <sup>4</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;3653 | &nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;1967 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/12/2048 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/28/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2021 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;1136 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>9</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  |  |  |  |  | &nbsp;&nbsp;**12703** |
| **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** |
| <sup>4</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** |
| <sup>4</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>3,4</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.631% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**444** |
| **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** |
| <sup>4</sup> | Pakistan Global Sukuk Programme Co. Ltd. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| **Panama (0.4%)** | **Panama (0.4%)** | **Panama (0.4%)** | **Panama (0.4%)** | **Panama (0.4%)** | **Panama (0.4%)** |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;2.252% | &nbsp;&nbsp;9/29/2032 | &nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1360 |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1812** |
| **Paraguay (0.4%)** | **Paraguay (0.4%)** | **Paraguay (0.4%)** | **Paraguay (0.4%)** | **Paraguay (0.4%)** | **Paraguay (0.4%)** |
| <sup>4</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;1396 |
| <sup>3,4</sup> | Paraguay Government Bond | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2147** |
| **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** |
| <sup>4,12</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/9/2054 | &nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;1329 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/4/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2411** |
| **Saudi Arabia (0.9%)** | **Saudi Arabia (0.9%)** | **Saudi Arabia (0.9%)** | **Saudi Arabia (0.9%)** | **Saudi Arabia (0.9%)** | **Saudi Arabia (0.9%)** |
| <sup>3,4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/12/2056 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;3024 |
| <sup>4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/2/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>3,4</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4294** |
| **Serbia (0.2%)** | **Serbia (0.2%)** | **Serbia (0.2%)** | **Serbia (0.2%)** | **Serbia (0.2%)** | **Serbia (0.2%)** |
| <sup>4,9</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4,9</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>4</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1163** |
| **South Africa (0.8%)** | **South Africa (0.8%)** | **South Africa (0.8%)** | **South Africa (0.8%)** | **South Africa (0.8%)** | **South Africa (0.8%)** |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
| <sup>3,4</sup> | Republic of South Africa | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/11/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3968** |
| **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** |
| <sup>3</sup> | Republic of Sri Lanka | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**195** |
| **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** |
| <sup>3,4</sup> | Republic of Trinidad & Tobago | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
| **Turkiye (0.5%)** | **Turkiye (0.5%)** | **Turkiye (0.5%)** | **Turkiye (0.5%)** | **Turkiye (0.5%)** | **Turkiye (0.5%)** |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/16/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2279** |
| **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>3,4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3,4</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**602** |
| **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** |
| <sup>3,4</sup> | Uzbekneftegaz JSC | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** |
| <sup>4</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| **Total Sovereign Bonds (Cost $67,167)** | **Total Sovereign Bonds (Cost $67,167)** | **Total Sovereign Bonds (Cost $67,167)** | **Total Sovereign Bonds (Cost $67,167)** | **Total Sovereign Bonds (Cost $67,167)** | **66164** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** |
| **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** | **Money Market Fund (0.6%)** |
| <sup>13</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;28589 | &nbsp;&nbsp;&nbsp;&nbsp;2859 |

---

------

Multi-Sector Income Bond Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (0.7%)** | **U.S. Government and Agency Obligations (0.7%)** | **U.S. Government and Agency Obligations (0.7%)** | **U.S. Government and Agency Obligations (0.7%)** | **U.S. Government and Agency Obligations (0.7%)** |
| United States Treasury Bill | &nbsp;&nbsp;3.726% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 |
| **Total Temporary Cash Investments (Cost $6,335)** | **Total Temporary Cash Investments (Cost $6,335)** | **Total Temporary Cash Investments (Cost $6,335)** | **Total Temporary Cash Investments (Cost $6,335)** | &nbsp;&nbsp;&nbsp;&nbsp;**6337** |
| **Total Investments (99.8%) (Cost $496,266)** | **Total Investments (99.8%) (Cost $496,266)** | **Total Investments (99.8%) (Cost $496,266)** |  | &nbsp;&nbsp;**493249** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**869** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**494118** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $375 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $2,218 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $235,481, representing 47.7% of net assets. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Security value determined using significant unobservable inputs. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 8 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 9 | Face amount denominated in euro. |
| 10 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 11 | Guaranteed by the Republic of Hungary. |
| 12 | Guaranteed by the Republic of Poland. |
| 13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| CLO—Collateralized Loan Obligation. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| REIT—Real Estate Investment Trust. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |

---

------

Multi-Sector Income Bond Fund

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | 112 | 23234 | &nbsp;&nbsp;(120) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Euro-Schatz | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp;(123) |
|  |  |  |  | &nbsp;&nbsp;(257) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;(60) | &nbsp;&nbsp;(6491) | &nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;(22) | &nbsp;&nbsp;(2935) | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| Euro-Bund | June 2026 | &nbsp;&nbsp;(30) | &nbsp;&nbsp;(4348) | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| Euro-Buxl | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;(127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;(25) | &nbsp;&nbsp;(2914) | &nbsp;&nbsp;&nbsp;&nbsp;69 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;188 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(69) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8264 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;7105 | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;(5) |

---

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

EUR—euro. <br> USD—U.S. dollar.

------

Multi-Sector Income Bond Fund

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-HY-S45-V2 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;12570 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;(162) |
| CDX-NA-HY-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(135) | &nbsp;&nbsp;&nbsp;&nbsp;(11) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(98) |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(97) |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $493,407) | 490390 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $2,859) | &nbsp;&nbsp;&nbsp;&nbsp;2859 |
| Total Investments in Securities | 493249 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Foreign Currency, at Value (Cost $18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| **Total Assets** | **501708** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;6695 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**7590** |
| **Net Assets** | **494118** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 493820 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| **Net Assets** | **494118** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 2,868,204 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**26178** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.13** |
| **Admiral<sup>™</sup> Shares—Net Assets** |  |
| **Applicable to 25,633,238 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **467940** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;**$18.26** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12642 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12642 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11959** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2032** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9428) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(350) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(9824)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4167** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $110, ($1), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;11959 | &nbsp;&nbsp;&nbsp;&nbsp;14421 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(9824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp;16234 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(574) | &nbsp;&nbsp;&nbsp;&nbsp;(1380) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(9500) | &nbsp;&nbsp;&nbsp;&nbsp;(13388) |
| Total Distributions | &nbsp;&nbsp;(10074) | &nbsp;&nbsp;&nbsp;&nbsp;(14768) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | 123088 | &nbsp;&nbsp;&nbsp;164550 |
| Net Increase (Decrease) from Capital Share Transactions | 122892 | &nbsp;&nbsp;&nbsp;169414 |
| Total Increase (Decrease) | 116985 | &nbsp;&nbsp;&nbsp;170880 |
| **Net Assets** |  |  |
| **Beginning of Period** | **377133** | &nbsp;&nbsp;&nbsp;**206253** |
| **End of Period** | **494118** | &nbsp;&nbsp;&nbsp;**377133** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;October 12,<br> 2021<sup>1</sup> to<br> September 30, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$9.23** | &nbsp;&nbsp;&nbsp;**$9.21** | &nbsp;&nbsp;&nbsp;**$8.51** | &nbsp;&nbsp;&nbsp;**$8.32** | &nbsp;&nbsp;&nbsp;**$10.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.296 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.138) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.157 | &nbsp;&nbsp;&nbsp;&nbsp;(1.665) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.544 | &nbsp;&nbsp;&nbsp;&nbsp;1.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.647 | &nbsp;&nbsp;&nbsp;&nbsp;(1.369) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.202) | &nbsp;&nbsp;&nbsp;&nbsp;(.524) | &nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;(.002) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.204) | &nbsp;&nbsp;&nbsp;&nbsp;(.524) | &nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.311) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$9.13** | &nbsp;&nbsp;&nbsp;**$9.23** | &nbsp;&nbsp;&nbsp;**$9.21** | &nbsp;&nbsp;&nbsp;**$8.51** | &nbsp;&nbsp;&nbsp;&nbsp;**$8.32** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**1.12%** | &nbsp;&nbsp;&nbsp;**6.16%** | &nbsp;&nbsp;&nbsp;**14.82%** | &nbsp;&nbsp;&nbsp;**7.80%** | &nbsp;&nbsp;&nbsp;**-13.94%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$26 | &nbsp;&nbsp;&nbsp;$27 | &nbsp;&nbsp;&nbsp;$22 | &nbsp;&nbsp;&nbsp;$15 | &nbsp;&nbsp;&nbsp;$1 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.40% | &nbsp;&nbsp;&nbsp;0.40% | &nbsp;&nbsp;&nbsp;0.40%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.40% | &nbsp;&nbsp;&nbsp;0.40%<sup>5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;5.25% | &nbsp;&nbsp;&nbsp;5.73% | &nbsp;&nbsp;&nbsp;5.91% | &nbsp;&nbsp;&nbsp;5.62% | &nbsp;&nbsp;&nbsp;3.30%<sup>5</sup> |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;118% | &nbsp;&nbsp;&nbsp;81% | &nbsp;&nbsp;&nbsp;94% | &nbsp;&nbsp;&nbsp;118% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | Vanguard and the board of trustees have agreed to temporarily limit certain expenses for the Investor Shares. The fund is not obligated to repay this amount to Vanguard. The ratio of total expenses to average net assets before an expense reduction was 0.45% for 2024. |
| 5 | Annualized. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, | &nbsp;&nbsp;&nbsp;October 12,<br> 2021<sup>1</sup> to<br> September 30, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$18.46** | &nbsp;&nbsp;&nbsp;**$18.42** | &nbsp;&nbsp;&nbsp;**$17.02** | &nbsp;&nbsp;&nbsp;**$16.63** | &nbsp;&nbsp;&nbsp;**$20.00** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.611 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.342 | &nbsp;&nbsp;&nbsp;&nbsp;(3.341) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.321 | &nbsp;&nbsp;&nbsp;&nbsp;(2.730) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.413) | &nbsp;&nbsp;&nbsp;&nbsp;(1.067) | &nbsp;&nbsp;&nbsp;&nbsp;(1.071) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.606) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.002) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.034) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.415) | &nbsp;&nbsp;&nbsp;&nbsp;(1.067) | &nbsp;&nbsp;&nbsp;&nbsp;(1.071) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.640) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$18.26** | &nbsp;&nbsp;&nbsp;**$18.46** | &nbsp;&nbsp;&nbsp;**$18.42** | &nbsp;&nbsp;&nbsp;**$17.02** | &nbsp;&nbsp;&nbsp;**$16.63** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**1.16%** | &nbsp;&nbsp;&nbsp;**6.27%** | &nbsp;&nbsp;&nbsp;**14.93%** | &nbsp;&nbsp;&nbsp;**7.97%** | &nbsp;&nbsp;&nbsp;**-13.91%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$468 | &nbsp;&nbsp;&nbsp;$350 | &nbsp;&nbsp;&nbsp;$184 | &nbsp;&nbsp;&nbsp;$84 | &nbsp;&nbsp;&nbsp;$21 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30%<sup>4</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;5.35% | &nbsp;&nbsp;&nbsp;5.81% | &nbsp;&nbsp;&nbsp;6.01% | &nbsp;&nbsp;&nbsp;5.62% | &nbsp;&nbsp;&nbsp;3.40%<sup>4</sup> |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;118% | &nbsp;&nbsp;&nbsp;81% | &nbsp;&nbsp;&nbsp;94% | &nbsp;&nbsp;&nbsp;118% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | Annualized. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond Fund

Notes to Financial Statements

Vanguard Multi-Sector Income Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers two classes of shares: Investor Shares and Admiral Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

4. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 6% and 3% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

5. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

------

Multi-Sector Income Bond Fund

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 2% of net assets, based on the average of the notional amounts at each quarter-end during the period.

6. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 4% and less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.

7. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

8. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

9. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and

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Multi-Sector Income Bond Fund

Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

10. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $11,000, representing less than 0.01% of the fund's net assets and less than 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

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Multi-Sector Income Bond Fund

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;27190 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;27190 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;49080 | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;49400 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;330850 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;330850 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13308 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13308 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;66164 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;66164 |
| Temporary Cash Investments | 2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337 |
| Total | 2859 | &nbsp;&nbsp;&nbsp;490070 | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;493249 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(273) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173) |
| Total | &nbsp;&nbsp;&nbsp;(273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(451) |

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1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;204 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;204 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;76 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | 25 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25 |
| Total Assets | &nbsp;&nbsp;204 | 25 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;305 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (273) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(273) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | (173) | &nbsp;&nbsp;(173) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Total Liabilities | (273) | &nbsp;&nbsp;(5) | (173) | &nbsp;&nbsp;(451) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

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Multi-Sector Income Bond Fund

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (162) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(162) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;111 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | 160 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;160 |
| Realized Net Gain (Loss) on Derivatives | (162) | 160 | &nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;109 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(48) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | (350) | &nbsp;&nbsp;(350) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;3 | (350) | &nbsp;&nbsp;(395) |

---

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;496228 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(6835) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(3125) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $496,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $258,616,000 of investment securities and sold $116,713,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $93,081,000 and $104,312,000, respectively.

H. Capital share transactions for each class of shares were:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;9131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;19556 | &nbsp;&nbsp;&nbsp;&nbsp;2151 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Redeemed | &nbsp;&nbsp;(9761) | &nbsp;&nbsp;&nbsp;(1057) | &nbsp;&nbsp;&nbsp;(15678) | &nbsp;&nbsp;&nbsp;(1732) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| **Admiral Shares** |  |  |  |  |
| Issued | 169263 | &nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;226489 | &nbsp;&nbsp;&nbsp;12382 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| Redeemed | (53125) | &nbsp;&nbsp;&nbsp;(2875) | &nbsp;&nbsp;&nbsp;(70840) | &nbsp;&nbsp;&nbsp;(3900) |
| Net Increase (Decrease)—Admiral Shares | 123088 | &nbsp;&nbsp;&nbsp;&nbsp;6644 | &nbsp;&nbsp;&nbsp;164550 | &nbsp;&nbsp;&nbsp;&nbsp;8972 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

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Multi-Sector Income Bond Fund

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q41812 052026

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![](tm2611750d3insinttermbdfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Institutional Intermediate-Term Bond Fund

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Contents

Financial Statements 1 <br>

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Institutional Intermediate-Term Bond Fund

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (41.9%)** | **U.S. Government and Agency Obligations (41.9%)** | **U.S. Government and Agency Obligations (41.9%)** | **U.S. Government and Agency Obligations (41.9%)** | **U.S. Government and Agency Obligations (41.9%)** | **U.S. Government and Agency Obligations (41.9%)** |
| **U.S. Government Securities (10.2%)** | **U.S. Government Securities (10.2%)** | **U.S. Government Securities (10.2%)** | **U.S. Government Securities (10.2%)** | **U.S. Government Securities (10.2%)** | **U.S. Government Securities (10.2%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;381654 | &nbsp;&nbsp;&nbsp;&nbsp;381804 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;376525 | &nbsp;&nbsp;&nbsp;&nbsp;376084 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;256884 | &nbsp;&nbsp;&nbsp;&nbsp;255439 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3994 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;120434 | &nbsp;&nbsp;&nbsp;&nbsp;120288 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;162698 | &nbsp;&nbsp;&nbsp;&nbsp;152574 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66720 |
| <sup>3,4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;102544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96419 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;169309 | &nbsp;&nbsp;&nbsp;&nbsp;159951 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;112706 | &nbsp;&nbsp;&nbsp;&nbsp;114005 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;83122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80434 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;133726 | &nbsp;&nbsp;&nbsp;&nbsp;132697 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;146679 | &nbsp;&nbsp;&nbsp;&nbsp;147877 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;66880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67436 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;141050 | &nbsp;&nbsp;&nbsp;&nbsp;141596 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;108333 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;185971 | &nbsp;&nbsp;&nbsp;&nbsp;185688 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;112851 | &nbsp;&nbsp;&nbsp;&nbsp;111471 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;150580 | &nbsp;&nbsp;&nbsp;&nbsp;149315 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;96824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98023 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;93422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86415 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;43236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42699 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21546 |
|  |  |  |  |  | &nbsp;&nbsp;**3127238** |
| **Conventional Mortgage-Backed Securities (27.5%)** | **Conventional Mortgage-Backed Securities (27.5%)** | **Conventional Mortgage-Backed Securities (27.5%)** | **Conventional Mortgage-Backed Securities (27.5%)** | **Conventional Mortgage-Backed Securities (27.5%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.290% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.320% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;61243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54068 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.340% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.382% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;37074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32775 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;27502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24425 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.520% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11084 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.540% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12039 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.570% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11277 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.620% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.895% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15698 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.910% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;11676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10413 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.930% | &nbsp;&nbsp;1/1/2032–2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7478 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13344 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.020% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.080% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5618 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.170% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;21394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19243 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.290% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12582 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11878 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.370% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10424 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.530% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11096 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6114 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.560% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.610% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.760% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8320 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/1/2043–3/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;10/1/2032–11/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;19349 | &nbsp;&nbsp;&nbsp;&nbsp;18019 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11775 | &nbsp;&nbsp;&nbsp;&nbsp;11396 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.460% | &nbsp;&nbsp;7/1/2032–1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;32720 | &nbsp;&nbsp;&nbsp;&nbsp;30831 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20020 | &nbsp;&nbsp;&nbsp;&nbsp;19004 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/1/2047–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;18092 | &nbsp;&nbsp;&nbsp;&nbsp;16766 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.510% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9254 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.570% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.670% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6976 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.720% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.730% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.760% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.820% | &nbsp;&nbsp;9/1/2032–1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9853 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.202% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;59152 | &nbsp;&nbsp;&nbsp;&nbsp;59154 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9757 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;56568 | &nbsp;&nbsp;&nbsp;&nbsp;57093 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/1/2029–3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;39607 | &nbsp;&nbsp;&nbsp;&nbsp;39803 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15910 | &nbsp;&nbsp;&nbsp;&nbsp;16032 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;1.570% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;1.590% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;11008 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/1/2028–1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9266 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/1/2032–8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/1/2032–2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;31134 | &nbsp;&nbsp;&nbsp;&nbsp;29036 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;72389 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.870% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;28390 | &nbsp;&nbsp;&nbsp;&nbsp;27854 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/2029–5/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;82030 | &nbsp;&nbsp;&nbsp;&nbsp;80886 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2039–2/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;13854 | &nbsp;&nbsp;&nbsp;&nbsp;13796 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;18801 | &nbsp;&nbsp;&nbsp;&nbsp;18864 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;30894 | &nbsp;&nbsp;&nbsp;&nbsp;31092 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;12223 | &nbsp;&nbsp;&nbsp;&nbsp;12346 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2039–2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;5/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2043–6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/2042–8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8173 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2042–7/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2039–12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2039–12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2040–9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2036–3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/20/2050–8/20/2051 | &nbsp;&nbsp;211580 | &nbsp;&nbsp;174448 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/20/2043–6/20/2052 | &nbsp;&nbsp;216264 | &nbsp;&nbsp;185797 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/20/2027–2/20/2052 | &nbsp;&nbsp;199786 | &nbsp;&nbsp;179188 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2046–2/20/2053 | &nbsp;&nbsp;184675 | &nbsp;&nbsp;170925 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/20/2034–10/20/2052 | &nbsp;&nbsp;197886 | &nbsp;&nbsp;187508 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/20/2048–4/15/2056 | &nbsp;&nbsp;157063 | &nbsp;&nbsp;153206 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/20/2040–4/15/2056 | &nbsp;&nbsp;297632 | &nbsp;&nbsp;296683 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2040–4/15/2056 | &nbsp;&nbsp;300664 | &nbsp;&nbsp;305980 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/20/2041–10/20/2055 | &nbsp;&nbsp;183014 | &nbsp;&nbsp;188268 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/20/2053–1/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55179 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/1/2036–7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;302730 | &nbsp;&nbsp;&nbsp;&nbsp;249475 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/1/2028–3/1/2052 | &nbsp;&nbsp;1196583 | &nbsp;&nbsp;1000168 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2031–7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;828330 | &nbsp;&nbsp;&nbsp;&nbsp;717271 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2032–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;551039 | &nbsp;&nbsp;&nbsp;&nbsp;497453 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2031–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;302526 | &nbsp;&nbsp;&nbsp;&nbsp;282187 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2032–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;260756 | &nbsp;&nbsp;&nbsp;&nbsp;250408 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2039–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;298147 | &nbsp;&nbsp;&nbsp;&nbsp;291795 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/2039–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;523380 | &nbsp;&nbsp;&nbsp;&nbsp;520682 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/2038–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;720089 | &nbsp;&nbsp;&nbsp;&nbsp;729736 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2052–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;623715 | &nbsp;&nbsp;&nbsp;&nbsp;642650 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/1/2036–4/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;230708 | &nbsp;&nbsp;&nbsp;&nbsp;241556 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;10/1/2037–4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35322 |
|  |  |  |  |  | &nbsp;&nbsp;**8412947** |
| **Nonconventional Mortgage-Backed Securities (4.2%)** | **Nonconventional Mortgage-Backed Securities (4.2%)** | **Nonconventional Mortgage-Backed Securities (4.2%)** | **Nonconventional Mortgage-Backed Securities (4.2%)** | **Nonconventional Mortgage-Backed Securities (4.2%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.773% | &nbsp;&nbsp;8/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4824 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.304% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19300 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20580 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34785 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.592% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.617% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12298 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.633% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10014 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23197 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.713% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.849% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44555 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.901% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5759 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22239 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.041% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13438 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16143 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.058% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.094% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16248 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16753 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.124% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13844 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.167% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513 |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.369% | &nbsp;&nbsp;5/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10273 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7948 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;112911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96569 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;3/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7051 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–12/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51544 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/25/2047–10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.089% | &nbsp;&nbsp;4.624% | &nbsp;&nbsp;3/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11196 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7719 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.125% | &nbsp;&nbsp;4.966% | &nbsp;&nbsp;2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23241 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.143% | &nbsp;&nbsp;5.206% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.148% | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15302 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.181% | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.184% | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.189% | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.212% | &nbsp;&nbsp;5.186% | &nbsp;&nbsp;8/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.245% | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17433 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.246% | &nbsp;&nbsp;4.561% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11449 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;4.959% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.101% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9162 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.320% | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.318% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.350% | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;4/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7318 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/25/2050–9/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20453 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;10/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13948 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/25/2049–10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;156590 | &nbsp;&nbsp;&nbsp;&nbsp;126512 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;41110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33776 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050–8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;20148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17019 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2047–9/25/2049 | &nbsp;&nbsp;101547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91130 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2042–10/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11853 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;29660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29154 |
| <sup>5,8</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/20/2055–11/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;43662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43573 |
| <sup>5,8</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/20/2055–2/20/2056 | &nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17817 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;2/20/2050–4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;13562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10709 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/20/2050–4/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/20/2049–7/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;56631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49594 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/20/2043–2/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;65969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61288 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/2048–6/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;84501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80681 |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.400% | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
| <sup>5,8</sup> | Ginnie Mae REMICS, SOFR30A + 0.530% | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1288385** |
| **Total U.S. Government and Agency Obligations (Cost $12,908,529)** | **Total U.S. Government and Agency Obligations (Cost $12,908,529)** | **Total U.S. Government and Agency Obligations (Cost $12,908,529)** | **Total U.S. Government and Agency Obligations (Cost $12,908,529)** | **Total U.S. Government and Agency Obligations (Cost $12,908,529)** | **12828570** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.1%)** |
| <sup>5,9</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;37790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37626 |
| <sup>5,9</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;28430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28316 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;19370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19368 |
| <sup>5,9</sup> | Affirm Master Trust Series 2026-2A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;4/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12902 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13164 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;10510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10467 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.827% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;13063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13083 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.648% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.305% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;14613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14618 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.501% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7708 |
| <sup>5,9</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
| <sup>5,9</sup> | American Heritage Auto Receivables Issuer Trust Series 2025-1A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468 |
| <sup>5,9</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 |
| <sup>5,9</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2662 |
| <sup>5,9</sup> | AmeriCredit Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7504 |
| <sup>5,9</sup> | AmeriCredit Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;11/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12805 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9839 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;15720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14969 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;10010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9789 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
| <sup>5</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2024-B | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6732 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 |
| <sup>5,9</sup> | ARI Fleet Lease Trust Series 2026-A | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;8/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7049 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9628 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;6/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-4A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-5A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7301 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21102 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10792 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;11470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11660 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6263 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-1A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7048 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2026-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7307 |
| <sup>5</sup> | BA Credit Card Trust Series 2025-A1 | &nbsp;&nbsp;4.310% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
| <sup>5,8,9</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A, TSFR3M + 1.150% | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
| <sup>5</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>5</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.254% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3979 |
| <sup>5</sup> | BANK Series 2017-BNK6 | &nbsp;&nbsp;3.518% | &nbsp;&nbsp;7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/2060 | &nbsp;&nbsp;11321 | &nbsp;&nbsp;11147 |
| <sup>5</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1337 |
| <sup>5</sup> | BANK Series 2018-BNK10 | &nbsp;&nbsp;3.641% | &nbsp;&nbsp;2/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>5</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1585 |
| <sup>5</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;9427 |
| <sup>5</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;14959 |
| <sup>5</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/2062 | &nbsp;&nbsp;14280 | &nbsp;&nbsp;13461 |
| <sup>5</sup> | BANK Series 2020-BNK30 | &nbsp;&nbsp;1.673% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;4430 |
| <sup>5</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.067% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;8419 |
| <sup>5</sup> | BANK Series 2021-BNK35 | &nbsp;&nbsp;2.285% | &nbsp;&nbsp;6/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;3665 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;10915 | &nbsp;&nbsp;10130 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;14820 | &nbsp;&nbsp;14336 |
| <sup>5</sup> | BANK Series 2022-BNK40 | &nbsp;&nbsp;3.389% | &nbsp;&nbsp;3/15/2064 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| <sup>5</sup> | BANK Series 2022-BNK41 | &nbsp;&nbsp;3.789% | &nbsp;&nbsp;4/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;4931 |
| <sup>5</sup> | BANK Series 2022-BNK43 | &nbsp;&nbsp;4.399% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;22550 | &nbsp;&nbsp;21893 |
| <sup>5</sup> | BANK Series 2024-5YR7 | &nbsp;&nbsp;5.769% | &nbsp;&nbsp;6/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9986 | &nbsp;&nbsp;10297 |
| <sup>5</sup> | BANK Series 2024-BNK48 | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;10/15/2057 | &nbsp;&nbsp;28610 | &nbsp;&nbsp;28673 |
| <sup>5</sup> | BANK Series 2025-BNK49 | &nbsp;&nbsp;6.025% | &nbsp;&nbsp;3/15/2058 | &nbsp;&nbsp;16090 | &nbsp;&nbsp;16530 |
| <sup>5</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.876% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5846 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2023-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7725 | &nbsp;&nbsp;&nbsp;&nbsp;7832 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2024-1A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5670 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2025-1A | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;11890 | &nbsp;&nbsp;11523 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;13010 | &nbsp;&nbsp;12338 |
| <sup>5,9</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;8245 |
| <sup>5,9</sup> | Barings Equipment Finance LLC Series 2026-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;7/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>5,9</sup> | Barings Equipment Finance LLC Series 2026-A | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;11/13/2045 | &nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;3999 |
| <sup>5,8,9</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.030% | &nbsp;&nbsp;4.698% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;5180 |
| <sup>5,9</sup> | Bayview MSR Opportunity Master Fund Trust Series 2021-2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VI Trust Series 2021-6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;2879 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C9 | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6344 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2021-C11 | &nbsp;&nbsp;2.322% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp;&nbsp;&nbsp;2856 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C15 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp;&nbsp;&nbsp;9524 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C17 | &nbsp;&nbsp;4.441% | &nbsp;&nbsp;9/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;5616 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2023-C22 | &nbsp;&nbsp;6.804% | &nbsp;&nbsp;11/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2839 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7747 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7170 | &nbsp;&nbsp;&nbsp;&nbsp;7297 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.419% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;9138 | &nbsp;&nbsp;&nbsp;&nbsp;9359 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C24 | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C26 | &nbsp;&nbsp;5.829% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;13246 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C28 | &nbsp;&nbsp;5.403% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;5169 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;24280 | &nbsp;&nbsp;25090 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-C30 | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;14070 | &nbsp;&nbsp;14584 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C32 | &nbsp;&nbsp;5.720% | &nbsp;&nbsp;2/15/2062 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;18858 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;10124 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2026-5C40 | &nbsp;&nbsp;5.248% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;9277 |
| <sup>5</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.268% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;13560 | &nbsp;&nbsp;12811 |
| <sup>5</sup> | BBCMS Trust Series 2021-C10 | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;7/15/2054 | &nbsp;&nbsp;27695 | &nbsp;&nbsp;25046 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;8901 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B7 | &nbsp;&nbsp;4.377% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2020-B19 | &nbsp;&nbsp;1.745% | &nbsp;&nbsp;9/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;6095 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2020-B21 | &nbsp;&nbsp;1.798% | &nbsp;&nbsp;12/17/2053 | &nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;3872 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2021-B28 | &nbsp;&nbsp;1.980% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;11195 | &nbsp;&nbsp;10460 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2021-B29 | &nbsp;&nbsp;2.205% | &nbsp;&nbsp;9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;8940 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2022-B36 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;22810 | &nbsp;&nbsp;22073 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2023-B38 | &nbsp;&nbsp;5.525% | &nbsp;&nbsp;4/15/2056 | &nbsp;&nbsp;10416 | &nbsp;&nbsp;10729 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3199 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;7940 | &nbsp;&nbsp;&nbsp;&nbsp;8082 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;6215 |
| <sup>5,8,9</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;7285 |
| <sup>5,9</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;17060 | &nbsp;&nbsp;16925 |
| <sup>5</sup> | BMO Mortgage Trust Series 2023-C7 | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;3401 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/2057 | &nbsp;&nbsp;15910 | &nbsp;&nbsp;16370 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.598% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;12630 | &nbsp;&nbsp;13077 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C8 | &nbsp;&nbsp;5.911% | &nbsp;&nbsp;3/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/2057 | &nbsp;&nbsp;35360 | &nbsp;&nbsp;36965 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C10 | &nbsp;&nbsp;5.478% | &nbsp;&nbsp;11/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;5124 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.687% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;24760 | &nbsp;&nbsp;25779 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C11 | &nbsp;&nbsp;5.978% | &nbsp;&nbsp;2/15/2058 | &nbsp;&nbsp;10730 | &nbsp;&nbsp;11170 |
| <sup>5</sup> | BMO Mortgage Trust Series 2025-C13 | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;22810 | &nbsp;&nbsp;23204 |
| <sup>5</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.317% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;15320 | &nbsp;&nbsp;15508 |
| <sup>5</sup> | BMO Mortgage Trust Series 2026-C14 | &nbsp;&nbsp;5.522% | &nbsp;&nbsp;2/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>5</sup> | BMW Vehicle Owner Trust Series 2023-A | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;7000 |
| <sup>5</sup> | BMW Vehicle Owner Trust Series 2024-A | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;9160 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
| <sup>5,8,9</sup> | BX Mortgage Trust Series 2021-PAC, TSFR1M + 0.804% | &nbsp;&nbsp;4.477% | &nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5,9</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;21211 | &nbsp;&nbsp;20026 |
| <sup>5,9</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;30570 | &nbsp;&nbsp;30731 |
| <sup>5</sup> | Capital One Multi-Asset Execution Trust Series 2025-A3 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;47450 | &nbsp;&nbsp;46847 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;6849 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;20300 | &nbsp;&nbsp;20637 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;13620 |
| <sup>5</sup> | Capital One Prime Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2521 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;19416 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;3363 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;3750 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-3 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;16460 | &nbsp;&nbsp;16657 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2023-4 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;20259 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;4137 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;21950 | &nbsp;&nbsp;22065 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;4330 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;1961 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;30750 | &nbsp;&nbsp;30961 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;4480 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;10008 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;5650 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;13810 | &nbsp;&nbsp;13685 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.180% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;8161 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;1747 | &nbsp;&nbsp;&nbsp;&nbsp;1740 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;12197 | &nbsp;&nbsp;12233 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2024-P4 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;14100 | &nbsp;&nbsp;14196 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2025-P3 | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>5,9</sup> | CCG Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp;6101 |
| <sup>5</sup> | CCUBS Commercial Mortgage Trust Series 2017-C1 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3554 | &nbsp;&nbsp;&nbsp;&nbsp;3487 |
| <sup>5</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.459% | &nbsp;&nbsp;8/10/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;2899 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3027 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
| <sup>5,9</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;23935 | &nbsp;&nbsp;24107 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6378 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-2A | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;11/26/2029 | &nbsp;&nbsp;14940 | &nbsp;&nbsp;15236 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-2A | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4574 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/25/2029 | &nbsp;&nbsp;15600 | &nbsp;&nbsp;15821 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;10960 | &nbsp;&nbsp;11094 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.380% | &nbsp;&nbsp;10/25/2030 | &nbsp;&nbsp;11340 | &nbsp;&nbsp;11385 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;2312 |
| <sup>5</sup> | Chase Issuance Trust Series 2023-A2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>5</sup> | Chase Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| <sup>5,9</sup> | CIFC Funding Ltd. Series 2025-6A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;10/23/2038 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1798 |
| <sup>5</sup> | Citibank Credit Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;4503 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;5562 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.042% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp;6395 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;29719 | &nbsp;&nbsp;28127 |
| <sup>5,9</sup> | Citigroup Mortgage Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;21649 | &nbsp;&nbsp;22057 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;4957 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;11570 | &nbsp;&nbsp;11728 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | CNH Equipment Trust Series 2023-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
| <sup>5</sup> | CNH Equipment Trust Series 2024-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;7849 |
| <sup>5</sup> | CNH Equipment Trust Series 2026-A | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5959 |
| <sup>5</sup> | COMM Mortgage Trust Series 2019-GC44 | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;11210 | &nbsp;&nbsp;10583 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;16930 | &nbsp;&nbsp;16789 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;10710 | &nbsp;&nbsp;10489 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;12333 | &nbsp;&nbsp;12314 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;19216 | &nbsp;&nbsp;19252 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;8019 | &nbsp;&nbsp;&nbsp;&nbsp;8021 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;10721 | &nbsp;&nbsp;10711 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2026-R01, SOFR30A + 0.850% | &nbsp;&nbsp;4.512% | &nbsp;&nbsp;1/25/2046 | &nbsp;&nbsp;13654 | &nbsp;&nbsp;13569 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.210% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;1112 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;2697 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2017-C8 | &nbsp;&nbsp;3.392% | &nbsp;&nbsp;6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp;&nbsp;&nbsp;8448 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2019-C18 | &nbsp;&nbsp;2.968% | &nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;16489 |
| <sup>5</sup> | Daimler Trucks Retail Trust Series 2024-1 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;15269 | &nbsp;&nbsp;13649 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;6403 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;5345 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1919 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9570 | &nbsp;&nbsp;&nbsp;&nbsp;9547 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
| <sup>5,9</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;8169 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;9648 |
| <sup>5,9</sup> | DLLAA LLC Series 2025-1A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp;&nbsp;&nbsp;4724 |
| <sup>5,9</sup> | DLLAD LLC Series 2024-1A | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;4914 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;9/20/2030 | &nbsp;&nbsp;16970 | &nbsp;&nbsp;17056 |
| <sup>5,9</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12604 |
| <sup>5,9</sup> | DLLMT LLC Series 2026-1A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;3741 |
| <sup>5,9</sup> | DLLMT LLC Series 2026-1A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
| <sup>5,9</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;3039 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;26870 | &nbsp;&nbsp;26993 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;39230 | &nbsp;&nbsp;39533 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;44430 | &nbsp;&nbsp;44263 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;21430 | &nbsp;&nbsp;21332 |
| <sup>5,8,9</sup> | Dryden 113 CLO Ltd. Series 2022-113A, TSFR3M + 1.090% | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;2405 |
| <sup>5,8,9</sup> | Dryden 90 CLO Ltd. Series 2021-90A, TSFR3M + 1.250% | &nbsp;&nbsp;4.903% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;7223 |
| <sup>5,9</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;10540 | &nbsp;&nbsp;10637 |
| <sup>5,8,9</sup> | Edsouth Indenture No. 9 LLC Series 2015-1, SOFR30A + 0.914% | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>5,8,9</sup> | Elmwood CLO 21 Ltd. Series 2022-8A, TSFR3M + 1.220% | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;10810 | &nbsp;&nbsp;10803 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;5687 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;4109 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;7300 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-4 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7464 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5699 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-1 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;8036 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;12850 | &nbsp;&nbsp;12886 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;13700 | &nbsp;&nbsp;13787 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;9/20/2029 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;17267 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-3 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;24330 | &nbsp;&nbsp;24560 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2025-4 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;6/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;4381 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14411 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2026-1 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;11340 | &nbsp;&nbsp;11258 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;8240 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;4202 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2026-2A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;5377 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1985 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;13578 | &nbsp;&nbsp;13092 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5969 | &nbsp;&nbsp;&nbsp;&nbsp;5673 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7201 | &nbsp;&nbsp;&nbsp;&nbsp;6845 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp;&nbsp;&nbsp;7676 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2020-M29 | &nbsp;&nbsp;1.492% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;37500 | &nbsp;&nbsp;33689 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2020-M42 | &nbsp;&nbsp;1.270% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6758 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2021-M1 | &nbsp;&nbsp;1.386% | &nbsp;&nbsp;11/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2021-M4 | &nbsp;&nbsp;1.465% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;15800 | &nbsp;&nbsp;13940 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2021-M17 | &nbsp;&nbsp;1.714% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;25600 | &nbsp;&nbsp;22641 |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2022-M2 | &nbsp;&nbsp;2.399% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;64090 | &nbsp;&nbsp;58284 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,6</sup> | Fannie Mae-Aces Series 2025-M5 | &nbsp;&nbsp;1.784% | &nbsp;&nbsp;11/25/2031 | &nbsp;&nbsp;88685 | &nbsp;&nbsp;78143 |
| <sup>5,9</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;4994 |
| <sup>5,9</sup> | FCCU Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;8288 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | &nbsp;&nbsp;1.406% | &nbsp;&nbsp;8/25/2030 | &nbsp;&nbsp;30400 | &nbsp;&nbsp;27059 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | &nbsp;&nbsp;1.621% | &nbsp;&nbsp;12/25/2030 | &nbsp;&nbsp;29200 | &nbsp;&nbsp;26031 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | &nbsp;&nbsp;3.117% | &nbsp;&nbsp;10/25/2031 | &nbsp;&nbsp;22212 | &nbsp;&nbsp;20861 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K544 | &nbsp;&nbsp;4.266% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K545 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>5,6</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K547 | &nbsp;&nbsp;4.421% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;43287 | &nbsp;&nbsp;43561 |
| <sup>5</sup> | Fifth Third Auto Trust Series 2023-1 | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;2/17/2031 | &nbsp;&nbsp;20880 | &nbsp;&nbsp;21133 |
| <sup>5,9</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5102 |
| <sup>5,7,9</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;21740 | &nbsp;&nbsp;21739 |
| <sup>5,7,9</sup> | First Investors Auto Owner Trust Series 2026-1A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;12710 | &nbsp;&nbsp;12708 |
| <sup>5</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;20520 | &nbsp;&nbsp;20777 |
| <sup>5</sup> | First National Master Note Trust Series 2025-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;31640 | &nbsp;&nbsp;32031 |
| <sup>5</sup> | FIVE Mortgage Trust Series 2023-V1 | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-6INV | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
| <sup>5,9</sup> | Flagstar Mortgage Trust Series 2021-11IN | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3337 | &nbsp;&nbsp;&nbsp;&nbsp;2776 |
| <sup>5,9</sup> | Flatiron CLO 24 Ltd. Series 2023-2A | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;1/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp;&nbsp;&nbsp;8125 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2024-B | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6280 | &nbsp;&nbsp;&nbsp;&nbsp;6329 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8319 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;3882 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.520% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;5429 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp;7945 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;3969 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;18100 | &nbsp;&nbsp;18288 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;19210 | &nbsp;&nbsp;19639 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-B | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;7831 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;13224 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;16280 | &nbsp;&nbsp;16516 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;13300 | &nbsp;&nbsp;13473 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;13120 | &nbsp;&nbsp;13294 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;4410 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;33728 | &nbsp;&nbsp;34318 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;8/15/2037 | &nbsp;&nbsp;17110 | &nbsp;&nbsp;17397 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;10370 | &nbsp;&nbsp;10392 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;16350 | &nbsp;&nbsp;16525 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-B | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;10630 | &nbsp;&nbsp;10550 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;47770 | &nbsp;&nbsp;47406 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.480% | &nbsp;&nbsp;8/15/2038 | &nbsp;&nbsp;12830 | &nbsp;&nbsp;12737 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2026-A | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;7593 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;18269 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;20040 | &nbsp;&nbsp;20038 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;72302 | &nbsp;&nbsp;72771 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;8645 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-2 | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;11091 | &nbsp;&nbsp;11024 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;5641 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;15464 | &nbsp;&nbsp;13440 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;29926 | &nbsp;&nbsp;27703 |
| <sup>5,9</sup> | GCAT Trust Series 2022-INV3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2052 | &nbsp;&nbsp;19545 | &nbsp;&nbsp;18448 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;14674 | &nbsp;&nbsp;14681 |
| <sup>5,9</sup> | GCAT Trust Series 2024-INV4 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2054 | &nbsp;&nbsp;24388 | &nbsp;&nbsp;24647 |
| <sup>5,9</sup> | GCAT Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2055 | &nbsp;&nbsp;76060 | &nbsp;&nbsp;76868 |
| <sup>5,9</sup> | GGP Trust Series 2026-TY | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;3/5/2043 | &nbsp;&nbsp;30370 | &nbsp;&nbsp;30001 |
| <sup>5,9</sup> | GLS Auto Receivables Issuer Trust Series 2025-3A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;9775 |
| <sup>5,9</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;15900 | &nbsp;&nbsp;15911 |
| <sup>5,9</sup> | GLS Auto Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;10892 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;13880 | &nbsp;&nbsp;13980 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9560 | &nbsp;&nbsp;&nbsp;&nbsp;9627 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;12590 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5780 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2026-1 | &nbsp;&nbsp;4.120% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-3 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;13860 | &nbsp;&nbsp;14026 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;6/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5954 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;10940 | &nbsp;&nbsp;11094 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;4/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;9104 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;11170 | &nbsp;&nbsp;11290 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1618 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;9/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;6/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;2249 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.120% | &nbsp;&nbsp;4/11/2035 | &nbsp;&nbsp;24970 | &nbsp;&nbsp;25404 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;8/11/2036 | &nbsp;&nbsp;28020 | &nbsp;&nbsp;28986 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;12/11/2036 | &nbsp;&nbsp;11540 | &nbsp;&nbsp;11754 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;11/12/2037 | &nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2023-2 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;18390 | &nbsp;&nbsp;18787 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;15350 | &nbsp;&nbsp;15640 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-3A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;6484 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;39480 | &nbsp;&nbsp;39771 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;3456 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;4389 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;6993 |
| <sup>5,9,10</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;12030 |
| <sup>5,7,9</sup> | Goldentree Loan Management US CLO 9 Ltd. Series 2021-9A | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;4/20/2037 | &nbsp;&nbsp;15115 | &nbsp;&nbsp;15115 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2024-2 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;9600 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-1 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;6848 |
| <sup>5,9</sup> | GreatAmerica Leasing Receivables Funding LLC Series 2025-2 | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;10950 | &nbsp;&nbsp;10921 |
| <sup>5,9</sup> | GreenState Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;10276 | &nbsp;&nbsp;10325 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2018-GS10 | &nbsp;&nbsp;4.155% | &nbsp;&nbsp;7/10/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2019-GC38 | &nbsp;&nbsp;3.968% | &nbsp;&nbsp;2/10/2052 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;30503 | &nbsp;&nbsp;27956 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;5/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2809 | &nbsp;&nbsp;&nbsp;&nbsp;2558 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GSA2 | &nbsp;&nbsp;2.012% | &nbsp;&nbsp;12/12/2053 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;8458 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2023-B | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;11340 | &nbsp;&nbsp;11503 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7790 | &nbsp;&nbsp;&nbsp;&nbsp;7868 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8873 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;10420 | &nbsp;&nbsp;10412 |
| <sup>5</sup> | Honda Auto Receivables Owner Trust Series 2024-1 | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;21820 | &nbsp;&nbsp;22095 |
| <sup>5</sup> | Honda Auto Receivables Owner Trust Series 2024-2 | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;7/18/2030 | &nbsp;&nbsp;22160 | &nbsp;&nbsp;22476 |
| <sup>5</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3060 |
| <sup>5,9</sup> | Houston Galleria Mall Trust Series 2025-HGLR | &nbsp;&nbsp;5.462% | &nbsp;&nbsp;2/5/2045 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;14921 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3330 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
| <sup>5,9</sup> | Hundred Acre Wood Trust Series 2021-INV3 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3469 | &nbsp;&nbsp;&nbsp;&nbsp;2886 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;20490 | &nbsp;&nbsp;20662 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;7348 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;5111 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;10630 | &nbsp;&nbsp;10705 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-C | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;9827 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6930 | &nbsp;&nbsp;&nbsp;&nbsp;7012 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;11535 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;11160 | &nbsp;&nbsp;11290 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;7060 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;4187 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5866 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.130% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;5817 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;7239 |
| <sup>5,9</sup> | Hyundai Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;22370 | &nbsp;&nbsp;22200 |
| <sup>5,9</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6528 |
| <sup>5</sup> | John Deere Owner Trust Series 2025-B | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;6879 |
| <sup>5</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | &nbsp;&nbsp;2.870% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1515 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/2052 | &nbsp;&nbsp;23408 | &nbsp;&nbsp;20313 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;6717 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;20899 | &nbsp;&nbsp;18136 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2023-2A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;6590 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-1A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;10380 | &nbsp;&nbsp;10504 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2025-2A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4586 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;5417 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;3361 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3107 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7730 | &nbsp;&nbsp;&nbsp;&nbsp;7782 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;9145 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;17150 | &nbsp;&nbsp;17156 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.360% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;7662 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7610 | &nbsp;&nbsp;&nbsp;&nbsp;7617 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.170% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp;&nbsp;&nbsp;8791 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;3214 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;14500 | &nbsp;&nbsp;14354 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.220% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;3026 |
| <sup>5,9</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;17930 | &nbsp;&nbsp;17696 |
| <sup>5,8,9</sup> | Life Mortgage Trust Series 2022-BMR2, TSFR1M + 1.295% | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>5,9</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8337 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7920 | &nbsp;&nbsp;&nbsp;&nbsp;8049 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8769 | &nbsp;&nbsp;&nbsp;&nbsp;8851 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;12150 | &nbsp;&nbsp;12241 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;7128 |
| <sup>5,9</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;16185 | &nbsp;&nbsp;16001 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;10210 | &nbsp;&nbsp;10281 |
| <sup>5,9</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;3896 |
| <sup>5,9</sup> | Magnetite XXXI Ltd. Series 2021-31A | &nbsp;&nbsp;4.672% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;13110 | &nbsp;&nbsp;13088 |
| <sup>5,9</sup> | Mello Mortgage Capital Acceptance Series 2022-INV1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp;3026 |
| <sup>5</sup> | Mercedes-Benz Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>5,9</sup> | MMAF Equipment Finance LLC Series 2024-A | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;8429 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;7550 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;15485 | &nbsp;&nbsp;15937 |
| <sup>5</sup> | Morgan Stanley Capital I Series 2017-HR2 | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;15228 | &nbsp;&nbsp;14984 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;18810 | &nbsp;&nbsp;17829 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2021-L6 | &nbsp;&nbsp;2.444% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2317 |
| <sup>5,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2024-INV3 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;13483 | &nbsp;&nbsp;13788 |
| <sup>5,8,9</sup> | Morgan Stanley Residential Mortgage Loan Trust Series 2026-INV1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/25/2061 | &nbsp;&nbsp;16675 | &nbsp;&nbsp;16672 |
| <sup>5</sup> | MSWF Commercial Mortgage Trust Series 2023-2 | &nbsp;&nbsp;6.014% | &nbsp;&nbsp;12/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;10226 |
| <sup>5,9</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;12299 | &nbsp;&nbsp;12320 |
| <sup>5,9</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;9777 | &nbsp;&nbsp;&nbsp;&nbsp;9725 |
| <sup>5,9</sup> | Navient Refinance Loan Trust Series 2026-A | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/18/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;8958 |
| <sup>5,8,9</sup> | Navient Student Loan Trust Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;5.372% | &nbsp;&nbsp;3/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
| <sup>5,9</sup> | Navistar Financial Dealer Note Master Owner Trust Series 2024-1 | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;4594 |
| <sup>5,9</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;8780 |
| <sup>5,8,9</sup> | Nelnet Student Loan Trust Series 2026-A, SOFR30A + 1.300% | &nbsp;&nbsp;4.973% | &nbsp;&nbsp;2/21/2061 | &nbsp;&nbsp;22145 | &nbsp;&nbsp;22230 |
| <sup>5,9</sup> | NextGear Floorplan Master Owner Trust Series 2025-1A | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;30800 | &nbsp;&nbsp;30910 |
| <sup>5,9</sup> | NextGear Floorplan Master Owner Trust Series 2025-2A | &nbsp;&nbsp;4.230% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;30230 | &nbsp;&nbsp;30090 |
| <sup>5,9</sup> | NextGear Floorplan Master Owner Trust Series 2026-1A | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;2/18/2031 | &nbsp;&nbsp;29280 | &nbsp;&nbsp;28996 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;10060 | &nbsp;&nbsp;10141 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7655 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2026-A | &nbsp;&nbsp;3.940% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10730 | &nbsp;&nbsp;10642 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2026-A | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;11310 | &nbsp;&nbsp;11178 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2023-A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;12360 | &nbsp;&nbsp;12423 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;19160 | &nbsp;&nbsp;19434 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;3138 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;4073 |
| <sup>5,9</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
| <sup>5,9</sup> | OBX Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;3442 | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
| <sup>5,9</sup> | OBX Trust Series 2022-INV5 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/25/2052 | &nbsp;&nbsp;13666 | &nbsp;&nbsp;12669 |
| <sup>5,9</sup> | OBX Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;22264 | &nbsp;&nbsp;22292 |
| <sup>5,9</sup> | OCP Aegis CLO Ltd. Series 2024-39A | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;4/16/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;6026 |
| <sup>5,9</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;10050 | &nbsp;&nbsp;10039 |
| <sup>5,8,9</sup> | Octagon 57 Ltd. Series 2021-1A, TSFR3M + 1.070% | &nbsp;&nbsp;4.742% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8390 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;52670 | &nbsp;&nbsp;52777 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;6900 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.030% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;7571 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.190% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;3936 |
| <sup>5,9</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-B | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;33085 | &nbsp;&nbsp;33284 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2024-D | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;17230 | &nbsp;&nbsp;17420 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-B | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;30690 | &nbsp;&nbsp;30963 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;14110 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;22780 | &nbsp;&nbsp;22762 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;4505 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2059 | &nbsp;&nbsp;12289 | &nbsp;&nbsp;12349 |
| <sup>5,9</sup> | PMT Loan Trust Series 2024-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/25/2059 | &nbsp;&nbsp;81750 | &nbsp;&nbsp;82618 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;12343 | &nbsp;&nbsp;12238 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-CNF1, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/25/2056 | &nbsp;&nbsp;16001 | &nbsp;&nbsp;16025 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;32748 | &nbsp;&nbsp;32585 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;54134 | &nbsp;&nbsp;54709 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/25/2060 | &nbsp;&nbsp;30395 | &nbsp;&nbsp;30740 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;5966 | &nbsp;&nbsp;&nbsp;&nbsp;5970 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/2056 | &nbsp;&nbsp;32347 | &nbsp;&nbsp;32342 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;29224 | &nbsp;&nbsp;29245 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV7 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;&nbsp;&nbsp;9909 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;10527 | &nbsp;&nbsp;10525 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV9 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/2056 | &nbsp;&nbsp;13232 | &nbsp;&nbsp;13258 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV10, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;10/1/2056 | &nbsp;&nbsp;24072 | &nbsp;&nbsp;24176 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV11, SOFR30A + 1.350% | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;11/25/2056 | &nbsp;&nbsp;37140 | &nbsp;&nbsp;37300 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;39862 | &nbsp;&nbsp;39998 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-CNF1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;38569 | &nbsp;&nbsp;37761 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;19505 | &nbsp;&nbsp;19470 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;17536 | &nbsp;&nbsp;17534 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;17536 | &nbsp;&nbsp;17574 |
| <sup>5,9</sup> | PMT Loan Trust Series 2026-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;25745 | &nbsp;&nbsp;25682 |
| <sup>5,7,9</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20334 |
| <sup>5,7,9</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;5.108% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;18800 | &nbsp;&nbsp;18757 |
| <sup>5,8,9</sup> | PMT Loan Trust Series 2026-J1, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;21775 | &nbsp;&nbsp;21702 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2023-2A | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;11/24/2031 | &nbsp;&nbsp;11820 | &nbsp;&nbsp;11946 |
| <sup>5,9</sup> | Porsche Financial Auto Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;7130 |
| <sup>5,9</sup> | Porsche Innovative Lease Owner Trust Series 2025-1A | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;6024 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;4194 | &nbsp;&nbsp;&nbsp;&nbsp;4132 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;6/17/2039 | &nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;5017 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;7185 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR2 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;6812 | &nbsp;&nbsp;&nbsp;&nbsp;6532 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/2041 | &nbsp;&nbsp;10566 | &nbsp;&nbsp;10005 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/2041 | &nbsp;&nbsp;16060 | &nbsp;&nbsp;15234 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/2029 | &nbsp;&nbsp;17376 | &nbsp;&nbsp;16406 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;18894 | &nbsp;&nbsp;17984 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;3341 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;7702 | &nbsp;&nbsp;&nbsp;&nbsp;7257 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;16510 | &nbsp;&nbsp;15610 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;8322 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;6717 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;6479 |
| <sup>5,9</sup> | RCKT Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/25/2054 | &nbsp;&nbsp;21894 | &nbsp;&nbsp;22361 |
| <sup>5,9</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1594 |
| <sup>5,9</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>5,9</sup> | RKTL Trust Series 2026-1A | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;2/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3414 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
| <sup>5,7,9,10</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;14450 | &nbsp;&nbsp;14450 |
| <sup>5,9</sup> | RR 41 Ltd. Series 2025-41A | &nbsp;&nbsp;5.214% | &nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;6603 |
| <sup>5,9</sup> | RR 44 Ltd. Series 2026-44A | &nbsp;&nbsp;4.842% | &nbsp;&nbsp;4/15/2041 | &nbsp;&nbsp;10120 | &nbsp;&nbsp;10102 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;5.622% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;11910 | &nbsp;&nbsp;12017 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;54120 | &nbsp;&nbsp;54345 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;34890 | &nbsp;&nbsp;35117 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;9303 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;5158 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;6253 |
| <sup>5,9</sup> | SBNA Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;6011 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3141 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;3391 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;12860 | &nbsp;&nbsp;12902 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;2430 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;9772 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2024-INV1 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |
| <sup>5,9</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;85565 | &nbsp;&nbsp;79330 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;8221 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;10660 | &nbsp;&nbsp;10729 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;7777 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2024 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;20880 | &nbsp;&nbsp;20937 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;3777 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;27280 | &nbsp;&nbsp;27113 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;9407 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;3.960% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;18439 | &nbsp;&nbsp;18284 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.070% | &nbsp;&nbsp;1/20/2032 | &nbsp;&nbsp;12630 | &nbsp;&nbsp;12469 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2026-1X | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;10670 | &nbsp;&nbsp;10501 |
| <sup>5,9</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;8026 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2017-B | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-B | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-C | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2026-A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;12/15/2053 | &nbsp;&nbsp;12260 | &nbsp;&nbsp;12103 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7870 | &nbsp;&nbsp;&nbsp;&nbsp;7847 |
| <sup>5,9</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;5733 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;25180 | &nbsp;&nbsp;25275 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;7042 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;6002 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.290% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4010 | &nbsp;&nbsp;&nbsp;&nbsp;3995 |
| <sup>5</sup> | Synchrony Card Funding LLC Series 2024-A2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;39770 | &nbsp;&nbsp;40173 |
| <sup>5</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;43825 | &nbsp;&nbsp;44091 |
| <sup>5</sup> | Synchrony Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;16060 | &nbsp;&nbsp;16218 |
| <sup>5</sup> | Synchrony Card Issuance Trust Series 2025-A3 | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;46020 | &nbsp;&nbsp;45844 |
| <sup>5,8,9</sup> | TCO Commercial Mortgage Trust Series 2024-DPM, TSFR1M + 1.243% | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;12/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;6149 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.270% | &nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;22610 | &nbsp;&nbsp;22622 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5655 |
| <sup>5,9</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;6171 |
| <sup>5,9</sup> | T-Mobile US Trust Series 2025-1A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;26750 | &nbsp;&nbsp;26950 |
| <sup>5,9</sup> | T-Mobile US Trust Series 2025-2A | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;25823 | &nbsp;&nbsp;25860 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2023-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;6/25/2036 | &nbsp;&nbsp;18060 | &nbsp;&nbsp;18333 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;4775 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2025-1A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/25/2038 | &nbsp;&nbsp;66430 | &nbsp;&nbsp;66955 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2023-B | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;27670 | &nbsp;&nbsp;27814 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2023-C | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;12880 | &nbsp;&nbsp;13026 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6965 | &nbsp;&nbsp;&nbsp;&nbsp;7029 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;14340 | &nbsp;&nbsp;14600 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;3107 |
| <sup>5,9</sup> | Toyota Lease Owner Trust Series 2025-A | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;11670 | &nbsp;&nbsp;11765 |
| <sup>5,9</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;18260 | &nbsp;&nbsp;18287 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;7937 | &nbsp;&nbsp;&nbsp;&nbsp;7775 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;6687 | &nbsp;&nbsp;&nbsp;&nbsp;6660 |
| <sup>5</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
| <sup>5,9</sup> | USAA Auto Owner Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
| <sup>5,9</sup> | USAA Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7060 | &nbsp;&nbsp;&nbsp;&nbsp;7027 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;26840 | &nbsp;&nbsp;27148 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;33560 | &nbsp;&nbsp;34040 |
| <sup>5</sup> | Verizon Master Trust Series 2024-3 | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp;9331 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/21/2032 | &nbsp;&nbsp;11440 | &nbsp;&nbsp;11665 |
| <sup>5</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>5</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;10640 | &nbsp;&nbsp;10748 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/20/2033 | &nbsp;&nbsp;61910 | &nbsp;&nbsp;63155 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;19900 | &nbsp;&nbsp;19989 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;21260 | &nbsp;&nbsp;21366 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;17579 | &nbsp;&nbsp;17810 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;12320 | &nbsp;&nbsp;12489 |
| <sup>5</sup> | Volkswagen Auto Loan Enhanced Trust Series 2023-2 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>5</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;51350 | &nbsp;&nbsp;51694 |
| <sup>5</sup> | Volkswagen Auto Loan Enhanced Trust Series 2024-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>5,9</sup> | Volvo Financial Equipment LLC Series 2025-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;12610 | &nbsp;&nbsp;12663 |
| <sup>5,9</sup> | Volvo Financial Equipment LLC Series 2025-2A | &nbsp;&nbsp;4.060% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;7838 |
| <sup>5,9</sup> | Volvo Financial Equipment LLC Series 2026-1A | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;1/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;3448 |
| <sup>5,8,9</sup> | Voya CLO Ltd. Series 2022-3A, TSFR3M + 1.130% | &nbsp;&nbsp;4.798% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;6111 |
| <sup>5,8,9</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A, TSFR3M + 1.230% | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;4427 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | &nbsp;&nbsp;3.453% | &nbsp;&nbsp;7/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1268 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3164 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | &nbsp;&nbsp;3.472% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/2061 | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6358 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.245% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | &nbsp;&nbsp;1.849% | &nbsp;&nbsp;7/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2024-C63 | &nbsp;&nbsp;5.309% | &nbsp;&nbsp;8/15/2057 | &nbsp;&nbsp;26660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27212 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2025-C65 | &nbsp;&nbsp;5.292% | &nbsp;&nbsp;10/15/2058 | &nbsp;&nbsp;11580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11738 |
| <sup>5,9</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-1250B | &nbsp;&nbsp;4.833% | &nbsp;&nbsp;3/10/2041 | &nbsp;&nbsp;11140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11033 |
| <sup>5,7</sup> | Wells Fargo Commercial Mortgage Trust Series 2026-C66 | &nbsp;&nbsp;5.649% | &nbsp;&nbsp;4/15/2059 | &nbsp;&nbsp;29980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31007 |
| <sup>5,9</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.510% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;12870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12847 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9636 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2026-P1 | &nbsp;&nbsp;4.010% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 |
| <sup>5,9</sup> | Westlake Automobile Receivables Trust Series 2026-P1 | &nbsp;&nbsp;4.280% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
| <sup>5</sup> | WF Card Issuance Trust Series 2025-A1 | &nbsp;&nbsp;4.340% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>5,9</sup> | Wheels Fleet Lease Funding LLC Series 2025-3A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;9/18/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;4.660% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2023-B | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2023-D | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;13540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13686 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;13320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13536 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;13280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13447 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7717 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7594 |
| <sup>5</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
| <sup>5</sup> | World Omni Automobile Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8296 |
| <sup>5</sup> | World Omni Select Auto Trust Series 2025-A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13746 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,378,696)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,378,696)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,378,696)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,378,696)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,378,696)** | **7396891** |
| **Corporate Bonds (29.8%)** | **Corporate Bonds (29.8%)** | **Corporate Bonds (29.8%)** | **Corporate Bonds (29.8%)** | **Corporate Bonds (29.8%)** | **Corporate Bonds (29.8%)** |
| **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** | **Communications (1.1%)** |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 |
|  | Airbnb Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/16/2036 | &nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 |
|  | Alphabet Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 |
|  | Alphabet Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;13858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13696 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15010 |
| <sup>5</sup> | AT&T Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6954 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074 |
|  | AT&T Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22850 |
|  | AT&T Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;21180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21440 |
|  | Comcast Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;11670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11759 |
|  | Comcast Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10274 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11042 |
|  | Comcast Corp. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8874 |
|  | Comcast Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17774 |
|  | Comcast Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9742 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7463 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;11350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10826 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;28084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27792 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;51224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50241 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10020 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;2.065% | &nbsp;&nbsp;4/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13291 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8656 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;18870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18371 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7046 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Verizon Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;16667 | &nbsp;&nbsp;&nbsp;&nbsp;16312 |
|  |  |  |  |  | &nbsp;&nbsp;**350858** |
| **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/13/2033 | &nbsp;&nbsp;27255 | &nbsp;&nbsp;&nbsp;&nbsp;26991 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9365 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;26580 | &nbsp;&nbsp;&nbsp;&nbsp;26354 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;10375 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;17590 | &nbsp;&nbsp;&nbsp;&nbsp;17634 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/10/2034 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;12155 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;1/8/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9919 |
|  | AutoZone Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;35538 |
| <sup>9</sup> | BMW US Capital LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/2/2027 | &nbsp;&nbsp;27695 | &nbsp;&nbsp;&nbsp;&nbsp;27848 |
|  | eBay Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;12845 | &nbsp;&nbsp;&nbsp;&nbsp;12783 |
|  | General Motors Co. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8367 |
|  | General Motors Co. | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/2027 | &nbsp;&nbsp;25230 | &nbsp;&nbsp;&nbsp;&nbsp;25192 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 |
|  | Home Depot Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;16365 | &nbsp;&nbsp;&nbsp;&nbsp;15397 |
|  | Hyatt Hotels Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4776 |
| <sup>9</sup> | Hyundai Capital America | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10490 | &nbsp;&nbsp;&nbsp;&nbsp;10308 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;20725 | &nbsp;&nbsp;&nbsp;&nbsp;20376 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;11243 |
|  | Marriott International Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10085 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;26845 |
| <sup>9</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;29010 | &nbsp;&nbsp;&nbsp;&nbsp;29223 |
| <sup>9</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20176 |
| <sup>9</sup> | Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5232 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15351 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/16/2029 | &nbsp;&nbsp;20930 | &nbsp;&nbsp;&nbsp;&nbsp;21368 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;19450 | &nbsp;&nbsp;&nbsp;&nbsp;19891 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/10/2031 | &nbsp;&nbsp;15185 | &nbsp;&nbsp;&nbsp;&nbsp;15163 |
| <sup>5</sup> | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/5/2034 | &nbsp;&nbsp;17205 | &nbsp;&nbsp;&nbsp;&nbsp;17083 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  |  |  |  |  | &nbsp;&nbsp;**496071** |
| **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** | **Consumer Staples (2.2%)** |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/14/2029 | &nbsp;&nbsp;14453 | &nbsp;&nbsp;&nbsp;&nbsp;14568 |
|  | Altria Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/6/2035 | &nbsp;&nbsp;14635 | &nbsp;&nbsp;&nbsp;&nbsp;14988 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;29971 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;48389 | &nbsp;&nbsp;&nbsp;&nbsp;47861 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.726% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/2028 | &nbsp;&nbsp;22028 | &nbsp;&nbsp;&nbsp;&nbsp;22047 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;22640 | &nbsp;&nbsp;&nbsp;&nbsp;22781 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9699 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709 |
| <sup>9</sup> | Japan Tobacco Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | Kroger Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;43442 | &nbsp;&nbsp;&nbsp;&nbsp;42913 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;61875 | &nbsp;&nbsp;&nbsp;&nbsp;62602 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;44590 | &nbsp;&nbsp;&nbsp;&nbsp;44995 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;60575 | &nbsp;&nbsp;&nbsp;&nbsp;61373 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;24115 | &nbsp;&nbsp;&nbsp;&nbsp;24382 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/13/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10151 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;10230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;21035 | &nbsp;&nbsp;&nbsp;&nbsp;21874 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;26850 | &nbsp;&nbsp;&nbsp;&nbsp;27409 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/29/2030 | &nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;10567 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/13/2031 | &nbsp;&nbsp;23310 | &nbsp;&nbsp;&nbsp;&nbsp;23816 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/17/2032 | &nbsp;&nbsp;10680 | &nbsp;&nbsp;&nbsp;&nbsp;11231 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;17675 | &nbsp;&nbsp;&nbsp;&nbsp;18167 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/13/2034 | &nbsp;&nbsp;34715 | &nbsp;&nbsp;&nbsp;&nbsp;35377 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;12419 | &nbsp;&nbsp;&nbsp;&nbsp;12351 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9217 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;38165 | &nbsp;&nbsp;&nbsp;&nbsp;39508 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/20/2036 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;11159 |
|  |  |  |  |  | &nbsp;&nbsp;**674002** |
| **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** | **Energy (2.5%)** |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;2.721% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;22386 | &nbsp;&nbsp;&nbsp;&nbsp;20244 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;50890 | &nbsp;&nbsp;&nbsp;&nbsp;51053 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;11/17/2034 | &nbsp;&nbsp;28890 | &nbsp;&nbsp;&nbsp;&nbsp;29469 |
|  | BP Capital Markets plc | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;58855 | &nbsp;&nbsp;&nbsp;&nbsp;59178 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;19442 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;12205 | &nbsp;&nbsp;&nbsp;&nbsp;11771 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;15470 | &nbsp;&nbsp;&nbsp;&nbsp;15800 |
|  | Diamondback Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;18150 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;33340 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20730 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/5/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7280 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15303 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;30860 | &nbsp;&nbsp;&nbsp;&nbsp;30807 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4142 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;3/31/2036 | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;18653 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;23865 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;28574 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;41039 |
|  | MPLX LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14909 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;4499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;24950 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/21/2030 | &nbsp;&nbsp;18743 | &nbsp;&nbsp;&nbsp;&nbsp;18100 |
| <sup>5</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/2031 | &nbsp;&nbsp;33250 | &nbsp;&nbsp;&nbsp;&nbsp;33924 |
| <sup>5</sup> | Petronas Energy Canada Ltd. | &nbsp;&nbsp;2.112% | &nbsp;&nbsp;3/23/2028 | &nbsp;&nbsp;26681 | &nbsp;&nbsp;&nbsp;&nbsp;25566 |
| <sup>9</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;11870 | &nbsp;&nbsp;&nbsp;&nbsp;11865 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;31322 | &nbsp;&nbsp;&nbsp;&nbsp;32651 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;21236 | &nbsp;&nbsp;&nbsp;&nbsp;20829 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;10620 | &nbsp;&nbsp;&nbsp;&nbsp;10845 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;20244 | &nbsp;&nbsp;&nbsp;&nbsp;20659 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;44953 | &nbsp;&nbsp;&nbsp;&nbsp;45974 |
|  |  |  |  |  | &nbsp;&nbsp;**757962** |
| **Financials (14.9%)** | **Financials (14.9%)** | **Financials (14.9%)** | **Financials (14.9%)** | **Financials (14.9%)** | **Financials (14.9%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;16117 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10158 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;12102 |
|  | American Express Co. | &nbsp;&nbsp;5.098% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;22028 | &nbsp;&nbsp;&nbsp;&nbsp;22219 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10178 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7476 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
|  | American Express Co. | &nbsp;&nbsp;5.284% | &nbsp;&nbsp;7/26/2035 | &nbsp;&nbsp;22072 | &nbsp;&nbsp;&nbsp;&nbsp;22266 |
|  | American Express Co. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;4/25/2036 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10341 |
| <sup>9</sup> | American National Global Funding | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;20395 | &nbsp;&nbsp;&nbsp;&nbsp;20442 |
| <sup>9</sup> | Athene Global Funding | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/7/2027 | &nbsp;&nbsp;21270 | &nbsp;&nbsp;&nbsp;&nbsp;21324 |
| <sup>9</sup> | Athene Global Funding | &nbsp;&nbsp;5.339% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>9</sup> | Athene Global Funding | &nbsp;&nbsp;5.516% | &nbsp;&nbsp;3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>9</sup> | Athene Global Funding | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/7/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30048 |
|  | Banco Santander SA | &nbsp;&nbsp;1.722% | &nbsp;&nbsp;9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Banco Santander SA | &nbsp;&nbsp;6.527% | &nbsp;&nbsp;11/7/2027 | &nbsp;&nbsp;15200 | &nbsp;&nbsp;15392 |
| <sup>5</sup> | Banco Santander SA | &nbsp;&nbsp;5.365% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;23600 | &nbsp;&nbsp;23854 |
|  | Banco Santander SA | &nbsp;&nbsp;5.588% | &nbsp;&nbsp;8/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9229 | &nbsp;&nbsp;&nbsp;&nbsp;9449 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.559% | &nbsp;&nbsp;4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  | Bank of America Corp. | &nbsp;&nbsp;1.734% | &nbsp;&nbsp;7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7933 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.824% | &nbsp;&nbsp;1/20/2028 | &nbsp;&nbsp;22156 | &nbsp;&nbsp;22044 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;14615 | &nbsp;&nbsp;14391 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/2028 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;12989 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;11879 | &nbsp;&nbsp;11954 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;8744 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;34922 | &nbsp;&nbsp;34308 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;16624 | &nbsp;&nbsp;16478 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/2029 | &nbsp;&nbsp;26734 | &nbsp;&nbsp;27113 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.623% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1718 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;23300 | &nbsp;&nbsp;22159 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.974% | &nbsp;&nbsp;2/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1933 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;23795 | &nbsp;&nbsp;22829 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.884% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;17816 | &nbsp;&nbsp;16840 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8426 | &nbsp;&nbsp;&nbsp;&nbsp;8585 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;1.898% | &nbsp;&nbsp;7/23/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8912 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.651% | &nbsp;&nbsp;3/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5110 | &nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;38400 | &nbsp;&nbsp;34832 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.299% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;30200 | &nbsp;&nbsp;26646 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;10683 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.972% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;25460 | &nbsp;&nbsp;23044 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.571% | &nbsp;&nbsp;4/27/2033 | &nbsp;&nbsp;23130 | &nbsp;&nbsp;22704 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;10942 | &nbsp;&nbsp;11071 |
|  | Bank of Montreal | &nbsp;&nbsp;5.370% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5</sup> | Bank of Montreal | &nbsp;&nbsp;4.338% | &nbsp;&nbsp;3/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;3.442% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7827 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20148 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.802% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20446 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.317% | &nbsp;&nbsp;10/25/2029 | &nbsp;&nbsp;12402 | &nbsp;&nbsp;12988 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;2/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp;&nbsp;&nbsp;9783 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15908 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.706% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;18360 | &nbsp;&nbsp;18162 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;21090 | &nbsp;&nbsp;21377 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10129 |
| <sup>9</sup> | Bank of New Zealand | &nbsp;&nbsp;5.076% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20371 |
| <sup>5</sup> | Bank of Nova Scotia | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.404% | &nbsp;&nbsp;9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2098 | &nbsp;&nbsp;&nbsp;&nbsp;2124 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;4.247% | &nbsp;&nbsp;2/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10412 |
| <sup>9</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;5.088% | &nbsp;&nbsp;1/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>9</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;5.194% | &nbsp;&nbsp;2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;20445 | &nbsp;&nbsp;20610 |
|  | Barclays plc | &nbsp;&nbsp;5.367% | &nbsp;&nbsp;2/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Barclays plc | &nbsp;&nbsp;7.437% | &nbsp;&nbsp;11/2/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;22346 |
|  | BlackRock Funding Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
|  | Blackrock Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;2098 |
|  | Blackrock Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
| <sup>9</sup> | BNP Paribas SA | &nbsp;&nbsp;5.786% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10325 |
| <sup>9</sup> | BPCE SA | &nbsp;&nbsp;2.045% | &nbsp;&nbsp;10/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/2027 | &nbsp;&nbsp;20196 | &nbsp;&nbsp;20435 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.508% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;10020 | &nbsp;&nbsp;10024 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;15220 | &nbsp;&nbsp;15270 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.283% | &nbsp;&nbsp;1/29/2030 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11917 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20427 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;18670 | &nbsp;&nbsp;18385 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4674 | &nbsp;&nbsp;&nbsp;&nbsp;4107 |
|  | Cboe Global Markets Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;11833 | &nbsp;&nbsp;10830 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;3397 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4143 | &nbsp;&nbsp;&nbsp;&nbsp;4076 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;8943 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8218 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;6761 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.853% | &nbsp;&nbsp;5/19/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8405 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;35340 | &nbsp;&nbsp;35711 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;19939 | &nbsp;&nbsp;17418 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;14895 | &nbsp;&nbsp;14986 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | Citibank NA | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>5</sup> | Citibank NA | &nbsp;&nbsp;5.570% | &nbsp;&nbsp;4/30/2034 | &nbsp;&nbsp;28675 | &nbsp;&nbsp;29711 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11884 |
| <sup>9</sup> | Cooperatieve Rabobank UA | &nbsp;&nbsp;1.980% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>9</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>9</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/7/2028 | &nbsp;&nbsp;36364 | &nbsp;&nbsp;36579 |
| <sup>9</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/3/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10027 |
| <sup>9</sup> | Corebridge Global Funding | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>9</sup> | Credit Agricole SA | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;9845 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;5.427% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp;6730 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;3/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8219 |
| <sup>9</sup> | Danske Bank A/S | &nbsp;&nbsp;5.019% | &nbsp;&nbsp;3/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;14668 | &nbsp;&nbsp;14614 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.469% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.725% | &nbsp;&nbsp;2/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>9</sup> | DNB Bank ASA | &nbsp;&nbsp;1.535% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9954 |
| <sup>9</sup> | DNB Bank ASA | &nbsp;&nbsp;1.605% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>9</sup> | DNB Bank ASA | &nbsp;&nbsp;4.384% | &nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>9</sup> | Equitable America Global Funding | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>9</sup> | Equitable America Global Funding | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>9</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>9</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>9</sup> | GA Global Funding Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/8/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15169 |
| <sup>9</sup> | GA Global Funding Trust | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;30191 | &nbsp;&nbsp;30295 |
| <sup>9</sup> | GA Global Funding Trust | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;12/9/2031 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24540 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;4/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15245 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.516% | &nbsp;&nbsp;1/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.939% | &nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;33860 | &nbsp;&nbsp;32785 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.065% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;18430 | &nbsp;&nbsp;18045 |
| <sup>9</sup> | Guardian Life Global Funding | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5511 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/2028 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24104 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/2028 | &nbsp;&nbsp;10845 | &nbsp;&nbsp;11306 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.206% | &nbsp;&nbsp;8/17/2029 | &nbsp;&nbsp;36000 | &nbsp;&nbsp;34067 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;23293 | &nbsp;&nbsp;22976 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.871% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;12513 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.402% | &nbsp;&nbsp;8/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3043 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;3/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;9001 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/3/2036 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15052 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.279% | &nbsp;&nbsp;3/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;20400 | &nbsp;&nbsp;21151 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;3407 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5002 |
|  | Huntington National Bank | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;6463 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;10744 | &nbsp;&nbsp;10704 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;14700 | &nbsp;&nbsp;14672 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12377 |
| <sup>9</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>9</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>9</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;9/22/2027 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;11835 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;18340 | &nbsp;&nbsp;18502 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/2028 | &nbsp;&nbsp;84990 | &nbsp;&nbsp;85402 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp;4855 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/2028 | &nbsp;&nbsp;19151 | &nbsp;&nbsp;19384 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;27440 | &nbsp;&nbsp;27182 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp;&nbsp;&nbsp;9690 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;23870 | &nbsp;&nbsp;23896 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;1/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8437 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.915% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;12900 | &nbsp;&nbsp;13018 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;19835 | &nbsp;&nbsp;19667 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;36944 | &nbsp;&nbsp;35147 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/2029 | &nbsp;&nbsp;50000 | &nbsp;&nbsp;50928 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20784 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;42077 | &nbsp;&nbsp;42127 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;18401 | &nbsp;&nbsp;18658 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;30027 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;28125 | &nbsp;&nbsp;28528 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.739% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;18838 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;13040 | &nbsp;&nbsp;13271 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.255% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.953% | &nbsp;&nbsp;2/4/2032 | &nbsp;&nbsp;12330 | &nbsp;&nbsp;10865 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.580% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;24095 | &nbsp;&nbsp;21789 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.545% | &nbsp;&nbsp;11/8/2032 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13341 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.912% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7611 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.254% | &nbsp;&nbsp;10/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2148 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7076 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;33810 | &nbsp;&nbsp;34262 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;10/22/2036 | &nbsp;&nbsp;23610 | &nbsp;&nbsp;22918 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.898% | &nbsp;&nbsp;1/22/2037 | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;14728 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;6/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;4.241% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;18900 | &nbsp;&nbsp;18695 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5502 | &nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;9350 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;37726 | &nbsp;&nbsp;37921 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9568 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| <sup>9</sup> | MassMutual Global Funding II | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Mastercard Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/18/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;5169 |
| <sup>9</sup> | Met Tower Global Funding | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.538% | &nbsp;&nbsp;7/20/2027 | &nbsp;&nbsp;10800 | &nbsp;&nbsp;10704 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;1.640% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;11329 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;18300 | &nbsp;&nbsp;18421 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7330 | &nbsp;&nbsp;&nbsp;&nbsp;7445 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;3.741% | &nbsp;&nbsp;3/7/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;6445 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;12090 | &nbsp;&nbsp;12299 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15244 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.475% | &nbsp;&nbsp;2/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;3806 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;8330 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.494% | &nbsp;&nbsp;10/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6186 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.133% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3825 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;1.554% | &nbsp;&nbsp;7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7935 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.778% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7670 | &nbsp;&nbsp;&nbsp;&nbsp;7877 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;3.153% | &nbsp;&nbsp;7/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5152 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.869% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;4.711% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4503 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.748% | &nbsp;&nbsp;7/6/2034 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15570 |
|  | Morgan Stanley | &nbsp;&nbsp;2.475% | &nbsp;&nbsp;1/21/2028 | &nbsp;&nbsp;11900 | &nbsp;&nbsp;11712 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3789 | &nbsp;&nbsp;&nbsp;&nbsp;3832 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;27436 | &nbsp;&nbsp;28151 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;24681 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;24090 | &nbsp;&nbsp;24360 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.994% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10115 |
|  | Morgan Stanley | &nbsp;&nbsp;5.449% | &nbsp;&nbsp;7/20/2029 | &nbsp;&nbsp;20461 | &nbsp;&nbsp;20836 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;25229 | &nbsp;&nbsp;25586 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/2030 | &nbsp;&nbsp;40212 | &nbsp;&nbsp;40682 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;54270 | &nbsp;&nbsp;55117 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;2.699% | &nbsp;&nbsp;1/22/2031 | &nbsp;&nbsp;12265 | &nbsp;&nbsp;11392 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.622% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;10510 | &nbsp;&nbsp;10076 |
|  | Morgan Stanley | &nbsp;&nbsp;5.192% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1253 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;15011 | &nbsp;&nbsp;14715 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;1.794% | &nbsp;&nbsp;2/13/2032 | &nbsp;&nbsp;42486 | &nbsp;&nbsp;36807 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;1.928% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;7181 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;2.239% | &nbsp;&nbsp;7/21/2032 | &nbsp;&nbsp;21500 | &nbsp;&nbsp;18826 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;2.511% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;15896 |
|  | Morgan Stanley | &nbsp;&nbsp;4.889% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;22950 | &nbsp;&nbsp;22823 |
|  | Morgan Stanley | &nbsp;&nbsp;6.342% | &nbsp;&nbsp;10/18/2033 | &nbsp;&nbsp;29000 | &nbsp;&nbsp;31033 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/21/2034 | &nbsp;&nbsp;19420 | &nbsp;&nbsp;19484 |
|  | Morgan Stanley | &nbsp;&nbsp;5.073% | &nbsp;&nbsp;1/30/2037 | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;9873 |
|  | Morgan Stanley | &nbsp;&nbsp;5.314% | &nbsp;&nbsp;1/18/2041 | &nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;5244 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;43050 | &nbsp;&nbsp;43211 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;5/26/2028 | &nbsp;&nbsp;13600 | &nbsp;&nbsp;13755 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;24988 | &nbsp;&nbsp;25138 |
|  | Morgan Stanley Bank NA | &nbsp;&nbsp;5.016% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;19800 | &nbsp;&nbsp;20012 |
| <sup>5</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.466% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;21170 | &nbsp;&nbsp;21170 |
|  | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.465% | &nbsp;&nbsp;11/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>9</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;5.181% | &nbsp;&nbsp;6/11/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10227 |
|  | National Bank of Canada | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35100 |
|  | National Bank of Canada | &nbsp;&nbsp;4.166% | &nbsp;&nbsp;1/20/2029 | &nbsp;&nbsp;15625 | &nbsp;&nbsp;15536 |
|  | NatWest Group plc | &nbsp;&nbsp;5.115% | &nbsp;&nbsp;5/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>9</sup> | NatWest Markets plc | &nbsp;&nbsp;5.416% | &nbsp;&nbsp;5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>9</sup> | New York Life Global Funding | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/5/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15069 |
| <sup>9</sup> | New York Life Global Funding | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4344 |
| <sup>9</sup> | New York Life Global Funding | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9842 |
| <sup>9</sup> | New York Life Global Funding | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;9301 |
| <sup>7,9</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;4/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;3658 |
| <sup>5</sup> | NongHyup Bank | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;7/28/2026 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;19802 |
| <sup>9</sup> | Nordea Bank Abp | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | Northern Trust Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4841 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5343 |
| <sup>9</sup> | Pacific Life Global Funding II | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/28/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;47548 | &nbsp;&nbsp;48250 |
|  | PNC Bank NA | &nbsp;&nbsp;4.429% | &nbsp;&nbsp;7/21/2028 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;14796 |
| <sup>5</sup> | PNC Bank NA | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;&nbsp;&nbsp;8921 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.354% | &nbsp;&nbsp;12/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;11370 | &nbsp;&nbsp;11113 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;64069 | &nbsp;&nbsp;65663 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;41508 | &nbsp;&nbsp;38714 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;80980 | &nbsp;&nbsp;83284 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;7134 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;4.899% | &nbsp;&nbsp;5/13/2031 | &nbsp;&nbsp;25034 | &nbsp;&nbsp;25179 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10573 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.068% | &nbsp;&nbsp;1/24/2034 | &nbsp;&nbsp;24660 | &nbsp;&nbsp;24693 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;10483 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
| <sup>9</sup> | Pricoa Global Funding I | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>9</sup> | Pricoa Global Funding I | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | Progressive Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp;&nbsp;8244 |
|  | Progressive Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10140 |
| <sup>9</sup> | Protective Life Global Funding | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;12/9/2029 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;15032 |
|  | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;17217 | &nbsp;&nbsp;17562 |
| <sup>9</sup> | RGA Global Funding | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>9</sup> | RGA Global Funding | &nbsp;&nbsp;5.448% | &nbsp;&nbsp;5/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>9</sup> | RGA Global Funding | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/9/2030 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25407 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.069% | &nbsp;&nbsp;7/23/2027 | &nbsp;&nbsp;42856 | &nbsp;&nbsp;42936 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;10010 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.965% | &nbsp;&nbsp;1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;2351 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;13640 | &nbsp;&nbsp;13856 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;5/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9511 | &nbsp;&nbsp;&nbsp;&nbsp;9619 |
|  | Royal Bank of Canada | &nbsp;&nbsp;4.305% | &nbsp;&nbsp;11/3/2031 | &nbsp;&nbsp;20350 | &nbsp;&nbsp;20007 |
|  | Royal Bank of Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;7008 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;8552 | &nbsp;&nbsp;&nbsp;&nbsp;8628 |
| <sup>9</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Sammons Financial Group Global Funding | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;12/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | Societe Generale SA | &nbsp;&nbsp;2.797% | &nbsp;&nbsp;1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | State Street Corp. | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/4/2028 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20441 |
|  | State Street Corp. | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;12886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12959 |
|  | State Street Corp. | &nbsp;&nbsp;3.152% | &nbsp;&nbsp;3/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
|  | State Street Corp. | &nbsp;&nbsp;5.159% | &nbsp;&nbsp;5/18/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10133 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;11403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11075 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;1.902% | &nbsp;&nbsp;9/17/2028 | &nbsp;&nbsp;24260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22807 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.108% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;10640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10531 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;40437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41289 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/16/2029 | &nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12901 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;12030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11233 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10511 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;21350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19214 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.424% | &nbsp;&nbsp;7/9/2031 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30736 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;5.558% | &nbsp;&nbsp;7/9/2034 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25619 |
| <sup>9</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
| <sup>5</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.928% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;12940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12708 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.435% | &nbsp;&nbsp;1/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;20199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20419 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 |
|  | UBS AG | &nbsp;&nbsp;4.864% | &nbsp;&nbsp;1/10/2028 | &nbsp;&nbsp;12820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12871 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158 |
|  | UBS AG | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;16040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16016 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.703% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8223 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;14711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14542 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.428% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15311 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;8/13/2030 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19019 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;32920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33903 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.194% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17603 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19640 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.091% | &nbsp;&nbsp;5/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24554 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;2.215% | &nbsp;&nbsp;1/27/2028 | &nbsp;&nbsp;26508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26047 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14395 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;19610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20064 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | US Bancorp | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;17645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17956 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;4.967% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;37091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36721 |
|  | US Bancorp | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;10/21/2033 | &nbsp;&nbsp;16955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17805 |
|  | US Bancorp | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7346 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/2028 | &nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13684 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/2029 | &nbsp;&nbsp;30320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31588 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;23195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23639 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;7/25/2033 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;1/23/2037 | &nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13464 |
| <sup>9</sup> | Western-Southern Global Funding | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  |  |  |  |  | &nbsp;&nbsp;**4566685** |
| **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** |
|  | AbbVie Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;26585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26985 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/12/2031 | &nbsp;&nbsp;14702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13181 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20520 |
|  | Amgen Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/19/2036 | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8731 |
| <sup>5</sup> | Ascension Health | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Baxter International Inc. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;15635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14980 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/22/2034 | &nbsp;&nbsp;12855 | &nbsp;&nbsp;&nbsp;&nbsp;13170 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;25240 | &nbsp;&nbsp;&nbsp;&nbsp;24946 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15137 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;9690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9727 |
|  | Cencora Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13678 |
|  | Cencora Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 |
| <sup>5</sup> | Cigna Group | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4353 |
|  | Cigna Group | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6666 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;16510 | &nbsp;&nbsp;&nbsp;&nbsp;15042 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;14105 | &nbsp;&nbsp;&nbsp;&nbsp;12725 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;11975 | &nbsp;&nbsp;&nbsp;&nbsp;11485 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;18005 | &nbsp;&nbsp;&nbsp;&nbsp;17724 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;13425 | &nbsp;&nbsp;&nbsp;&nbsp;13510 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;12696 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;19230 | &nbsp;&nbsp;&nbsp;&nbsp;18877 |
|  | HCA Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;10064 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099 |
|  | McKesson Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/30/2035 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15279 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;12/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;19835 | &nbsp;&nbsp;&nbsp;&nbsp;19815 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;10310 | &nbsp;&nbsp;&nbsp;&nbsp;10285 |
|  | Pfizer Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253 |
|  | Pfizer Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;5/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/19/2030 | &nbsp;&nbsp;38820 | &nbsp;&nbsp;&nbsp;&nbsp;39092 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/19/2033 | &nbsp;&nbsp;13620 | &nbsp;&nbsp;&nbsp;&nbsp;13569 |
| <sup>5</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;15245 | &nbsp;&nbsp;&nbsp;&nbsp;15154 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;11430 | &nbsp;&nbsp;&nbsp;&nbsp;11512 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;16485 | &nbsp;&nbsp;&nbsp;&nbsp;15445 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;2.800% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8761 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;20284 |
|  | Sutter Health | &nbsp;&nbsp;5.164% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.215% | &nbsp;&nbsp;2/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.473% | &nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;13855 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;21291 | &nbsp;&nbsp;&nbsp;&nbsp;21264 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;15870 | &nbsp;&nbsp;&nbsp;&nbsp;16047 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6676 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7330 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;39835 | &nbsp;&nbsp;&nbsp;&nbsp;40400 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;10315 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;19795 | &nbsp;&nbsp;&nbsp;&nbsp;19333 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;16555 | &nbsp;&nbsp;&nbsp;&nbsp;16558 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6794 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;42020 | &nbsp;&nbsp;&nbsp;&nbsp;42689 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/19/2035 | &nbsp;&nbsp;20455 | &nbsp;&nbsp;&nbsp;&nbsp;20864 |
|  | Zoetis Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/17/2035 | &nbsp;&nbsp;31400 | &nbsp;&nbsp;&nbsp;&nbsp;31139 |
|  |  |  |  |  | &nbsp;&nbsp;**760002** |
| **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** | **Industrials (0.9%)** |
|  | Canadian National Railway Co. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;12/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6522 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/2030 | &nbsp;&nbsp;15685 | &nbsp;&nbsp;&nbsp;&nbsp;15934 |
|  | Deere Funding Canada Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/9/2030 | &nbsp;&nbsp;21084 | &nbsp;&nbsp;&nbsp;&nbsp;20809 |
|  | Eaton Corp. | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8167 |
| <sup>9</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;16470 | &nbsp;&nbsp;&nbsp;&nbsp;16739 |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
| <sup>9</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7398 |
|  | General Electric Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9516 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;21213 | &nbsp;&nbsp;&nbsp;&nbsp;21204 |
| <sup>9</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;11667 | &nbsp;&nbsp;&nbsp;&nbsp;11564 |
|  | Honeywell International Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;20250 | &nbsp;&nbsp;&nbsp;&nbsp;17542 |
| <sup>5</sup> | John Deere Capital Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;6/17/2031 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13305 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;11008 | &nbsp;&nbsp;&nbsp;&nbsp;11010 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;20460 | &nbsp;&nbsp;&nbsp;&nbsp;20615 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;1.850% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;15050 | &nbsp;&nbsp;&nbsp;&nbsp;15065 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;15853 | &nbsp;&nbsp;&nbsp;&nbsp;15984 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;25747 | &nbsp;&nbsp;&nbsp;&nbsp;25300 |
|  | RTX Corp. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;11326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | RTX Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/27/2033 | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;16329 |
|  |  |  |  |  | &nbsp;&nbsp;**287821** |
| **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** |
| <sup>9</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;10404 |
| <sup>9</sup> | Glencore Funding LLC | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;10664 |
|  | Nutrien Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;5/13/2030 | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;11535 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/21/2034 | &nbsp;&nbsp;19561 | &nbsp;&nbsp;&nbsp;&nbsp;19888 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;60540 | &nbsp;&nbsp;&nbsp;&nbsp;60939 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7335 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;12111 |
|  |  |  |  |  | &nbsp;&nbsp;**139967** |
| **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;14833 | &nbsp;&nbsp;&nbsp;&nbsp;14920 |
| <sup>5</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 |
| <sup>5</sup> | AvalonBay Communities Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;10160 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;11499 |
|  | Camden Property Trust | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9929 |
|  | ERP Operating LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;12/1/2028 | &nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;11430 |
|  | ERP Operating LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
|  | Essex Portfolio LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;9633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9713 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7444 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;14526 | &nbsp;&nbsp;&nbsp;&nbsp;14904 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;6894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6916 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;10991 | &nbsp;&nbsp;&nbsp;&nbsp;10922 |
|  | Prologis LP | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 |
|  | Prologis LP | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;7783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 |
|  | Prologis LP | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8735 |
|  | Prologis LP | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7726 |
|  | Prologis LP | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;11/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;3.385% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;11509 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 |
|  | Simon Property Group LP | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091 |
|  | Simon Property Group LP | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
|  |  |  |  |  | &nbsp;&nbsp;**198706** |
| **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** | **Technology (1.8%)** |
|  | Analog Devices Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;14030 | &nbsp;&nbsp;&nbsp;&nbsp;12375 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/9/2034 | &nbsp;&nbsp;20125 | &nbsp;&nbsp;&nbsp;&nbsp;19725 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/12/2029 | &nbsp;&nbsp;21301 | &nbsp;&nbsp;&nbsp;&nbsp;21743 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;30608 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8289 |
| <sup>5</sup> | Broadcom Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9913 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.469% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9012 |
| <sup>9</sup> | Broadcom Inc. | &nbsp;&nbsp;3.137% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/26/2031 | &nbsp;&nbsp;12410 | &nbsp;&nbsp;&nbsp;&nbsp;12703 |
|  | Cisco Systems Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/26/2034 | &nbsp;&nbsp;19960 | &nbsp;&nbsp;&nbsp;&nbsp;20237 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | Dell International LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;9283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9186 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;14996 | &nbsp;&nbsp;&nbsp;&nbsp;14777 |
|  | Dell International LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;16862 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;11917 | &nbsp;&nbsp;&nbsp;&nbsp;11821 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;8429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;11152 | &nbsp;&nbsp;&nbsp;&nbsp;11075 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;19347 |
|  | Intel Corp. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10130 |
|  | Intel Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/21/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10080 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;17318 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/3/2028 | &nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;10454 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6108 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;13684 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;41925 | &nbsp;&nbsp;&nbsp;&nbsp;41038 |
|  | Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 |
|  | Paychex Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;12580 | &nbsp;&nbsp;&nbsp;&nbsp;12645 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;35960 | &nbsp;&nbsp;&nbsp;&nbsp;34603 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;10680 | &nbsp;&nbsp;&nbsp;&nbsp;10013 |
|  | S&P Global Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;18735 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;28153 | &nbsp;&nbsp;&nbsp;&nbsp;28115 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;11440 | &nbsp;&nbsp;&nbsp;&nbsp;11525 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;17397 | &nbsp;&nbsp;&nbsp;&nbsp;17546 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 |
|  | Texas Instruments Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 |
|  |  |  |  |  | &nbsp;&nbsp;**547371** |
| **Utilities (1.2%)** | **Utilities (1.2%)** | **Utilities (1.2%)** | **Utilities (1.2%)** | **Utilities (1.2%)** | **Utilities (1.2%)** |
|  | Ameren Illinois Co. | &nbsp;&nbsp;1.550% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7517 |
| <sup>5</sup> | Appalachian Power Co. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7402 |
| <sup>5</sup> | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;2.350% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7885 |
|  | CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10179 |
| <sup>5</sup> | Commonwealth Edison Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;11320 | &nbsp;&nbsp;&nbsp;&nbsp;11420 |
| <sup>5</sup> | Dominion Energy Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14519 |
| <sup>5</sup> | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845 |
|  | DTE Electric Co. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;15183 | &nbsp;&nbsp;&nbsp;&nbsp;15441 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;16050 | &nbsp;&nbsp;&nbsp;&nbsp;16370 |
|  | DTE Energy Co. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;12592 | &nbsp;&nbsp;&nbsp;&nbsp;13192 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;8576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7849 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7587 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;16960 | &nbsp;&nbsp;&nbsp;&nbsp;15910 |
|  | Duke Energy Florida LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;11970 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 |
|  | Entergy Arkansas LLC | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
| <sup>9</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>5</sup> | Kentucky Utilities Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7875 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9531 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;10945 | &nbsp;&nbsp;&nbsp;&nbsp;10820 |
|  | National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9811 |
| <sup>5</sup> | Nevada Power Co. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7713 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7849 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/4/2028 | &nbsp;&nbsp;14580 | &nbsp;&nbsp;&nbsp;&nbsp;14717 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15379 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 |
|  | NiSource Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;15027 | &nbsp;&nbsp;&nbsp;&nbsp;13067 |
| <sup>5</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 |
| <sup>9</sup> | PSEG Power LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9886 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10169 |
|  | Union Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;15190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15279 |
|  | Wisconsin Electric Power Co. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**355564** |
| **Total Corporate Bonds (Cost $9,122,110)** | **Total Corporate Bonds (Cost $9,122,110)** | **Total Corporate Bonds (Cost $9,122,110)** | **Total Corporate Bonds (Cost $9,122,110)** | **Total Corporate Bonds (Cost $9,122,110)** | **9135009** |
| **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** |
| <sup>5</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;34798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34213 |
| <sup>5</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15559 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;3.717% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;14518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14399 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11006 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4515 |
| <sup>5</sup> | Bermuda | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11668 |
| <sup>5,9</sup> | Central American Bank for Economic Integration | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;29484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29706 |
| <sup>5</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;61490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61723 |
| <sup>5,9</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;102928 | &nbsp;&nbsp;&nbsp;&nbsp;103788 |
| <sup>5</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;51338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51788 |
| <sup>5</sup> | Korea Gas Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34853 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34923 |
|  | Korea Hydro & Nuclear Power Co. Ltd. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34989 |
|  | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;37440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37718 |
| <sup>5</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4569 |
| <sup>5,9</sup> | Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 |
| <sup>5,9</sup> | Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;24580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24328 |
| <sup>5,9</sup> | Ontario Teachers' Finance Trust | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22105 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;92229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90981 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 |
| <sup>5</sup> | Republic of Latvia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;54282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54446 |
| <sup>5</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;17352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17697 |
| <sup>5,9</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59322 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;26542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26890 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;27875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28280 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;56506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55356 |
| <sup>5</sup> | Temasek Financial I Ltd. | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;10/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
| <sup>5,9</sup> | Temasek Financial I Ltd. | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/2/2031 | &nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;109778 |
| <sup>5,9</sup> | Tokyo Metropolitan Government | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14173 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7746 |
| **Total Sovereign Bonds (Cost $1,039,284)** | **Total Sovereign Bonds (Cost $1,039,284)** | **Total Sovereign Bonds (Cost $1,039,284)** | **Total Sovereign Bonds (Cost $1,039,284)** | **Total Sovereign Bonds (Cost $1,039,284)** | **1019738** |
| **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** | **Taxable Municipal Bonds (0.4%)** |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;1.705% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72952 |
|  | Florida State Board of Administration Finance Corp. Revenue | &nbsp;&nbsp;2.154% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50621 |
| **Total Taxable Municipal Bonds (Cost $130,000)** | **Total Taxable Municipal Bonds (Cost $130,000)** | **Total Taxable Municipal Bonds (Cost $130,000)** | **Total Taxable Municipal Bonds (Cost $130,000)** | **Total Taxable Municipal Bonds (Cost $130,000)** | &nbsp;&nbsp;&nbsp;**123573** |

---

------

Institutional Intermediate-Term Bond Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** | **Temporary Cash Investments (0.3%)** |
| **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** | **Money Market Fund (0.3%)** |
| <sup>11</sup> | Vanguard Market Liquidity Fund **(Cost $82,681)** | &nbsp;&nbsp;3.687% | &nbsp;&nbsp;826893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**82681** |
| **Total Investments (99.8%) (Cost $30,661,300)** | **Total Investments (99.8%) (Cost $30,661,300)** | **Total Investments (99.8%) (Cost $30,661,300)** |  | &nbsp;&nbsp;**30586462** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**52841** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**30639303** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $586 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | Securities with a value of $8 have been segregated as collateral for open forward currency contracts. |
| 3 | Securities with a value of $19,570 have been segregated as initial margin for open centrally cleared swap contracts. |
| 4 | Securities with a value of $10,728 have been segregated as initial margin for open futures contracts. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 8 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 9 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $5,561,897, representing 18.2% of net assets. |
| 10 | Security value determined using significant unobservable inputs. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| CLO—Collateralized Loan Obligation. |
| CMT—Constant Maturing Treasury Rate. |
| DAC—Designated Activity Company. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;5654 | 1172896 | &nbsp;&nbsp;(4799) |
| 5-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;699382 | &nbsp;&nbsp;(2597) |
| Euro-Bobl | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20981 | &nbsp;&nbsp;&nbsp;&nbsp;(448) |
|  |  |  |  | &nbsp;&nbsp;(7862) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year U.S. Treasury Note | June 2026 | (2446) | &nbsp;&nbsp;&nbsp;(271621) | &nbsp;&nbsp;&nbsp;&nbsp;(148) |
| Euro-Bund | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| Euro-Schatz | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(104) | &nbsp;&nbsp;&nbsp;&nbsp;(12712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| Long U.S. Treasury Bond | June 2026 | (1394) | &nbsp;&nbsp;&nbsp;(158742) | &nbsp;&nbsp;&nbsp;1477 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;(674) | &nbsp;&nbsp;&nbsp;&nbsp;(76509) | &nbsp;&nbsp;&nbsp;&nbsp;(151) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;1523 |
|  |  |  |  | &nbsp;&nbsp;(6339) |

---

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

------

Institutional Intermediate-Term Bond Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;(10) |

---

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

---

| |
|:---|
| AUD—Australian dollar. |
| EUR—euro. |
| GBP—British pound. |
| USD—U.S. dollar. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| Republic of Chile | 6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;17909 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57) |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| CDX-NA-IG-S46-V1 | 6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;716810 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(12589) | &nbsp;&nbsp;&nbsp;(1200) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;(1257) |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Intermediate-Term Bond Fund

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $30,578,619) | 30503781 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $82,681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82681 |
| Total Investments in Securities | 30586462 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
| Foreign Currency, at Value (Cost $5,207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5179 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567425 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183965 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| **Total Assets** | **31346712** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705607 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| Variation Margin Payable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**707409** |
| **Net Assets** | **30639303** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 33248439 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(2609136) |
| **Net Assets** | **30639303** |
| **Net Assets** |  |
| **Applicable to 1,422,970,132 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **30639303** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$21.53** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Intermediate-Term Bond Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703204 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703204 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**700087** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66715 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21691) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(966) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(672) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**43449** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275178) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9479) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(950) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(285551)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**457985** |

---

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| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,827, ($28), and ($5), respectively. Purchases and sales are for temporary cash investment purposes. |

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See accompanying Notes, which are an integral part of the Financial Statements.

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Institutional Intermediate-Term Bond Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700087 | &nbsp;&nbsp;&nbsp;&nbsp;1398175 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123572) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(285551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16649) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457985 | &nbsp;&nbsp;&nbsp;&nbsp;1257954 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(582031) | &nbsp;&nbsp;&nbsp;&nbsp;(1394250) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819225 | &nbsp;&nbsp;&nbsp;&nbsp;1831951 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582031 | &nbsp;&nbsp;&nbsp;&nbsp;1394250 |
| Redeemed | &nbsp;&nbsp;(2218913) | &nbsp;&nbsp;&nbsp;&nbsp;(3033067) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;(817657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193134 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(941703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56838 |
| **Net Assets** |  |  |
| **Beginning of Period** | **31581006** | &nbsp;&nbsp;&nbsp;**31524168** |
| **End of Period** | **30639303** | &nbsp;&nbsp;&nbsp;**31581006** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Intermediate-Term Bond Fund

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, | &nbsp;&nbsp;&nbsp;Year Ended September 30, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> March 31,<br> 2026 | 2025 | 2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | **$21.62** | &nbsp;&nbsp;&nbsp;**$21.71** | &nbsp;&nbsp;&nbsp;**$20.58** | &nbsp;&nbsp;&nbsp;**$20.89** | &nbsp;&nbsp;&nbsp;**$23.75** | &nbsp;&nbsp;&nbsp;**$24.31** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.304 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.090) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) | &nbsp;&nbsp;&nbsp;&nbsp;(2.693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.334) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.398 | &nbsp;&nbsp;&nbsp;&nbsp;(2.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.030) |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.708) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.366) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.304) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.226) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.404) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.708) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.530) |
| **Net Asset Value, End of Period** | **$21.53** | &nbsp;&nbsp;&nbsp;**$21.62** | &nbsp;&nbsp;&nbsp;**$21.71** | &nbsp;&nbsp;&nbsp;**$20.58** | &nbsp;&nbsp;&nbsp;**$20.89** | &nbsp;&nbsp;&nbsp;**$23.75** |
| **Total Return** | **1.46%** | &nbsp;&nbsp;&nbsp;**4.20%** | &nbsp;&nbsp;&nbsp;**10.07%** | &nbsp;&nbsp;&nbsp;**1.88%** | &nbsp;&nbsp;&nbsp;**-9.93%** | &nbsp;&nbsp;&nbsp;**-0.13%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $30639 | &nbsp;&nbsp;&nbsp;$31581 | &nbsp;&nbsp;&nbsp;$31524 | &nbsp;&nbsp;&nbsp;$30355 | &nbsp;&nbsp;&nbsp;$30318 | &nbsp;&nbsp;&nbsp;$33037 |
| Ratio of Total Expenses to Average Net Assets | 0.02% | &nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.02% |
| Ratio of Net Investment Income to Average Net Assets | 4.49% | &nbsp;&nbsp;&nbsp;4.53% | &nbsp;&nbsp;&nbsp;4.23% | &nbsp;&nbsp;&nbsp;3.34% | &nbsp;&nbsp;&nbsp;1.64% | &nbsp;&nbsp;&nbsp;1.27% |
| Portfolio Turnover Rate<sup>3</sup> | 76%<sup>4</sup> | &nbsp;&nbsp;&nbsp;169% | &nbsp;&nbsp;&nbsp;228% | &nbsp;&nbsp;&nbsp;395% | &nbsp;&nbsp;&nbsp;426% | &nbsp;&nbsp;&nbsp;414% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.02%. |
| 3 | Includes 23%, 34%, 73%, 206%, 146%, and 151%, respectively, attributable to mortgage-dollar-roll activity. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Institutional Intermediate-Term Bond Fund

Notes to Financial Statements

Vanguard Institutional Intermediate-Term Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund has been established by Vanguard as an investment vehicle for certain collective trusts and other accounts managed by Vanguard or its affiliates and qualifying education savings plans. The fund is offered to investors who meet certain administrative and service criteria and invest a minimum of $10 million.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At March 31, 2026, counterparties had deposited in segregated accounts securities with a value of $1,063,000 and cash of $2,780,000 in connection with TBA transactions.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

5. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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Institutional Intermediate-Term Bond Fund

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 8% and 2% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

6. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

7. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an

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Institutional Intermediate-Term Bond Fund

asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented less than 1% and 4% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.

8. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

9. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

10. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

11. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $707,000, representing less than 0.01% of the fund's net assets and 0.28% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

Institutional Intermediate-Term Bond Fund

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12828570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12828570 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7370411 | &nbsp;&nbsp;&nbsp;26480 | &nbsp;&nbsp;&nbsp;&nbsp;7396891 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9135009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9135009 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1019738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1019738 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123573 |
| Temporary Cash Investments | 82681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82681 |
| Total | 82681 | &nbsp;&nbsp;&nbsp;30477301 | &nbsp;&nbsp;&nbsp;26480 | &nbsp;&nbsp;&nbsp;30586462 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Total | &nbsp;&nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(8161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8161) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1257) |
| Total | &nbsp;&nbsp;(8161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9428) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1822 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Total Assets | &nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1846 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (8161) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(8161) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | (1257) | &nbsp;&nbsp;(1257) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| Total Liabilities | (8161) | (10) | (1257) | &nbsp;&nbsp;(9428) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (21691) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(21691) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | (966) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(966) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | (672) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(672) |
| Realized Net Gain (Loss) on Derivatives | (21691) | (672) | (966) | &nbsp;&nbsp;(23329) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(9479) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9479) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | (950) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(950) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(9479) | &nbsp;&nbsp;&nbsp;&nbsp;51 | (950) | &nbsp;&nbsp;(10378) |

---

------

Institutional Intermediate-Term Bond Fund

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;30667091 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259696 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347907) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88211) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $2,678,276,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

G. During the six months ended March 31, 2026, the fund purchased $3,432,882,000 of investment securities and sold $3,130,903,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $19,513,465,000 and $19,618,268,000, respectively. In addition, the fund purchased and sold investment securities of $70,994,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

H. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;Year Ended<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;37805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85399 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;26865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65225 |
| Redeemed | (102402) | &nbsp;&nbsp;&nbsp;(141876) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;(37732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8748 |

---

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

Q4652 052026

------

![](tm2611750d3mulsecincbdeti001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Multi-Sector Income Bond ETF

------

Contents

Financial Statements 1 <br>

------

Multi-Sector Income Bond ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** | **U.S. Government and Agency Obligations (3.0%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>1,2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027–6/30/2027 | &nbsp;&nbsp;3849 | &nbsp;&nbsp;3847 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;1231 | &nbsp;&nbsp;1240 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| **Total U.S. Government and Agency Obligations (Cost $6,054)** | **Total U.S. Government and Agency Obligations (Cost $6,054)** | **Total U.S. Government and Agency Obligations (Cost $6,054)** | **Total U.S. Government and Agency Obligations (Cost $6,054)** | **Total U.S. Government and Agency Obligations (Cost $6,054)** | **6017** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (9.6%)** |
| **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>3,4</sup> | Securitized Term Auto Receivables Trust Series 2026-A | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;3/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**228** |
| **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** | **Cayman Islands (0.4%)** |
| <sup>3,4</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,5</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.168% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA, TSFR3M + 1.250% | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;4.792% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3,4</sup> | CIFC Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.112% | &nbsp;&nbsp;1/21/2037 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3,4,6,7</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;4.911% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3,4,6,7</sup> | Rowe CLO Ltd. Series 2026-1A | &nbsp;&nbsp;5.231% | &nbsp;&nbsp;4/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**849** |
| **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** |
| <sup>3,4</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| **Jersey, C.I. (0.1%)** | **Jersey, C.I. (0.1%)** | **Jersey, C.I. (0.1%)** | **Jersey, C.I. (0.1%)** | **Jersey, C.I. (0.1%)** | **Jersey, C.I. (0.1%)** |
| <sup>3,4</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| **United States (8.9%)** | **United States (8.9%)** | **United States (8.9%)** | **United States (8.9%)** | **United States (8.9%)** | **United States (8.9%)** |
| <sup>3,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>3,4</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3,4</sup> | Affirm Master Trust Series 2026-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>3,4</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>3,4</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/2041 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>3,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3,4</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4</sup> | AMSR Trust Series 2026-SFR1 | &nbsp;&nbsp;3.775% | &nbsp;&nbsp;4/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;4.560% | &nbsp;&nbsp;10/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,4</sup> | AutoNation Finance Trust Series 2026-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;1/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>3,4</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>3,4</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | Bridgecrest Lending Auto Securitization Trust Series 2026-1 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>3,4</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>3,4</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,4,5</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;4.772% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.540% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4</sup> | CarMax Auto Owner Trust Series 2026-1 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3,4</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>3,4</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;4.897% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3,4</sup> | Compass Datacenters Issuer III LLC Series 2026-1A | &nbsp;&nbsp;5.289% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>3,4</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;376 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;4.812% | &nbsp;&nbsp;9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>3,4,5</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.662% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;161 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/2049 | &nbsp;&nbsp;374 | &nbsp;&nbsp;370 |
| <sup>3,4</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;120 | &nbsp;&nbsp;119 |
| <sup>3,4</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;220 | &nbsp;&nbsp;219 |
| <sup>4</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;230 | &nbsp;&nbsp;229 |
| <sup>3,4</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;4.802% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;100 | &nbsp;&nbsp;101 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;198 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;118 |
| <sup>4</sup> | Exeter Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;280 | &nbsp;&nbsp;277 |
| <sup>3,4</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;330 | &nbsp;&nbsp;330 |
| <sup>3,4</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,4,5,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.612% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;395 | &nbsp;&nbsp;394 |
| <sup>3,4</sup> | GLS Auto Select Receivables Issuer Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;130 | &nbsp;&nbsp;128 |
| <sup>4</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4,6</sup> | Goldentree Loan Management US CLO 28 Ltd. Series 2026-28A | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;10/20/2039 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;200 | &nbsp;&nbsp;200 |
| <sup>3,4</sup> | Huntington Bank Auto Credit-Linked Notes Series 2026-1 | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;2/20/2034 | &nbsp;&nbsp;250 | &nbsp;&nbsp;249 |
| <sup>4</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,4</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.554% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;373 | &nbsp;&nbsp;379 |
| <sup>3,4</sup> | Jersey Mike's Funding LLC Series 2026-1A | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;190 | &nbsp;&nbsp;187 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;250 | &nbsp;&nbsp;253 |
| <sup>3,4</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>3,4</sup> | LBTY Commercial Mortgage Trust Series 2026-225L | &nbsp;&nbsp;4.593% | &nbsp;&nbsp;2/10/2043 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>3,4</sup> | M&T Bank RV Trust Series 2026-1A | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/15/2046 | &nbsp;&nbsp;172 | &nbsp;&nbsp;170 |
| <sup>4</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;325 | &nbsp;&nbsp;334 |
| <sup>3,4</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3,4</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>3,4</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3,4</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;200 | &nbsp;&nbsp;200 |
| <sup>3,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;220 | &nbsp;&nbsp;208 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;220 | &nbsp;&nbsp;205 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;260 | &nbsp;&nbsp;251 |
| <sup>3,4</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3,4</sup> | QTS Issuer ABS II LLC Series 2026-1A | &nbsp;&nbsp;5.364% | &nbsp;&nbsp;1/5/2056 | &nbsp;&nbsp;500 | &nbsp;&nbsp;489 |
| <sup>3,4</sup> | QTS Issuer ABS II LLC Series 2026-4A | &nbsp;&nbsp;5.704% | &nbsp;&nbsp;3/5/2056 | &nbsp;&nbsp;170 | &nbsp;&nbsp;170 |
| <sup>3,4,5</sup> | Red Oak Funding Master Trust Series 2025-1A, SOFR30A + 2.000% | &nbsp;&nbsp;5.673% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;375 | &nbsp;&nbsp;377 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;240 | &nbsp;&nbsp;241 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;180 | &nbsp;&nbsp;179 |
| <sup>4</sup> | Santander Drive Auto Receivables Trust Series 2026-1 | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;220 | &nbsp;&nbsp;217 |
| <sup>3,4</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;200 |
| <sup>3,4</sup> | SFS Auto Receivables Securitization Trust Series 2026-1A | &nbsp;&nbsp;4.460% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;230 | &nbsp;&nbsp;226 |
| <sup>3,4</sup> | SoFi Consumer Loan Program Trust Series 2026-1 | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;12/26/2035 | &nbsp;&nbsp;130 | &nbsp;&nbsp;129 |
| <sup>3,4</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;120 | &nbsp;&nbsp;117 |
| <sup>3,4</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;220 | &nbsp;&nbsp;217 |
| <sup>3,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3,4</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;500 | &nbsp;&nbsp;501 |
| <sup>3,4</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3,4</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;104 | &nbsp;&nbsp;104 |
| <sup>3,4</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;206 | &nbsp;&nbsp;206 |
| <sup>3,4</sup> | US Bank NA Series 2026-RVM1 | &nbsp;&nbsp;5.595% | &nbsp;&nbsp;12/25/2046 | &nbsp;&nbsp;250 | &nbsp;&nbsp;249 |
| <sup>3,4</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;290 | &nbsp;&nbsp;286 |
| <sup>3,4</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;110 | &nbsp;&nbsp;108 |
| <sup>3,4</sup> | VB-S1 Issuer LLC Series 2026-1A | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;3/15/2056 | &nbsp;&nbsp;170 | &nbsp;&nbsp;167 |
| <sup>3,4</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3,4</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;110 | &nbsp;&nbsp;108 |
| <sup>3,4</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;6/16/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;198 |
| <sup>3,4</sup> | Westlake Automobile Receivables Trust Series 2026-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;140 | &nbsp;&nbsp;139 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  |  |  |  |  | &nbsp;&nbsp;**17892** |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $19,374)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $19,374)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $19,374)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $19,374)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $19,374)** | **19319** |
| **Corporate Bonds (70.7%)** | **Corporate Bonds (70.7%)** | **Corporate Bonds (70.7%)** | **Corporate Bonds (70.7%)** | **Corporate Bonds (70.7%)** | **Corporate Bonds (70.7%)** |
| **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** | **Australia (0.1%)** |
| <sup>3,7</sup> | Glencore Funding LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| **Canada (1.6%)** | **Canada (1.6%)** | **Canada (1.6%)** | **Canada (1.6%)** | **Canada (1.6%)** | **Canada (1.6%)** |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>3</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>3</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>3</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Enbridge Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>3</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.456% | &nbsp;&nbsp;6/8/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3148** |
| **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** | **Denmark (0.3%)** |
| <sup>3</sup> | Danske Bank A/S | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>3</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**713** |
| **France (1.2%)** | **France (1.2%)** | **France (1.2%)** | **France (1.2%)** | **France (1.2%)** | **France (1.2%)** |
| <sup>3</sup> | Altice France SA | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>3</sup> | Altice France SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>3,9</sup> | Betclic Everest Group SAS | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>3</sup> | BNP Paribas SA | &nbsp;&nbsp;4.916% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>3</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| <sup>3</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>3</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | TotalEnergies Capital USA LLC | &nbsp;&nbsp;4.569% | &nbsp;&nbsp;1/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2389** |
| **Germany (0.9%)** | **Germany (0.9%)** | **Germany (0.9%)** | **Germany (0.9%)** | **Germany (0.9%)** | **Germany (0.9%)** |
| <sup>4</sup> | Deutsche Bank AG | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.882% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>3</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;1035 |
| <sup>3</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/23/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1807** |
| **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** |
| <sup>4</sup> | Energuate Trust 2 0 | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| **Hong Kong (0.3%)** | **Hong Kong (0.3%)** | **Hong Kong (0.3%)** | **Hong Kong (0.3%)** | **Hong Kong (0.3%)** | **Hong Kong (0.3%)** |
| <sup>3</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** | **Ireland (1.0%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/10/2034 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>3</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>3</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>3</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | Smurfit Westrock Financing DAC | &nbsp;&nbsp;5.418% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>3</sup> | Virgin Media O2 Vendor Financing Notes VI DAC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1955** |
| **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** | **Israel (0.2%)** |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Italy (0.2%)** | **Italy (0.2%)** | **Italy (0.2%)** | **Italy (0.2%)** | **Italy (0.2%)** | **Italy (0.2%)** |
| <sup>3</sup> | ENEL Finance International NV | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| **Japan (0.9%)** | **Japan (0.9%)** | **Japan (0.9%)** | **Japan (0.9%)** | **Japan (0.9%)** | **Japan (0.9%)** |
|  | Honda Motor Co. Ltd. | &nbsp;&nbsp;4.688% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;1/14/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.309% | &nbsp;&nbsp;7/20/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3,7</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;4.748% | &nbsp;&nbsp;4/2/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;4.494% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
|  |  |  |  |  | &nbsp;&nbsp;**1848** |
| **Macao (0.8%)** | **Macao (0.8%)** | **Macao (0.8%)** | **Macao (0.8%)** | **Macao (0.8%)** | **Macao (0.8%)** |
| <sup>3</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>3</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>3</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  |  |  |  |  | &nbsp;&nbsp;**1713** |
| **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** | **Netherlands (0.1%)** |
| <sup>3</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>3</sup> | Ziggo BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**128** |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>3</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** | **South Africa (0.1%)** |
| <sup>4</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** | **Spain (0.2%)** |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;7.883% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;3/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Banco Santander SA | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Banco Santander SA | &nbsp;&nbsp;4.175% | &nbsp;&nbsp;3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Banco Santander SA | &nbsp;&nbsp;6.033% | &nbsp;&nbsp;1/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**368** |
| **Switzerland (0.8%)** | **Switzerland (0.8%)** | **Switzerland (0.8%)** | **Switzerland (0.8%)** | **Switzerland (0.8%)** | **Switzerland (0.8%)** |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/2030 | &nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>3</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  |  |  |  |  | &nbsp;&nbsp;**1711** |
| **United Kingdom (2.4%)** | **United Kingdom (2.4%)** | **United Kingdom (2.4%)** | **United Kingdom (2.4%)** | **United Kingdom (2.4%)** | **United Kingdom (2.4%)** |
| <sup>3</sup> | Ardonagh Group Finance Ltd. | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Barclays plc | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;2/24/2037 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.462% | &nbsp;&nbsp;9/6/2029 | &nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>3</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3,9</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>3</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>3</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>4</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/2029 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;3/3/2031 | &nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>4</sup> | NatWest Group plc | &nbsp;&nbsp;4.892% | &nbsp;&nbsp;5/18/2029 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>3</sup> | Virgin Media Secured Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;549 |
|  |  |  |  |  | &nbsp;&nbsp;**4888** |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value•  ($000)** |
| **United States (59.3%)** | **United States (59.3%)** | **United States (59.3%)** | **United States (59.3%)** | **United States (59.3%)** | **United States (59.3%)** |
| <sup>3</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Abbott Laboratories | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;543 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>3</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>3</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>3</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
|  | Airbnb Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>3</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>3</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>3</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>3</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | Allison Transmission Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>3</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/13/2031 | &nbsp;&nbsp;1535 | &nbsp;&nbsp;1523 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>3</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>3</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | American Express Co. | &nbsp;&nbsp;4.918% | &nbsp;&nbsp;7/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;401 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/5/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | American International Group Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
|  | Amgen Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;2/19/2031 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>3</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3</sup> | APLD ComputeCo 2 LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>3</sup> | Apollo Management Holdings LP | &nbsp;&nbsp;4.872% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>4</sup> | Appalachian Power Co. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>3</sup> | ARC Falcon I Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>3,9</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>3</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;437 |
| <sup>3</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>3</sup> | Asurion LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>3</sup> | Asurion LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>3</sup> | AthenaHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>3</sup> | Atkore Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Augusta SpinCo Corp. | &nbsp;&nbsp;4.945% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | Aviation Capital Group LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Baker Hughes Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | Bank of America Corp. | &nbsp;&nbsp;1.922% | &nbsp;&nbsp;10/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.687% | &nbsp;&nbsp;4/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.288% | &nbsp;&nbsp;4/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.464% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>3</sup> | Bath & Body Works Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>3</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.539% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3,10</sup> | Beach Acquisition Bidco LLC, 10.750% PIK or 10.000% Cash | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>3</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | Black Pearl Compute LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>3</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;644 |
| <sup>3</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | Boeing Co. | &nbsp;&nbsp;6.388% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
| <sup>3</sup> | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | Boyne USA Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| <sup>3</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>3</sup> | Burford Capital Global Finance LLC | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>3</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>3</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.927% | &nbsp;&nbsp;5/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;4.722% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;1210 | &nbsp;&nbsp;1192 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>3</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
| <sup>3</sup> | CCO Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Cencora Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/13/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | CenterPoint Energy Resources Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>3</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>3</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>3</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>3</sup> | Chemours Co. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>3</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>3</sup> | Churchill Downs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>4</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;611 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>3</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>3</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>3</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;493 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Clean Harbors Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>3</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;200 | &nbsp;&nbsp;200 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;180 | &nbsp;&nbsp;178 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;615 | &nbsp;&nbsp;588 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;280 | &nbsp;&nbsp;279 |
| <sup>3</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;115 | &nbsp;&nbsp;112 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;375 | &nbsp;&nbsp;362 |
| <sup>3</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;370 | &nbsp;&nbsp;352 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;235 | &nbsp;&nbsp;241 |
| <sup>3</sup> | CNX Resources Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;110 | &nbsp;&nbsp;107 |
|  | Commercial Metals Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>3</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | CommonSpirit Health | &nbsp;&nbsp;3.347% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;525 | &nbsp;&nbsp;503 |
| <sup>3</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;133 | &nbsp;&nbsp;143 |
| <sup>3</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;195 | &nbsp;&nbsp;202 |
| <sup>3</sup> | CompoSecure Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;145 | &nbsp;&nbsp;145 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;550 | &nbsp;&nbsp;516 |
| <sup>3</sup> | Cox Communications Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;150 | &nbsp;&nbsp;156 |
| <sup>3</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;510 | &nbsp;&nbsp;497 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;243 | &nbsp;&nbsp;240 |
|  | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;360 | &nbsp;&nbsp;360 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/2028 | &nbsp;&nbsp;200 | &nbsp;&nbsp;202 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.250% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;170 | &nbsp;&nbsp;139 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>3</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/21/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;270 | &nbsp;&nbsp;277 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/20/2035 | &nbsp;&nbsp;150 | &nbsp;&nbsp;144 |
| <sup>3</sup> | Cyprium Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Cyprium Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | Darling Ingredients Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;190 | &nbsp;&nbsp;190 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;380 | &nbsp;&nbsp;365 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;250 | &nbsp;&nbsp;256 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;283 | &nbsp;&nbsp;298 |
| <sup>3</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;230 | &nbsp;&nbsp;230 |
| <sup>3</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;337 | &nbsp;&nbsp;344 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;220 | &nbsp;&nbsp;195 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;195 | &nbsp;&nbsp;130 |
| <sup>4</sup> | Discovery Global Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>3</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;215 | &nbsp;&nbsp;222 |
| <sup>4</sup> | Dominion Energy Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;150 | &nbsp;&nbsp;143 |
|  | Duke Energy Corp. | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Eaton Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | eBay Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;542 | &nbsp;&nbsp;528 |
| <sup>3</sup> | Endo Finance Holdings LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;150 | &nbsp;&nbsp;157 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;178 | &nbsp;&nbsp;175 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;615 | &nbsp;&nbsp;586 |
| <sup>3</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3</sup> | Entegris Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | EOG Resources Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;155 | &nbsp;&nbsp;157 |
|  | Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;178 | &nbsp;&nbsp;173 |
|  | ERP Operating LP | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Esab Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>3</sup> | EW Scripps Co. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;175 | &nbsp;&nbsp;183 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;46 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | Exelon Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;205 | &nbsp;&nbsp;210 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;192 | &nbsp;&nbsp;189 |
| <sup>3</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;195 | &nbsp;&nbsp;192 |
| <sup>3</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3</sup> | Fedex Freight Holding Co. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;197 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/10/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;109 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;120 | &nbsp;&nbsp;124 |
| <sup>3</sup> | First Student Bidco Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | FirstEnergy Corp. | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;300 | &nbsp;&nbsp;278 |
| <sup>3</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>3</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;275 | &nbsp;&nbsp;277 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;385 | &nbsp;&nbsp;249 |
| <sup>3</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.753% | &nbsp;&nbsp;4/6/2033 | &nbsp;&nbsp;200 | &nbsp;&nbsp;196 |
| <sup>3</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;300 | &nbsp;&nbsp;314 |
| <sup>3</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;700 | &nbsp;&nbsp;721 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;450 | &nbsp;&nbsp;451 |
| <sup>3</sup> | Freedom Mortgage Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;310 | &nbsp;&nbsp;314 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.125% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
| <sup>3</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;330 | &nbsp;&nbsp;310 |
| <sup>3</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;765 | &nbsp;&nbsp;784 |
|  | GE Vernova Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | General Motors Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;200 | &nbsp;&nbsp;206 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;250 | &nbsp;&nbsp;252 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/2028 | &nbsp;&nbsp;250 | &nbsp;&nbsp;240 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/2029 | &nbsp;&nbsp;360 | &nbsp;&nbsp;362 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/8/2031 | &nbsp;&nbsp;350 | &nbsp;&nbsp;345 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/12/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Genesis Energy LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | Genesis Energy LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | GFL Environmental Holdings US Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;125 | &nbsp;&nbsp;121 |
| <sup>3</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;108 | &nbsp;&nbsp;116 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;635 | &nbsp;&nbsp;629 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/2030 | &nbsp;&nbsp;150 | &nbsp;&nbsp;155 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.049% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;155 | &nbsp;&nbsp;157 |
| <sup>4</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.369% | &nbsp;&nbsp;10/21/2031 | &nbsp;&nbsp;120 | &nbsp;&nbsp;118 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.536% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;100 | &nbsp;&nbsp;102 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;399 | &nbsp;&nbsp;390 |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>3</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;565 | &nbsp;&nbsp;564 |
| <sup>3</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;255 | &nbsp;&nbsp;255 |
| <sup>3</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;140 | &nbsp;&nbsp;141 |
| <sup>3</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;845 | &nbsp;&nbsp;844 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | HCA Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;9/29/2031 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;205 | &nbsp;&nbsp;210 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;115 | &nbsp;&nbsp;118 |
| <sup>3</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;650 | &nbsp;&nbsp;647 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;150 | &nbsp;&nbsp;133 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;182 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;255 | &nbsp;&nbsp;254 |
| <sup>3</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;105 | &nbsp;&nbsp;103 |
|  | Hilton Worldwide Finance LLC | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | Honeywell Aerospace Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/16/2031 | &nbsp;&nbsp;133 | &nbsp;&nbsp;132 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;225 | &nbsp;&nbsp;222 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>3</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>3</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.605% | &nbsp;&nbsp;1/28/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Intel Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;216 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | Intel Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | Intel Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>3</sup> | IQVIA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>3</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | JBS NV | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | JBS NV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | JBS NV | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;467 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;4/14/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>3</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>3</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>3</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.963% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.193% | &nbsp;&nbsp;2/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>3</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Lamar Media Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Lamar Media Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>3</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | Leidos Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>3</sup> | LifePoint Health Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>3</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>3</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>3</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>3</sup> | Magnera Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>3</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3</sup> | Matador Resources Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>3</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>3</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | McKesson Corp. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>3</sup> | Men's Wearhouse LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>3</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>3</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;363 |
| <sup>3</sup> | Moog Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>4</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>4</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>4</sup> | Morgan Stanley Private Bank NA | &nbsp;&nbsp;4.213% | &nbsp;&nbsp;2/8/2030 | &nbsp;&nbsp;1880 | &nbsp;&nbsp;1860 |
| <sup>9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;0.993% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;222 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;227 |
| <sup>3</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;415 | &nbsp;&nbsp;421 |
|  | Navient Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;200 | &nbsp;&nbsp;184 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;355 | &nbsp;&nbsp;352 |
| <sup>3</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;130 | &nbsp;&nbsp;134 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;470 | &nbsp;&nbsp;459 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;185 | &nbsp;&nbsp;170 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;200 | &nbsp;&nbsp;160 |
| <sup>3</sup> | Nexstar Media Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3</sup> | Nexstar Media Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>3</sup> | Nexstar Media Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;295 | &nbsp;&nbsp;297 |
| <sup>3,7</sup> | Nexstar Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;130 | &nbsp;&nbsp;130 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;125 | &nbsp;&nbsp;128 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;695 | &nbsp;&nbsp;668 |
| <sup>3</sup> | Noble Finance II LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;103 |
|  | Northern Trust Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;11/2/2032 | &nbsp;&nbsp;155 | &nbsp;&nbsp;166 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/18/2033 | &nbsp;&nbsp;180 | &nbsp;&nbsp;179 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/18/2036 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;770 | &nbsp;&nbsp;729 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3</sup> | Novelis Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;270 | &nbsp;&nbsp;270 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>3</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;470 | &nbsp;&nbsp;473 |
| <sup>3,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;105 | &nbsp;&nbsp;109 |
| <sup>3,7</sup> | OAK-Eagle Acquireco Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Ohio Power Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;130 | &nbsp;&nbsp;127 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;265 | &nbsp;&nbsp;253 |
| <sup>3</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;555 | &nbsp;&nbsp;530 |
|  | Omnicom Group Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/2/2029 | &nbsp;&nbsp;240 | &nbsp;&nbsp;237 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;210 | &nbsp;&nbsp;206 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;400 | &nbsp;&nbsp;402 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;170 | &nbsp;&nbsp;166 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;194 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;67 |
|  | Oracle Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;2/4/2029 | &nbsp;&nbsp;106 | &nbsp;&nbsp;105 |
|  | Oracle Corp. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;400 | &nbsp;&nbsp;365 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;170 | &nbsp;&nbsp;164 |
|  | Oracle Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/4/2031 | &nbsp;&nbsp;244 | &nbsp;&nbsp;239 |
|  | Oracle Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;3/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Oracle Corp. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Oracle Corp. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/4/2033 | &nbsp;&nbsp;698 | &nbsp;&nbsp;679 |
|  | Oracle Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/8/2034 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Oracle Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/3/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>3</sup> | Organon & Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>3</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;480 | &nbsp;&nbsp;426 |
| <sup>3</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;275 | &nbsp;&nbsp;264 |
| <sup>3</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;189 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;550 | &nbsp;&nbsp;569 |
| <sup>3</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;610 | &nbsp;&nbsp;611 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;180 | &nbsp;&nbsp;172 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/2043 | &nbsp;&nbsp;225 | &nbsp;&nbsp;156 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/19/2050 | &nbsp;&nbsp;230 | &nbsp;&nbsp;137 |
| <sup>3</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;290 | &nbsp;&nbsp;284 |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;150 | &nbsp;&nbsp;144 |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;201 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;120 | &nbsp;&nbsp;116 |
|  | Plains All American Pipeline LP | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.373% | &nbsp;&nbsp;7/21/2036 | &nbsp;&nbsp;200 | &nbsp;&nbsp;202 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.423% | &nbsp;&nbsp;1/25/2041 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;240 | &nbsp;&nbsp;223 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;175 | &nbsp;&nbsp;172 |
|  | PPL Capital Funding Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Progressive Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Progressive Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/26/2036 | &nbsp;&nbsp;150 | &nbsp;&nbsp;150 |
| <sup>4</sup> | Public Service Co. of Colorado | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;300 | &nbsp;&nbsp;265 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;175 | &nbsp;&nbsp;174 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;500 | &nbsp;&nbsp;440 |
| <sup>3</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;250 | &nbsp;&nbsp;250 |
| <sup>3</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;235 | &nbsp;&nbsp;239 |
| <sup>3</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;310 | &nbsp;&nbsp;315 |
| <sup>3</sup> | QXO Building Products Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;420 | &nbsp;&nbsp;428 |
| <sup>3</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;203 |
| <sup>3</sup> | Range Resources Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;300 | &nbsp;&nbsp;292 |
| <sup>4</sup> | Regal Rexnord Corp. | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;106 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>3</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;265 | &nbsp;&nbsp;270 |
| <sup>3</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>3</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;125 | &nbsp;&nbsp;125 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;582 | &nbsp;&nbsp;588 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>3</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;372 | &nbsp;&nbsp;376 |
| <sup>3</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;320 | &nbsp;&nbsp;320 |
| <sup>3</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;110 | &nbsp;&nbsp;105 |
| <sup>3</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;140 | &nbsp;&nbsp;136 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;130 | &nbsp;&nbsp;138 |
| <sup>3</sup> | Ryan Specialty LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>3</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;185 | &nbsp;&nbsp;183 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;208 | &nbsp;&nbsp;205 |
|  | Salesforce Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;700 | &nbsp;&nbsp;701 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>3</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;205 | &nbsp;&nbsp;190 |
|  | Service Corp. International | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;200 | &nbsp;&nbsp;198 |
| <sup>3</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Service Properties Trust | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>3</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;180 | &nbsp;&nbsp;177 |
| <sup>3</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>3</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;140 | &nbsp;&nbsp;140 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;150 | &nbsp;&nbsp;148 |
|  | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;270 | &nbsp;&nbsp;284 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;415 | &nbsp;&nbsp;424 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;430 | &nbsp;&nbsp;476 |
| <sup>3</sup> | SM Energy Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;145 | &nbsp;&nbsp;145 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>4</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;400 | &nbsp;&nbsp;387 |
|  | Southern Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;125 | &nbsp;&nbsp;126 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;119 |
| <sup>3</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;580 | &nbsp;&nbsp;581 |
| <sup>3</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;201 |
| <sup>3</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3</sup> | Standard Industries Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;150 | &nbsp;&nbsp;156 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;7/15/2026 | &nbsp;&nbsp;160 | &nbsp;&nbsp;159 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>3</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>3</sup> | SV RNO Property Owner 1 LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>3</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>3</sup> | Takeoff Merger Sub Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>3</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>3</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>3</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Teleflex Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>3</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3</sup> | TopBuild Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>3</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;1102 |
| <sup>3</sup> | TransDigm Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>3</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>4</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | United Airlines Holdings Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>3</sup> | United Wholesale Mortgage LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>3</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | US Bancorp | &nbsp;&nbsp;2.491% | &nbsp;&nbsp;11/3/2036 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
| <sup>3</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>3</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>3</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>3</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>3</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;551 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>3</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
|  | Wachovia Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>3</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>3</sup> | Wayfair LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.211% | &nbsp;&nbsp;12/3/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/15/2035 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>3</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>3</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>3</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>3</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>3</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  |  |  |  |  | &nbsp;&nbsp;**119723** |
| **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>3</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**248** |
| **Total Corporate Bonds (Cost $144,308)** | **Total Corporate Bonds (Cost $144,308)** | **Total Corporate Bonds (Cost $144,308)** | **Total Corporate Bonds (Cost $144,308)** | **Total Corporate Bonds (Cost $144,308)** | **142785** |
| **Floating Rate Loan Interests (2.1%)** | **Floating Rate Loan Interests (2.1%)** | **Floating Rate Loan Interests (2.1%)** | **Floating Rate Loan Interests (2.1%)** | **Floating Rate Loan Interests (2.1%)** | **Floating Rate Loan Interests (2.1%)** |
| **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** | **France (0.0%)** |
| <sup>5</sup> | Betclic Everest Group First Lien Term Loan B, TSFR12M + 2.750% | &nbsp;&nbsp;6.174% | &nbsp;&nbsp;12/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** |
| <sup>5</sup> | Boots Group Finco LP First Lien Closing Date Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.924% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| **United States (2.0%)** | **United States (2.0%)** | **United States (2.0%)** | **United States (2.0%)** | **United States (2.0%)** | **United States (2.0%)** |
| <sup>5</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.918% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>5</sup> | Bausch + Lomb Corp. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>5</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Belron Finance 2019 LLC First Lien Term Loan B, TSFR3M + 2.000% | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>5</sup> | Central Parent LLC First Lien Refinancing Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.418% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
| <sup>5</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>5</sup> | Cloud Software Group Inc. First Lien Incremental Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>5</sup> | Dayforce Bidco LLC First Lien Initial Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.661% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>5</sup> | Endo Finance Holdings LP First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>5</sup> | First Student Bidco Inc. First Lien Initial Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>5</sup> | First Student Bidco Inc. First Lien Initial Term Loan C, TSFR3M + 2.250% | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>5</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;5.877% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>5</sup> | Graham Packaging Co. Inc. First Lien Initial Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.918% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR3M + 3.000% | &nbsp;&nbsp;6.675% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>5</sup> | Hologic Inc. First Lien Term Loan B, TSFR12M + 2.250% | &nbsp;&nbsp;5.755% | &nbsp;&nbsp;1/14/2033 | &nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>5</sup> | Light & Wonder International Inc. First Lien Term Loan B-3, TSFR1M + 2.000% | &nbsp;&nbsp;5.675% | &nbsp;&nbsp;4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Magnera Corp. First Lien Term Loan, TSFR3M + 4.250% | &nbsp;&nbsp;7.923% | &nbsp;&nbsp;11/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>5</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.668% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>5</sup> | Men's Wearhouse Inc. First Lien Initial Term Loan, TSFR3M + 5.750% | &nbsp;&nbsp;9.421% | &nbsp;&nbsp;1/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-1, TSFR12M + 3.500% | &nbsp;&nbsp;6.967% | &nbsp;&nbsp;3/23/2033 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>5,9</sup> | OAK-Eagle Acquireco Inc. First Lien Term Loan B-2, EURIBOR12M + 3.500% | &nbsp;&nbsp;5.956% | &nbsp;&nbsp;3/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>5</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>5</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR1M + 2.000% | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.418% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>5</sup> | Sazerac Co. Inc. First Lien Term Loan B-2, TSFR1M + 2.000% | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;7/9/2032 | &nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>5</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5</sup> | TKO Worldwide Holdings LLC First Lien Term Loan B-5, TSFR3M + 2.000% | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;11/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | TransDigm Inc. First Lien Term Loan N, TSFR3M + 2.500% | &nbsp;&nbsp;6.160% | &nbsp;&nbsp;2/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>5</sup> | Versant Media Group Inc. First Lien Initial Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  |  |  |  |  | &nbsp;&nbsp;**4153** |
| **Total Floating Rate Loan Interests (Cost $4,384)** | **Total Floating Rate Loan Interests (Cost $4,384)** | **Total Floating Rate Loan Interests (Cost $4,384)** | **Total Floating Rate Loan Interests (Cost $4,384)** | **Total Floating Rate Loan Interests (Cost $4,384)** | **4298** |
| **Sovereign Bonds (12.1%)** | **Sovereign Bonds (12.1%)** | **Sovereign Bonds (12.1%)** | **Sovereign Bonds (12.1%)** | **Sovereign Bonds (12.1%)** | **Sovereign Bonds (12.1%)** |
| **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/2030 | &nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>4</sup> | Argentine Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/9/2046 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
|  |  |  |  |  | &nbsp;&nbsp;**1522** |
| **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** | **Bahrain (0.1%)** |
| <sup>3,4</sup> | Kingdom of Bahrain | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;2/3/2038 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;188 |
| **Benin (0.2%)** | **Benin (0.2%)** | **Benin (0.2%)** | **Benin (0.2%)** | **Benin (0.2%)** | **Benin (0.2%)** |
| <sup>3,4</sup> | Benin Government Bond | &nbsp;&nbsp;7.960% | &nbsp;&nbsp;2/13/2038 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | Benin Government Bond | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**394** |
| **Brazil (0.4%)** | **Brazil (0.4%)** | **Brazil (0.4%)** | **Brazil (0.4%)** | **Brazil (0.4%)** | **Brazil (0.4%)** |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;813 |
| **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** | **Chile (0.1%)** |
| <sup>4</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| **Colombia (0.5%)** | **Colombia (0.5%)** | **Colombia (0.5%)** | **Colombia (0.5%)** | **Colombia (0.5%)** | **Colombia (0.5%)** |
|  | Ecopetrol SA | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/2/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;403 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | Republic of Colombia | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**974** |
| **Dominican Republic (0.8%)** | **Dominican Republic (0.8%)** | **Dominican Republic (0.8%)** | **Dominican Republic (0.8%)** | **Dominican Republic (0.8%)** | **Dominican Republic (0.8%)** |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;1235 | &nbsp;&nbsp;1278 |
|  |  |  |  |  | &nbsp;&nbsp;**1687** |
| **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** | **Ecuador (0.3%)** |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;313 |
| <sup>4</sup> | Republic of Ecuador | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2040 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;235 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**548** |
| **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** | **Egypt (0.4%)** |
| <sup>4</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;721 |
| **El Salvador (0.4%)** | **El Salvador (0.4%)** | **El Salvador (0.4%)** | **El Salvador (0.4%)** | **El Salvador (0.4%)** | **El Salvador (0.4%)** |
| <sup>4</sup> | Republic of El Salvador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;778 |
| **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** | **Guatemala (0.3%)** |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | Republic of Guatemala | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;10/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**713** |
| **Hungary (0.6%)** | **Hungary (0.6%)** | **Hungary (0.6%)** | **Hungary (0.6%)** | **Hungary (0.6%)** | **Hungary (0.6%)** |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>9</sup> | Republic of Hungary | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>4,9</sup> | Republic of Hungary | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>3,4</sup> | Republic of Hungary | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>4</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;203 |
|  |  |  |  |  | &nbsp;&nbsp;**1171** |
| **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** |
| <sup>4</sup> | Republic of Indonesia | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Republic of Indonesia | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;1/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;562 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>9</sup> | Republic of Indonesia | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;3/4/2034 | &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;442 |
|  |  |  |  |  | &nbsp;&nbsp;**1103** |
| **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** |
| <sup>4</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| **Jordan (0.2%)** | **Jordan (0.2%)** | **Jordan (0.2%)** | **Jordan (0.2%)** | **Jordan (0.2%)** | **Jordan (0.2%)** |
| <sup>4</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
| **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** | **Kenya (0.1%)** |
| <sup>3,4</sup> | Republic of Kenya | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;2/26/2039 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| **Mexico (2.3%)** | **Mexico (2.3%)** | **Mexico (2.3%)** | **Mexico (2.3%)** | **Mexico (2.3%)** | **Mexico (2.3%)** |
| <sup>4</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;1542 | &nbsp;&nbsp;1621 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/28/2060 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1132 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>9</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/9/2056 | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| <sup>4</sup> | United Mexican States | &nbsp;&nbsp;3.771% | &nbsp;&nbsp;5/24/2061 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
|  |  |  |  |  | &nbsp;&nbsp;**4559** |
| **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** | **Morocco (0.1%)** |
| <sup>4</sup> | Kingdom of Morocco | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** | **Nigeria (0.1%)** |
| <sup>4</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** | **Pakistan (0.1%)** |
| <sup>4</sup> | Pakistan Global Sukuk Programme Co. Ltd. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| **Panama (0.1%)** | **Panama (0.1%)** | **Panama (0.1%)** | **Panama (0.1%)** | **Panama (0.1%)** | **Panama (0.1%)** |
| <sup>4</sup> | Republic of Panama | &nbsp;&nbsp;5.227% | &nbsp;&nbsp;2/23/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| **Paraguay (0.1%)** | **Paraguay (0.1%)** | **Paraguay (0.1%)** | **Paraguay (0.1%)** | **Paraguay (0.1%)** | **Paraguay (0.1%)** |
| <sup>3,4</sup> | Paraguay Government Bond | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** |
|  | Republic of the Philippines | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** | **Poland (0.3%)** |
| <sup>4,11</sup> | Bank Gospodarstwa Krajowego | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/9/2054 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;563 |
| <sup>4</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**651** |
| **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** | **Romania (0.5%)** |
| <sup>4</sup> | Republic of Romania | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/11/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>4,9</sup> | Republic of Romania | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/7/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
|  |  |  |  |  | &nbsp;&nbsp;**1101** |
| **Saudi Arabia (0.7%)** | **Saudi Arabia (0.7%)** | **Saudi Arabia (0.7%)** | **Saudi Arabia (0.7%)** | **Saudi Arabia (0.7%)** | **Saudi Arabia (0.7%)** |
| <sup>3,4</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/12/2056 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;1203 |
| <sup>4</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
|  |  |  |  |  | &nbsp;&nbsp;**1401** |
| **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** |
| <sup>4,9</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,9</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**718** |
| **South Africa (0.5%)** | **South Africa (0.5%)** | **South Africa (0.5%)** | **South Africa (0.5%)** | **South Africa (0.5%)** | **South Africa (0.5%)** |
| <sup>4</sup> | Republic of South Africa | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>3,4</sup> | Republic of South Africa | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/11/2055 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;420 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**923** |
| **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |

---

------

Multi-Sector Income Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**54** |
| **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** | **Trinidad And Tobago (0.1%)** |
| <sup>3,4</sup> | Republic of Trinidad & Tobago | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/28/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** | **Turkiye (0.7%)** |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>4</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  | Republic of Turkiye | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;3/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1419** |
| **Ukraine (0.2%)** | **Ukraine (0.2%)** | **Ukraine (0.2%)** | **Ukraine (0.2%)** | **Ukraine (0.2%)** | **Ukraine (0.2%)** |
| <sup>3,4</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>4</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**341** |
| **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** |
| <sup>4</sup> | Republic of Uzbekistan Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** |
| <sup>4</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| **Total Sovereign Bonds (Cost $25,053)** | **Total Sovereign Bonds (Cost $25,053)** | **Total Sovereign Bonds (Cost $25,053)** | **Total Sovereign Bonds (Cost $25,053)** | **Total Sovereign Bonds (Cost $25,053)** | &nbsp;&nbsp;**24475** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** | **Temporary Cash Investments (2.1%)** |
| **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** | **Money Market Fund (1.0%)** |
| <sup>12</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;20536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (1.1%)** | **U.S. Government and Agency Obligations (1.1%)** | **U.S. Government and Agency Obligations (1.1%)** | **U.S. Government and Agency Obligations (1.1%)** | **U.S. Government and Agency Obligations (1.1%)** | **U.S. Government and Agency Obligations (1.1%)** |
|  | United States Treasury Bill | &nbsp;&nbsp;3.726% | &nbsp;&nbsp;3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 |
| **Total Temporary Cash Investments (Cost $4,201)** | **Total Temporary Cash Investments (Cost $4,201)** | **Total Temporary Cash Investments (Cost $4,201)** | **Total Temporary Cash Investments (Cost $4,201)** | **Total Temporary Cash Investments (Cost $4,201)** | &nbsp;&nbsp;&nbsp;&nbsp;**4203** |
| **Total Investments (99.6%) (Cost $203,374)** | **Total Investments (99.6%) (Cost $203,374)** | **Total Investments (99.6%) (Cost $203,374)** | **Total Investments (99.6%) (Cost $203,374)** |  | &nbsp;&nbsp;**201097** |
| **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**745** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**201842** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $182 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $212 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $102,599, representing 50.8% of net assets. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Security value determined using significant unobservable inputs. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 8 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 9 | Face amount denominated in euro. |
| 10 | Payment-in-kind (PIK) security which may pay interest as additional principal. |
| 11 | Guaranteed by the Republic of Poland. |
| 12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| CLO—Collateralized Loan Obligation. |
| DAC—Designated Activity Company. |
| EURIBOR12M—Euro Interbank Offered Rate 12-Month. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |

---

------

Multi-Sector Income Bond ETF

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;66 | 13691 | &nbsp;&nbsp;&nbsp;&nbsp;(84) |
| Euro-Schatz | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;(22) |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;(58) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;(165) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | June 2026 | (79) | &nbsp;&nbsp;(8546) | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;(555) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Euro-Bobl | June 2026 | (12) | &nbsp;&nbsp;(1601) | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| Euro-Bund | June 2026 | (10) | &nbsp;&nbsp;(1449) | &nbsp;&nbsp;&nbsp;&nbsp;37 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;141 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(24) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation) ($000) |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;3687 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2) |
| JPMorgan Chase Bank, N.A. | 6/17/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;(2) |

---

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

EUR—euro. <br> USD—U.S. dollar.

------

Multi-Sector Income Bond ETF

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-HY-S45-V2 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;(6) |
| CDX-NA-HY-S46-V1 | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;8 |
| Republic of Turkiye | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;(1) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| Republic of Colombia | &nbsp;&nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $201,321) | 199044 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $2,053) | &nbsp;&nbsp;&nbsp;&nbsp;2053 |
| Total Investments in Securities | 201097 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| Foreign Currency, at Value (Cost $5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;2391 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| **Total Assets** | **204265** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;2392 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**2423** |
| **Net Assets** | **201842** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 202779 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(937) |
| **Net Assets** | **201842** |
| **Net Assets** |  |
| **Applicable to 3,970,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **201842** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$50.84** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4299** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**648** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3700) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(3759)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1188** |

---

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| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $36, ($1), and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;June 9,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;4299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(3759) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(4165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(856) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;92328 | &nbsp;&nbsp;&nbsp;136236 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(25841) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;92328 | &nbsp;&nbsp;&nbsp;110395 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;89351 | &nbsp;&nbsp;&nbsp;112491 |
| **Net Assets** |  |  |
| **Beginning of Period** | **112491** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **End of Period** | **201842** | &nbsp;&nbsp;&nbsp;**112491** |

---

1 Inception.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond ETF

Financial Highlights

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;June 9,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;June 9,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$51.60** | &nbsp;&nbsp;&nbsp;**$50.00** |
| **Investment Operations** |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.862 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.725) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.274 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.136 |
| **Distributions** |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.536) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.110) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.416) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.536) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$50.84** | &nbsp;&nbsp;&nbsp;**$51.60** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**1.27%** | &nbsp;&nbsp;&nbsp;**4.29%** |
| **Ratios/Supplemental Data** |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$202 | &nbsp;&nbsp;&nbsp;$112 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30%<sup>3</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;5.38% | &nbsp;&nbsp;&nbsp;5.45%<sup>3</sup> |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;28% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Annualized. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Multi-Sector Income Bond ETF

Notes to Financial Statements

Vanguard Multi-Sector Income Bond ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund.

ETF Shares are listed for trading on Cboe BZX Exchange, Inc.; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

4. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 9% and 8% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

5. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

------

Multi-Sector Income Bond ETF

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.

During the six months ended March 31, 2026, the fund's average investment in forward currency contracts represented 2% of net assets, based on the average of the notional amounts at each quarter-end during the period.

6. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

During the six months ended March 31, 2026, the fund's average amounts of investments in credit protection sold and credit protection purchased represented less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.

7. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

8. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

9. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund's board of trustees and included in Management and

------

Multi-Sector Income Bond ETF

Administrative expenses on the fund's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facilities or the Interfund Lending Program.

10. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Paid-in-kind interest included in income, if any, is recorded at the fair value of the securities received. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $4,000, representing less than 0.01% of the fund's net assets and less than 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

Multi-Sector Income Bond ETF

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6017 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6017 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;19019 | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;19319 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;142785 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;142785 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;24475 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;24475 |
| Temporary Cash Investments | 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
| Total | 2053 | &nbsp;&nbsp;&nbsp;198744 | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;201097 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(165) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Total | &nbsp;&nbsp;&nbsp;(165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. At March 31, 2026, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | &nbsp;&nbsp;141 | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;141 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | 10 | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | 10 |  | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Assets | &nbsp;&nbsp;141 | 10 | 10 | &nbsp;&nbsp;&nbsp;161 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (165) | &nbsp;&nbsp;— |  | &nbsp;&nbsp;(165) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(2) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Total Liabilities | (165) | &nbsp;&nbsp;(2) | &nbsp;&nbsp;(7) | &nbsp;&nbsp;(174) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

------

Multi-Sector Income Bond ETF

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended March 31, 2026, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest<br> Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | &nbsp;&nbsp;71 | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| Swap Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Forward Currency Contracts | &nbsp;&nbsp;— | 73 |  | &nbsp;&nbsp;&nbsp;&nbsp;73 |
| Realized Net Gain (Loss) on Derivatives | &nbsp;&nbsp;71 | 73 | &nbsp;&nbsp;3 | &nbsp;&nbsp;147 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (65) | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;(65) |
| Swap Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Forward Currency Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (65) | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;(59) |

---

F. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;203324 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(3075) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(2240) |

---

G. During the six months ended March 31, 2026, the fund purchased $74,511,000 of investment securities and sold $47,738,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $33,298,000 and $31,806,000, respectively. In addition, the fund purchased and sold investment securities of $57,595,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

H. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;June 9,<br> 2025<sup>1</sup> to<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 1790 | &nbsp;&nbsp;&nbsp;2680 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(500) |
| Net Increase (Decrease) in Shares Outstanding | 1790 | &nbsp;&nbsp;&nbsp;2180 |

---

1 Inception.

I. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

At March 31, 2026, one shareholder was the record or beneficial owner of 40% of the fund's net assets. If this shareholder were to redeem its investment in the fund, the redemption might result in an increase in the fund's expense ratio, cause the fund to incur higher transaction costs, or lead to the realization of taxable capital gains.

------

Multi-Sector Income Bond ETF

J. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

K. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0472 052026

------

![](tm2611750d3totltresyetfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Total Treasury ETF

------

Contents

Financial Statements 1 <br>

------

Total Treasury ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (98.9%)** | **U.S. Government and Agency Obligations (98.9%)** | **U.S. Government and Agency Obligations (98.9%)** | **U.S. Government and Agency Obligations (98.9%)** | **U.S. Government and Agency Obligations (98.9%)** |
| **U.S. Government Securities (98.9%)** | **U.S. Government Securities (98.9%)** | **U.S. Government Securities (98.9%)** | **U.S. Government Securities (98.9%)** | **U.S. Government Securities (98.9%)** |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;302 | &nbsp;&nbsp;304 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;232 | &nbsp;&nbsp;224 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;325 | &nbsp;&nbsp;322 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/30/2027 | &nbsp;&nbsp;460 | &nbsp;&nbsp;460 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;255 | &nbsp;&nbsp;251 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;364 | &nbsp;&nbsp;367 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;186 | &nbsp;&nbsp;179 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;233 | &nbsp;&nbsp;230 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/31/2027 | &nbsp;&nbsp;408 | &nbsp;&nbsp;408 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;368 | &nbsp;&nbsp;371 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;233 | &nbsp;&nbsp;224 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;315 | &nbsp;&nbsp;313 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2027 | &nbsp;&nbsp;444 | &nbsp;&nbsp;444 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;368 | &nbsp;&nbsp;371 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;277 | &nbsp;&nbsp;265 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;291 | &nbsp;&nbsp;287 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;425 | &nbsp;&nbsp;425 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;199 | &nbsp;&nbsp;195 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;337 | &nbsp;&nbsp;337 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;237 | &nbsp;&nbsp;226 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;210 | &nbsp;&nbsp;208 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2027 | &nbsp;&nbsp;390 | &nbsp;&nbsp;389 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;376 | &nbsp;&nbsp;374 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;323 | &nbsp;&nbsp;307 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;276 | &nbsp;&nbsp;275 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;285 | &nbsp;&nbsp;286 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;380 | &nbsp;&nbsp;380 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;298 | &nbsp;&nbsp;283 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;297 | &nbsp;&nbsp;295 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;279 | &nbsp;&nbsp;280 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;210 | &nbsp;&nbsp;205 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;384 | &nbsp;&nbsp;386 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;334 | &nbsp;&nbsp;317 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;390 | &nbsp;&nbsp;387 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2027 | &nbsp;&nbsp;249 | &nbsp;&nbsp;249 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;386 | &nbsp;&nbsp;387 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;329 | &nbsp;&nbsp;311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;245 | &nbsp;&nbsp;243 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;289 | &nbsp;&nbsp;289 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;380 | &nbsp;&nbsp;383 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;367 | &nbsp;&nbsp;347 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;671 | &nbsp;&nbsp;667 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;271 | &nbsp;&nbsp;266 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;288 | &nbsp;&nbsp;290 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;384 | &nbsp;&nbsp;365 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;362 | &nbsp;&nbsp;359 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/29/2028 | &nbsp;&nbsp;206 | &nbsp;&nbsp;207 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;376 | &nbsp;&nbsp;376 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;374 | &nbsp;&nbsp;356 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;277 | &nbsp;&nbsp;276 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2028 | &nbsp;&nbsp;409 | &nbsp;&nbsp;410 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;372 | &nbsp;&nbsp;372 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;389 | &nbsp;&nbsp;369 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;282 | &nbsp;&nbsp;280 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;386 | &nbsp;&nbsp;379 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;367 | &nbsp;&nbsp;367 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;388 | &nbsp;&nbsp;367 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/31/2028 | &nbsp;&nbsp;246 | &nbsp;&nbsp;245 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;375 | &nbsp;&nbsp;376 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;378 | &nbsp;&nbsp;357 |

---

------

Total Treasury ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;270 | &nbsp;&nbsp;271 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;375 | &nbsp;&nbsp;375 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;384 | &nbsp;&nbsp;360 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2028 | &nbsp;&nbsp;270 | &nbsp;&nbsp;272 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;388 | &nbsp;&nbsp;380 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;414 | &nbsp;&nbsp;412 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;380 | &nbsp;&nbsp;357 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/31/2028 | &nbsp;&nbsp;289 | &nbsp;&nbsp;293 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;255 | &nbsp;&nbsp;252 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;389 | &nbsp;&nbsp;365 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;301 | &nbsp;&nbsp;307 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;209 | &nbsp;&nbsp;207 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;377 | &nbsp;&nbsp;354 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2028 | &nbsp;&nbsp;340 | &nbsp;&nbsp;349 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;306 | &nbsp;&nbsp;301 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;353 | &nbsp;&nbsp;350 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;384 | &nbsp;&nbsp;362 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;271 | &nbsp;&nbsp;275 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;166 | &nbsp;&nbsp;165 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;383 | &nbsp;&nbsp;359 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2028 | &nbsp;&nbsp;386 | &nbsp;&nbsp;385 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;239 | &nbsp;&nbsp;237 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;340 | &nbsp;&nbsp;321 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;398 | &nbsp;&nbsp;400 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;272 | &nbsp;&nbsp;263 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;198 | &nbsp;&nbsp;196 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;341 | &nbsp;&nbsp;323 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2029 | &nbsp;&nbsp;347 | &nbsp;&nbsp;351 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;212 | &nbsp;&nbsp;210 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;315 | &nbsp;&nbsp;302 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;427 | &nbsp;&nbsp;431 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;298 | &nbsp;&nbsp;290 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;468 | &nbsp;&nbsp;479 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;333 | &nbsp;&nbsp;319 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;285 | &nbsp;&nbsp;276 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029 | &nbsp;&nbsp;387 | &nbsp;&nbsp;395 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;284 | &nbsp;&nbsp;279 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;469 | &nbsp;&nbsp;475 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;247 | &nbsp;&nbsp;238 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;464 | &nbsp;&nbsp;466 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;211 | &nbsp;&nbsp;196 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;244 | &nbsp;&nbsp;238 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;341 | &nbsp;&nbsp;338 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;459 | &nbsp;&nbsp;454 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;231 | &nbsp;&nbsp;231 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;235 | &nbsp;&nbsp;236 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;460 | &nbsp;&nbsp;464 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;156 | &nbsp;&nbsp;145 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;235 | &nbsp;&nbsp;235 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2029 | &nbsp;&nbsp;385 | &nbsp;&nbsp;388 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;236 | &nbsp;&nbsp;236 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/2029 | &nbsp;&nbsp;459 | &nbsp;&nbsp;467 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;234 | &nbsp;&nbsp;231 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;383 | &nbsp;&nbsp;388 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;254 | &nbsp;&nbsp;232 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/28/2030 | &nbsp;&nbsp;674 | &nbsp;&nbsp;677 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;231 | &nbsp;&nbsp;229 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;451 | &nbsp;&nbsp;453 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;233 | &nbsp;&nbsp;229 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;462 | &nbsp;&nbsp;462 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;383 | &nbsp;&nbsp;335 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;245 | &nbsp;&nbsp;243 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;356 | &nbsp;&nbsp;357 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;245 | &nbsp;&nbsp;243 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;470 | &nbsp;&nbsp;469 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;475 | &nbsp;&nbsp;474 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;244 | &nbsp;&nbsp;245 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;527 | &nbsp;&nbsp;458 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;390 | &nbsp;&nbsp;385 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;249 | &nbsp;&nbsp;251 |

---

------

Total Treasury ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;288 | &nbsp;&nbsp;284 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;233 | &nbsp;&nbsp;240 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;302 | &nbsp;&nbsp;298 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;253 | &nbsp;&nbsp;263 |
| United States Treasury Note/Bond | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;574 | &nbsp;&nbsp;500 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;366 | &nbsp;&nbsp;359 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;271 | &nbsp;&nbsp;276 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;336 | &nbsp;&nbsp;331 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;295 | &nbsp;&nbsp;292 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;412 | &nbsp;&nbsp;409 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;294 | &nbsp;&nbsp;295 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;566 | &nbsp;&nbsp;496 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;341 | &nbsp;&nbsp;334 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;245 | &nbsp;&nbsp;248 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;252 | &nbsp;&nbsp;251 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;294 | &nbsp;&nbsp;296 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2031 | &nbsp;&nbsp;302 | &nbsp;&nbsp;311 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;620 | &nbsp;&nbsp;553 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;262 | &nbsp;&nbsp;270 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;309 | &nbsp;&nbsp;313 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;310 | &nbsp;&nbsp;312 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;703 | &nbsp;&nbsp;610 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;308 | &nbsp;&nbsp;304 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;307 | &nbsp;&nbsp;301 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2031 | &nbsp;&nbsp;307 | &nbsp;&nbsp;309 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;700 | &nbsp;&nbsp;607 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/30/2031 | &nbsp;&nbsp;307 | &nbsp;&nbsp;309 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/31/2031 | &nbsp;&nbsp;307 | &nbsp;&nbsp;314 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;264 | &nbsp;&nbsp;268 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;613 | &nbsp;&nbsp;544 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;265 | &nbsp;&nbsp;266 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;263 | &nbsp;&nbsp;264 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;289 | &nbsp;&nbsp;288 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;613 | &nbsp;&nbsp;573 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;271 | &nbsp;&nbsp;272 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;266 | &nbsp;&nbsp;265 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;272 | &nbsp;&nbsp;271 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;552 | &nbsp;&nbsp;511 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/31/2032 | &nbsp;&nbsp;158 | &nbsp;&nbsp;156 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;172 | &nbsp;&nbsp;170 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;201 | &nbsp;&nbsp;197 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;609 | &nbsp;&nbsp;609 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;250 | &nbsp;&nbsp;245 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;200 | &nbsp;&nbsp;197 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2033 | &nbsp;&nbsp;259 | &nbsp;&nbsp;257 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;602 | &nbsp;&nbsp;579 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/28/2033 | &nbsp;&nbsp;219 | &nbsp;&nbsp;214 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/31/2033 | &nbsp;&nbsp;176 | &nbsp;&nbsp;177 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;605 | &nbsp;&nbsp;576 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;675 | &nbsp;&nbsp;663 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;698 | &nbsp;&nbsp;712 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;742 | &nbsp;&nbsp;732 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;747 | &nbsp;&nbsp;755 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;744 | &nbsp;&nbsp;725 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;778 | &nbsp;&nbsp;778 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;734 | &nbsp;&nbsp;753 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;721 | &nbsp;&nbsp;719 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;806 | &nbsp;&nbsp;803 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;721 | &nbsp;&nbsp;703 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;494 | &nbsp;&nbsp;486 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;26 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;85 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;86 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;84 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;214 | &nbsp;&nbsp;135 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;76 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;244 | &nbsp;&nbsp;152 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;60 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;321 | &nbsp;&nbsp;207 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;86 |

---

------

Total Treasury ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;379 | &nbsp;&nbsp;263 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;306 | &nbsp;&nbsp;223 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;407 | &nbsp;&nbsp;272 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;368 | &nbsp;&nbsp;254 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;65 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;294 | &nbsp;&nbsp;214 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;64 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;49 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;249 | &nbsp;&nbsp;205 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;66 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;257 | &nbsp;&nbsp;215 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;48 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;265 | &nbsp;&nbsp;240 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;94 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;245 | &nbsp;&nbsp;218 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;191 | &nbsp;&nbsp;147 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;243 | &nbsp;&nbsp;215 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;124 | &nbsp;&nbsp;106 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;267 | &nbsp;&nbsp;252 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;163 | &nbsp;&nbsp;141 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;268 | &nbsp;&nbsp;265 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;174 | &nbsp;&nbsp;148 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;267 | &nbsp;&nbsp;255 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;140 | &nbsp;&nbsp;114 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;270 | &nbsp;&nbsp;262 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;161 | &nbsp;&nbsp;126 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;291 | &nbsp;&nbsp;264 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;154 | &nbsp;&nbsp;118 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;267 | &nbsp;&nbsp;258 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;196 | &nbsp;&nbsp;137 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;270 | &nbsp;&nbsp;265 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;45 |
| United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;257 | &nbsp;&nbsp;260 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;70 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;255 | &nbsp;&nbsp;254 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;252 | &nbsp;&nbsp;243 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;87 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;139 | &nbsp;&nbsp;134 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;5/15/2046 | &nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;87 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2046 | &nbsp;&nbsp;166 | &nbsp;&nbsp;108 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;99 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/2047 | &nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;88 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;176 | &nbsp;&nbsp;124 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;170 | &nbsp;&nbsp;120 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;221 | &nbsp;&nbsp;163 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;238 | &nbsp;&nbsp;179 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;265 | &nbsp;&nbsp;194 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;191 | &nbsp;&nbsp;150 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;312 | &nbsp;&nbsp;228 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;277 | &nbsp;&nbsp;197 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;284 | &nbsp;&nbsp;177 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;262 | &nbsp;&nbsp;167 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;321 | &nbsp;&nbsp;187 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;5/15/2050 | &nbsp;&nbsp;319 | &nbsp;&nbsp;151 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;362 | &nbsp;&nbsp;177 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;378 | &nbsp;&nbsp;197 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;418 | &nbsp;&nbsp;232 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;447 | &nbsp;&nbsp;280 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;414 | &nbsp;&nbsp;236 |
| United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;423 | &nbsp;&nbsp;232 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;374 | &nbsp;&nbsp;225 |
| United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;355 | &nbsp;&nbsp;246 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;342 | &nbsp;&nbsp;243 |
| United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;345 | &nbsp;&nbsp;297 |
| United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;339 | &nbsp;&nbsp;272 |

---

------

Total Treasury ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| **Total U.S. Government and Agency Obligations (Cost $84,979)** | **Total U.S. Government and Agency Obligations (Cost $84,979)** | **Total U.S. Government and Agency Obligations (Cost $84,979)** | **Total U.S. Government and Agency Obligations (Cost $84,979)** | **Total U.S. Government and Agency Obligations (Cost $84,979)** | **84178** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund **(Cost $200)** | &nbsp;&nbsp;3.687% |  | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**200** |
| **Total Investments (99.1%) (Cost $85,179)** | **Total Investments (99.1%) (Cost $85,179)** | **Total Investments (99.1%) (Cost $85,179)** | **Total Investments (99.1%) (Cost $85,179)** |  | &nbsp;&nbsp;**84378** |
| **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** | **Other Assets and Liabilities—Net (0.9%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**775** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**85153** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Treasury ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $84,979) | &nbsp;&nbsp;&nbsp;84178 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;84378 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;1501 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| **Total Assets** | &nbsp;&nbsp;&nbsp;**86584** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**1431** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**85153** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;85703 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**85153** |
| **Net Assets** |  |
| **Applicable to 1,125,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**85153** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$75.69** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Treasury ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Expense Reduction—Note C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1180** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(24)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(974)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**182** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $2, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Treasury ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61) |
| **Capital Share Transactions** |  |  |
| Issued | 64940 | &nbsp;&nbsp;&nbsp;20763 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) from Capital Share Transactions | 64940 | &nbsp;&nbsp;&nbsp;20763 |
| Total Increase (Decrease) | 64152 | &nbsp;&nbsp;&nbsp;21001 |
| **Net Assets** |  |  |
| **Beginning of Period** | **21001** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **End of Period** | **85153** | &nbsp;&nbsp;&nbsp;**21001** |

---

1 Inception.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Treasury ETF

Financial Highlights

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$76.37** | &nbsp;&nbsp;&nbsp;**$75.00** |
| **Investment Operations** |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.713 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.037 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 |
| **Distributions** |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.380) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.380) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$75.69** | &nbsp;&nbsp;&nbsp;**$76.37** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**0.87%** | &nbsp;&nbsp;&nbsp;**2.34%** |
| **Ratios/Supplemental Data** |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$85 | &nbsp;&nbsp;&nbsp;$21 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.03%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.03%<sup>4,5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.90% | &nbsp;&nbsp;&nbsp;4.03%<sup>4</sup> |
| Portfolio Turnover Rate<sup>6</sup> | &nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;5% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Vanguard and the board of trustees have agreed to temporarily assume certain expenses (representing an annual rate of 0.06% of the fund's average net assets) to maintain a total expense ratio of 0.03%. The fund will not be required to reimburse Vanguard for these amounts. |
| 4 | Annualized. |
| 5 | Vanguard and the board of trustees have agreed to temporarily assume certain expenses (representing an annual rate of 0.32% of the fund's average net assets) to maintain a total expense ratio of 0.03%. The fund will not be required to reimburse Vanguard for these amounts. |
| 6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Treasury ETF

Notes to Financial Statements

Vanguard Total Treasury ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. ETF Shares are listed for trading on NYSE Arca; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

3. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

4. Credit Facility and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in an uncommitted credit facility provided by Vanguard, which may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. Any borrowings under the facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread, or based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facility or the Interfund Lending Program.

5. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $2,000, representing less than 0.01% of the fund's net assets and less than 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

Vanguard and the board of trustees have agreed to temporarily assume certain expenses to maintain a total annual expense ratio of 0.03%. For the period ended March 31, 2026, the fund's expenses were reduced by $17,000 (an effective annual rate of 0.06% of the fund's average net assets).

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

Total Treasury ETF

The following table summarizes the market value of the fund's investments as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;84178 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;84178 |
| Temporary Cash Investments | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| Total | 200 | &nbsp;&nbsp;&nbsp;84178 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;84378 |

---

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

E. As of March 31, 2026, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;85179 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(836) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(801) |

---

F. During the six months ended March 31, 2026, the fund purchased $7,338,000 of investment securities and sold $7,207,000 of investment securities, other than temporary cash investments. In addition, the fund purchased and sold investment securities of $64,152,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

G. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 850 | &nbsp;&nbsp;&nbsp;275 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) in Shares Outstanding | 850 | &nbsp;&nbsp;&nbsp;275 |

---

1 Inception.

H. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

I. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

J. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0482 052026

------

![](tm2611750d3ttlinfprosecei001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Total Inflation-Protected Securities ETF

------

Contents

Financial Statements 1 <br>

------

Total Inflation-Protected Securities ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (99.5%)** | **U.S. Government and Agency Obligations (99.5%)** | **U.S. Government and Agency Obligations (99.5%)** | **U.S. Government and Agency Obligations (99.5%)** | **U.S. Government and Agency Obligations (99.5%)** |
| **U.S. Government Securities (99.5%)** | **U.S. Government Securities (99.5%)** | **U.S. Government Securities (99.5%)** | **U.S. Government Securities (99.5%)** | **U.S. Government Securities (99.5%)** |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;2994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;2643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;3576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;2983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;3842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;3756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;4137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;3027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;1746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
| United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
| **Total U.S. Government and Agency Obligations (Cost $110,259)** | **Total U.S. Government and Agency Obligations (Cost $110,259)** | **Total U.S. Government and Agency Obligations (Cost $110,259)** | **Total U.S. Government and Agency Obligations (Cost $110,259)** | **109666** |

---

------

Total Inflation-Protected Securities ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** | **Temporary Cash Investments (0.1%)** |
| **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** | **Money Market Fund (0.1%)** |
| <sup>1</sup> | Vanguard Market Liquidity Fund **(Cost $47)** | &nbsp;&nbsp;3.687% | &nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**47** |
| **Total Investments (99.6%) (Cost $110,306)** | **Total Investments (99.6%) (Cost $110,306)** | **Total Investments (99.6%) (Cost $110,306)** |  | &nbsp;&nbsp;**109713** |
| **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**483** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**110196** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Inflation-Protected Securities ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $110,259) | 109666 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Total Investments in Securities | 109713 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| **Total Assets** | **111603** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;1405 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**1407** |
| **Net Assets** | **110196** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | 110490 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294) |
| **Net Assets** | **110196** |
| **Net Assets** |  |
| **Applicable to 1,450,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **110196** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$76.00** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Inflation-Protected Securities ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**933** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1,2</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(48)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(777)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**108** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $2, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes $2 of net gain (loss) resulting from in-kind redemptions. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Inflation-Protected Securities ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;87737 | &nbsp;&nbsp;&nbsp;24641 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(1888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;85849 | &nbsp;&nbsp;&nbsp;24641 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;85220 | &nbsp;&nbsp;&nbsp;24976 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**24976** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **End of Period** | **110196** | &nbsp;&nbsp;&nbsp;**24976** |

---

1 Inception.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Inflation-Protected Securities ETF

Financial Highlights

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$76.85** | &nbsp;&nbsp;&nbsp;**$75.00** |
| **Investment Operations** |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.774 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.076 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850 |
| **Distributions** |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.179) | &nbsp;&nbsp;&nbsp;— |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.179) | &nbsp;&nbsp;&nbsp;— |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$76.00** | &nbsp;&nbsp;&nbsp;**$76.85** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**0.43%** | &nbsp;&nbsp;&nbsp;**2.47%** |
| **Ratios/Supplemental Data** |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$110 | &nbsp;&nbsp;&nbsp;$25 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05%<sup>3,4</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.65% | &nbsp;&nbsp;&nbsp;4.35%<sup>3</sup> |
| Portfolio Turnover Rate<sup>5</sup> | &nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;4% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Annualized. |
| 4 | Vanguard and the board of trustees have agreed to temporarily assume certain expenses (representing an annual rate of 0.22% of the fund's average net assets) to maintain a total expense ratio of 0.05%. The fund will not be required to reimburse Vanguard for these amounts. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Total Inflation-Protected Securities ETF

Notes to Financial Statements

Vanguard Total Inflation-Protected Securities ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. ETF Shares are listed for trading on NYSE Arca; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

3. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

4. Credit Facility and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in an uncommitted credit facility provided by Vanguard, which may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. Any borrowings under the facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread, or based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facility or the Interfund Lending Program.

5. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Inflation adjustments to the face amount of inflation-indexed securities are included in interest income. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $2,000, representing less than 0.01% of the fund's net assets and less than 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

Total Inflation-Protected Securities ETF

The following table summarizes the market value of the fund's investments as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;109666 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;109666 |
| Temporary Cash Investments | 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Total | 47 | &nbsp;&nbsp;&nbsp;109666 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;109713 |

---

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

E. As of March 31, 2026, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;110306 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(790) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(593) |

---

The fund's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at September 30, 2025, the fund had available capital losses totaling $1,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending September 30, 2026; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

F. During the six months ended March 31, 2026, the fund purchased $8,481,000 of investment securities and sold $7,959,000 of investment securities, other than temporary cash investments. In addition, the fund purchased and sold investment securities of $86,607,000 and $1,878,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

G. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 1150 | &nbsp;&nbsp;&nbsp;325 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) in Shares Outstanding | 1125 | &nbsp;&nbsp;&nbsp;325 |

---

1 Inception.

H. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

I. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

------

Total Inflation-Protected Securities ETF

J. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0492 052026

------

![](tm2611750d3govtsecactetfi001.jpg)

#### Financial Statements

#### For the six-months ended March 31, 2026

#### Vanguard Government Securities Active ETF

------

Contents

Financial Statements 1 <br>

------

Government Securities Active ETF

Financial Statements (unaudited)

#### Schedule of Investments
As of March 31, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (74.6%)** | **U.S. Government and Agency Obligations (74.6%)** | **U.S. Government and Agency Obligations (74.6%)** | **U.S. Government and Agency Obligations (74.6%)** | **U.S. Government and Agency Obligations (74.6%)** | **U.S. Government and Agency Obligations (74.6%)** |
| **U.S. Government Securities (59.1%)** | **U.S. Government Securities (59.1%)** | **U.S. Government Securities (59.1%)** | **U.S. Government Securities (59.1%)** | **U.S. Government Securities (59.1%)** | **U.S. Government Securities (59.1%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;12/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;1503 | &nbsp;&nbsp;1491 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;647 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;742 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;384 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;1120 | &nbsp;&nbsp;1118 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;947 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;299 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;1193 | &nbsp;&nbsp;1189 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;135 |

---

------

Government Securities Active ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/2041 | &nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2044 | &nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/2045 | &nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2045 | &nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;8/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/2047 | &nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/2048 | &nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/2049 | &nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;11/15/2050 | &nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2051 | &nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/15/2051 | &nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;11/15/2051 | &nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2052 | &nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/15/2053 | &nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/2054 | &nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2054 | &nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2055 | &nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  |  |  |  |  | &nbsp;&nbsp;**26590** |
| **Conventional Mortgage-Backed Securities (7.1%)** | **Conventional Mortgage-Backed Securities (7.1%)** | **Conventional Mortgage-Backed Securities (7.1%)** | **Conventional Mortgage-Backed Securities (7.1%)** | **Conventional Mortgage-Backed Securities (7.1%)** |  |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.080% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.230% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.330% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.382% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.385% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.455% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.530% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.540% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |

---

------

Government Securities Active ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;1.740% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.380% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.420% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.470% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.540% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.620% | &nbsp;&nbsp;4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.890% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.910% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.930% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.965% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.020% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.030% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.040% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.060% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.120% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.170% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.180% | &nbsp;&nbsp;1/1/2028 | &nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.220% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.230% | &nbsp;&nbsp;7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.440% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.470% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.485% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.788% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.390% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.060% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>3,4</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2035–4/1/2036 | &nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>3,4</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  |  |  |  |  | &nbsp;&nbsp;**3192** |
| **Nonconventional Mortgage-Backed Securities (8.4%)** | **Nonconventional Mortgage-Backed Securities (8.4%)** | **Nonconventional Mortgage-Backed Securities (8.4%)** | **Nonconventional Mortgage-Backed Securities (8.4%)** | **Nonconventional Mortgage-Backed Securities (8.4%)** |  |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.523% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.051% | &nbsp;&nbsp;12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.396% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>3,4</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.693% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;5/25/2041 | &nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2043–9/25/2048 | &nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/25/2033–11/25/2049 | &nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;2/25/2049 | &nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>3,4</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/25/2047 | &nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,4,5</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.060% | &nbsp;&nbsp;4.644% | &nbsp;&nbsp;1/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4,5</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.105% | &nbsp;&nbsp;5.027% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>3,4,5</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.177% | &nbsp;&nbsp;10/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>3,4,5</sup> | Freddie Mac Non Gold Pool, SOFR30A + 2.325% | &nbsp;&nbsp;5.324% | &nbsp;&nbsp;9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>3,4</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3,4</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2047–12/25/2048 | &nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>3,4</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2049 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>3,4</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2053 | &nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>3,5</sup> | Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/20/2055 | &nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>3</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/20/2050 | &nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |

---

------

Government Securities Active ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| <sup>3</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>3</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/20/2041–11/20/2055 | &nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;1108 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3818** |
| **Total U.S. Government and Agency Obligations (Cost $33,909)** | **Total U.S. Government and Agency Obligations (Cost $33,909)** | **Total U.S. Government and Agency Obligations (Cost $33,909)** | **Total U.S. Government and Agency Obligations (Cost $33,909)** | **Total U.S. Government and Agency Obligations (Cost $33,909)** | **33600** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (24.2%)** |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2012-M14 | &nbsp;&nbsp;2.877% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2015-M10 | &nbsp;&nbsp;3.092% | &nbsp;&nbsp;4/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M7 | &nbsp;&nbsp;2.961% | &nbsp;&nbsp;2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M8 | &nbsp;&nbsp;3.061% | &nbsp;&nbsp;5/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M11 | &nbsp;&nbsp;2.980% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M12 | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;6/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M13 | &nbsp;&nbsp;2.935% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M14 | &nbsp;&nbsp;2.785% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;2.966% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2017-M15 | &nbsp;&nbsp;3.163% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2018-M1 | &nbsp;&nbsp;2.985% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2018-M4 | &nbsp;&nbsp;3.067% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2018-M7 | &nbsp;&nbsp;3.038% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2018-M8 | &nbsp;&nbsp;3.312% | &nbsp;&nbsp;6/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2018-M10 | &nbsp;&nbsp;3.368% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M5 | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M12 | &nbsp;&nbsp;2.885% | &nbsp;&nbsp;6/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M18 | &nbsp;&nbsp;2.469% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M19 | &nbsp;&nbsp;2.560% | &nbsp;&nbsp;9/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M22 | &nbsp;&nbsp;2.522% | &nbsp;&nbsp;8/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>3,4</sup> | Fannie Mae-Aces Series 2019-M25 | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;11/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | &nbsp;&nbsp;3.244% | &nbsp;&nbsp;8/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | &nbsp;&nbsp;3.187% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | &nbsp;&nbsp;3.303% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | &nbsp;&nbsp;3.286% | &nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | &nbsp;&nbsp;3.444% | &nbsp;&nbsp;12/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | &nbsp;&nbsp;2.982% | &nbsp;&nbsp;5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K507 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K511 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K513 | &nbsp;&nbsp;4.724% | &nbsp;&nbsp;12/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>3,4</sup> | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | &nbsp;&nbsp;1.712% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>3,6</sup> | GCAT Trust Series 2022-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>3,6</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>3,6</sup> | PMT Loan Trust Series 2025-CNF2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>3,5,6</sup> | PMT Loan Trust Series 2025-INV12, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;12/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>3,5,6</sup> | PMT Loan Trust Series 2026-CNF1, SOFR30A + 1.200% | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>3,6</sup> | PMT Loan Trust Series 2026-INV1 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>3,5,6</sup> | PMT Loan Trust Series 2026-INV1, SOFR30A + 1.300% | &nbsp;&nbsp;4.962% | &nbsp;&nbsp;1/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>3,6,7</sup> | PMT Loan Trust Series 2026-INV4 | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;3/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>3,6</sup> | Sequoia Mortgage Trust Series 2025-S2 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>3,6</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2021-INV2 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;9/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $10,919)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $10,919)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $10,919)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $10,919)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $10,919)** | **10878** |

---

------

Government Securities Active ETF

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** |
| **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** |
| <sup>8</sup> | Vanguard Market Liquidity Fund **(Cost $573)** | &nbsp;&nbsp;3.687% | &nbsp;&nbsp;5728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**573** |
| **Total Investments (100.1%) (Cost $45,401)** | **Total Investments (100.1%) (Cost $45,401)** | **Total Investments (100.1%) (Cost $45,401)** |  | &nbsp;&nbsp;**45051** |
| **Other Assets and Liabilities—Net (-0.1%)** | **Other Assets and Liabilities—Net (-0.1%)** | **Other Assets and Liabilities—Net (-0.1%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(54)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**44997** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $77 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $59 have been segregated as initial margin for open centrally cleared swap contracts. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, the aggregate value was $1,627, representing 3.6% of net assets. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2026. |
| 8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1YR—1-year. |
| CMT—Constant Maturing Treasury Rate. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

Government Securities Active ETF

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | 13 | 2697 | &nbsp;&nbsp;&nbsp;&nbsp;(4) |
| 5-Year U.S. Treasury Note | June 2026 | 14 | 1515 | &nbsp;&nbsp;(14) |
| 10-Year U.S. Treasury Note | June 2026 | 10 | 1110 | &nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Ultra 10-Year U.S. Treasury Note | June 2026 | 10 | 1135 | &nbsp;&nbsp;&nbsp;&nbsp;4 |
|  |  |  |  | &nbsp;&nbsp;(20) |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date<sup>1</sup> | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<sup>3</sup><br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<sup>4</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 3/15/2028 | &nbsp;&nbsp;&nbsp;7/6/2026 | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;(3.157) | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;11 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;7/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;(3.252) | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;9 |
| 8/31/2030 | &nbsp;&nbsp;&nbsp;7/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;(3.309) | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| 11/15/2035 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;(3.892) | &nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;— |
| 11/15/2035 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;&nbsp;(3.572) | &nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;2 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;23 |

---

---

| |
|:---|
| 1 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 2 Notional amount denominated in U.S. dollar. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually. |
| 4 Interest payment received/(paid) annually. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Government Securities Active ETF

Statement of Assets and Liabilities

As of March 31, 2026

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $44,828) | &nbsp;&nbsp;&nbsp;44478 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;45051 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **Total Assets** | &nbsp;&nbsp;&nbsp;**45580** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Variation Margin Payable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**583** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**44997** |
| **<br>At March 31, 2026, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;45157 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**44997** |
| **Net Assets** |  |
| **Applicable to 595,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**44997** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;**$75.63** |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Government Securities Active ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Months Ended<br> March 31, 2026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| **Expenses** |  |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Professional Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Expense Reduction—Note C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**635** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**110** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(512) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(508)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**237** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $13, less than $1, and less than $1, respectively. Purchases and sales are for temporary cash investment purposes. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Government Securities Active ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92) |
| **Capital Share Transactions** |  |  |
| Issued | 28615 | &nbsp;&nbsp;&nbsp;16542 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) from Capital Share Transactions | 28615 | &nbsp;&nbsp;&nbsp;16542 |
| Total Increase (Decrease) | 28193 | &nbsp;&nbsp;&nbsp;16804 |
| **Net Assets** |  |  |
| **Beginning of Period** | **16804** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **End of Period** | **44997** | &nbsp;&nbsp;&nbsp;**16804** |

---

1 Inception.

See accompanying Notes, which are an integral part of the Financial Statements.

------

Government Securities Active ETF

Financial Highlights

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| For a Share Outstanding Throughout Each Period | &nbsp;&nbsp;&nbsp;Six Months<br> Ended<br> March 31,<br> 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30,<br> 2025 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$76.38** | &nbsp;&nbsp;&nbsp;**$75.00** |
| **Investment Operations** |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.718 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.121 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.839 |
| **Distributions** |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(1.456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.459) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.315) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(1.771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.459) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$75.63** | &nbsp;&nbsp;&nbsp;**$76.38** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**1.34%** | &nbsp;&nbsp;&nbsp;**2.46%** |
| **Ratios/Supplemental Data** |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$45 | &nbsp;&nbsp;&nbsp;$17 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10%<sup>4,5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;4.03% | &nbsp;&nbsp;&nbsp;4.07%<sup>4</sup> |
| Portfolio Turnover Rate<sup>6</sup> | &nbsp;&nbsp;&nbsp;113%<sup>7</sup> | &nbsp;&nbsp;&nbsp;141% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | Vanguard and the board of trustees have agreed to temporarily assume certain expenses (representing an annual rate of 0.08% of the fund's average net assets) to maintain a total expense ratio of 0.10%. The fund will not be required to reimburse Vanguard for these amounts. |
| 4 | Annualized. |
| 5 | Vanguard and the board of trustees have agreed to temporarily assume certain expenses (representing an annual rate of 0.27% of the fund's average net assets) to maintain a total expense ratio of 0.10%. The fund will not be required to reimburse Vanguard for these amounts. |
| 6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |
| 7 | Includes 1% attributable to mortgage-dollar-roll activity. |

---

See accompanying Notes, which are an integral part of the Financial Statements.

------

Government Securities Active ETF

Notes to Financial Statements

Vanguard Government Securities Active ETF is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. ETF Shares are listed for trading on NYSE Arca; they can be purchased and sold through a broker.

A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

2. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

3. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.

4. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

During the six months ended March 31, 2026, the fund's average value of investments in options purchased and options written represented less than 1% of net assets, based on the average market values at each quarter-end during the period. The fund had no open options contracts on futures at March 31, 2026.

5. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the

------

Government Securities Active ETF

counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.

During the six months ended March 31, 2026, the fund's average investments in long and short futures contracts represented 12% and 2% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

6. Swap Contracts: The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

During the six months ended March 31, 2026, the fund's average amount of investments in interest rate swaps represented 4% of net assets, based on the average of notional amounts at each quarter-end during the period.

7. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The fund's tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund's tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund's financial statements.

8. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

9. Credit Facility and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in an uncommitted credit facility provided by Vanguard, which may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund's regulatory and contractual borrowing restrictions. Any borrowings under the facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread, or based upon an alternate rate agreed to by the fund and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the "Interfund Lending Program"), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on

------

Government Securities Active ETF

one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended March 31, 2026, the fund did not utilize the credit facility or the Interfund Lending Program.

10. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

B. Vanguard provides investment advisory services to the fund through its wholly owned subsidiary Vanguard Capital Management, LLC.

C. In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard's cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At March 31, 2026, the fund had contributed to Vanguard capital in the amount of $1,000, representing less than 0.01% of the fund's net assets and less than 0.01% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

Vanguard and the board of trustees have agreed to temporarily assume certain expenses to maintain a total annual expense ratio of 0.10%. For the period ended March 31, 2026, the fund's expenses were reduced by $13,000 (an effective annual rate of 0.08% of the fund's average net assets).

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### 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 used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33600 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10878 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10878 |
| Temporary Cash Investments | 573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| Total | 573 | &nbsp;&nbsp;&nbsp;44478 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45051 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day's variation margin is reported within the Statement of Assets and Liabilities.

E. As of March 31, 2026, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;45408 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354) |

---

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Government Securities Active ETF

F. During the six months ended March 31, 2026, the fund purchased $2,944,000 of investment securities and sold $1,536,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $60,724,000 and $33,985,000, respectively.

G. Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> March 31, 2026 | &nbsp;&nbsp;&nbsp;July 7,<br> 2025<sup>1</sup> to<br> September 30, 2025 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 375 | &nbsp;&nbsp;&nbsp;220 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Increase (Decrease) in Shares Outstanding | 375 | &nbsp;&nbsp;&nbsp;220 |

---

1 Inception.

H. Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, political or regulatory conditions, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund's investments and fund performance.

To the extent the fund's investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer's ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.

The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund's use of derivative(s) and the specific risks associated is described under significant accounting policies.

I. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their operating results regularly reviewed by a chief operating decision maker ("CODM"). The fund is considered a single segment. Vanguard's chief executive officer, chief investment officer, and chief financial officer, who are also officers of the fund, as well as the fund's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist the CODM with overseeing aspects of the fund's daily operations. Through these committees, the CODM manages the fund's operations to achieve a single investment objective, as detailed in its prospectus, through the execution of the fund's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the fund's portfolio composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the fund's financial statements. Segment assets, liabilities, income, and expenses are also detailed in the accompanying financial statements.

J. Management has determined that no subsequent events or transactions occurred through the date the financial statements were issued that would require recognition or disclosure in these financial statements.

QV0502 052026

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**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies.**

Not applicable.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies.**

Not applicable.

**Item 10: Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.**

Not applicable. The Trustees' Fees and Expenses are included in the financial statements filed under Item 7 of this Form.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contracts.**

**Trustees Approve Advisory Arrangement - Institutional Short-Term Bond Fund and Institutional Intermediate-Term Bond Fund**

A majority of independent trustees of the board of Vanguard Institutional Short-Term Bond Fund and Vanguard Institutional Intermediate-Term Bond Fund (Trustees) have approved a restructuring of each fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of each fund and its shareholders.

The Trustees based their decisions upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the funds and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangements.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the funds, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that each fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that each fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that each fund's arrangement with Vanguard, and services rendered through VCM, ensure that each fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangements again after a one-year period.

**Trustees Approve Advisory Arrangement - Core Bond Fund and Core-Plus Bond Fund**

A majority of independent trustees of the board of Vanguard Core Bond Fund and Vanguard Core-Plus Bond Fund (Trustees) have approved a restructuring of each fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of each fund and its shareholders.

The Trustees based their decisions upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the funds and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangements.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the funds, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that each fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that each fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that each fund's arrangement with Vanguard, and services rendered through VCM, ensure that each fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangements again after a one-year period.

**Trustees Approve Advisory Arrangement - Core Bond ETF and Core-Plus Bond ETF**

A majority of independent trustees of the board of Vanguard Core Bond ETF and Vanguard Core-Plus Bond ETF (Trustees) have approved a restructuring of each fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of each fund and its shareholders.

The Trustees based their decisions upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the funds and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangements.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the funds, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that each fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that each fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that each fund's arrangement with Vanguard, and services rendered through VCM, ensure that each fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangements again after a one-year period.

**Trustees Approve Advisory Arrangement - Multi-Sector Income Bond ETF**

A majority of independent trustees of the board of Vanguard Multi-Sector Income Bond ETF (Trustees) has approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the fund and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, fund management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the fund and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the fund, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that the fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the fund's arrangement with Vanguard, and services rendered through VCM, ensure that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangement again after a one-year period.

**Trustees Approve Advisory Arrangement - Multi-Sector Income Bond Fund**

A majority of independent trustees of the board of Vanguard Multi-Sector Income Bond Fund (Trustees) has approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the fund and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, fund management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the fund and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the fund, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that the fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the fund's arrangement with Vanguard, and services rendered through VCM, ensure that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangement again after a one-year period.

**Trustees Approve Advisory Arrangement - Total Inflation-Protected Securities ETF and Total Treasury ETF**

A majority of independent trustees of the board of Vanguard Total Inflation-Protected Securities ETF and Vanguard Total Treasury ETF (Trustees) have approved a restructuring of each fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of each fund and its shareholders.

The Trustees based their decisions upon an evaluation of VCM's investment staff, portfolio management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the funds and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangements.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the funds, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that each fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that each fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that each fund's arrangement with Vanguard, and services rendered through VCM, ensure that each fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangements again after a one-year period.

**Trustees Approve Advisory Arrangement - Government Securities Active ETF**

A majority of independent trustees of the board of Vanguard Government Securities Active ETF (Trustees) has approved a restructuring of the fund's management structure whereby the Vanguard Group, Inc. (Vanguard) will now provide investment advisory services to the fund through its subsidiary, Vanguard Capital Management LLC (VCM). The trustees determined that approving the advisory arrangements was in the best interests of the fund and its shareholders.

The Trustees based their decision upon an evaluation of VCM's investment staff, fund management process, and performance. This evaluation included information provided by Vanguard's Oversight and Manager Search team, which is responsible for fund and advisor oversight and product management. The Trustees considered the factors discussed below, among others. However, no single factor determined whether to approve the arrangement. Rather, it was the totality of the circumstances that drove the Trustee's decisions.

**Nature, extent, and quality of services**

The Trustees considered the quality of the investment management services to be provided to the fund and took into account the organizational depth and stability of Vanguard and VCM. The Trustees considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group, now within VCM, adheres to the same sound, disciplined investment management process and has considerable experience, stability and depth. The Fixed Income Group emphasizes a disciplined and repeatable approach to risk-taking and security selection, with the objective of delivering tight tracking error and consistent, risk-adjusted alpha.

The Trustees concluded that VCM's experience, stability, depth, and performance, among other factors, warranted approval of the advisory arrangement.

**Investment performance**

The Trustees determined that VCM's Fixed Income Group, in its management of Vanguard funds, including the fund, has a track record of consistent performance and disciplined investment processes. The Trustees concluded the performance was such that the advisory arrangements warranted approval.

**Cost**

The Trustees concluded that the fund's expense ratio will remain below the average expense ratio charged by funds in its peer group and that the fund's advisory expenses will also continue to be below the peer-group average.

The Trustees do not conduct a profitability analysis of Vanguard in providing investment advisory services through VCM because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The Trustees concluded that the fund's arrangement with Vanguard, and services rendered through VCM, ensure that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.

The Trustees will consider whether to renew the advisory arrangement again after a one-year period.

**Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 13: Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 14**: **Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.**

Not applicable.

**Item 15**: **Submission of Matters to a Vote of Security Holders.**

Not applicable.

**Item 16**: **Controls and Procedures.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant's Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Internal Control Over Financial Reporting. There were no changes in the Registrant's Internal Control Over Financial Reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**Item 17**: **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable.

**Item 18: Recovery of Erroneously Awarded Compensation** 

Not applicable.

**Item 19: Exhibits.**

---

| | |
|:---|:---|
| (a)(1) | Not applicable. |
| [(a)(2)](tm2611750d3_ex99-cert.htm) | [Certifications filed herewith.](tm2611750d3_ex99-cert.htm) |
| [(a)(2)](tm2611750d3_ex99-906cert.htm) | [Certifications filed herewith.](tm2611750d3_ex99-906cert.htm) |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | |
|:---|:---|
|  | VANGUARD MALVERN FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: May 26, 2026

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
|  | VANGUARD MALVERN FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: May 26, 2026

---

| | |
|:---|:---|
|  | VANGUARD MALVERN FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: May 26, 2026

---

| | |
|:---|:---|
| \* By: | /s/ Natalie Lamarque |

---

Natalie Lamarque, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/891190/000119312525325143/f43635d7.htm) filed on December 19, 2025 (see File Number 33-49023), and to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/1532203/000119312526077489/f44118d9.htm) filed on February 27, 2026 (see File Number 333-177613), Incorporated by Reference.

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Salim Ramji, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Malvern Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: May 26, 2026

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

<u>CERTIFICATIONS</u>

I, Christine Buchanan, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Malvern Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: May 26, 2026

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---

## Exhibit 99.906

**Exhibit 99.906CERT** 

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Malvern Funds</u>**

In connection with the Report on Form N-CSR of the above-named issuer that is accompanied by this certification, the undersigned hereby certifies, to his knowledge, that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully
 complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of
 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information
 contained in the Report fairly presents, in all material respects, the financial condition
 and results of operations of the issuer.

Date: May 26, 2026

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Malvern Funds</u>**

In connection with the Report on Form N-CSR of the above-named issuer that is accompanied by this certification, the undersigned hereby certifies, to her knowledge, that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully
 complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of
 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information
 contained in the Report fairly presents, in all material respects, the financial condition
 and results of operations of the issuer.

Date: May 26, 2026

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---